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~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Prognoseverfahren"
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Search: subject:"Volatility"
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Prognoseverfahren
Volatility
191
Volatilität
191
Theorie
92
Theory
92
Stochastic process
66
Stochastischer Prozess
66
Time series analysis
58
Zeitreihenanalyse
58
Estimation
47
Schätzung
47
Capital income
44
Kapitaleinkommen
44
ARCH model
40
ARCH-Modell
40
Estimation theory
40
Schätztheorie
40
Forecasting model
32
Börsenkurs
31
Share price
31
USA
24
United States
24
Multivariate Analyse
21
Multivariate analysis
21
Modellierung
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Scientific modelling
17
Correlation
16
Korrelation
16
Bayes-Statistik
15
Bayesian inference
15
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Option pricing theory
15
Optionspreistheorie
15
Exchange rate
11
Wechselkurs
11
Portfolio selection
10
Portfolio-Management
10
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17
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10
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17
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17
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17
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17
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English
32
Author
All
Bollerslev, Tim
3
Christoffersen, Peter F.
2
Jawadi, Fredj
2
Veliyev, Bezirgen
2
Xu, Lai
2
Anatolyev, Stanislav
1
Andreasen, Martin Møller
1
Asai, Manabu
1
Bordignon, Silvano
1
Brechmann, E. C.
1
Bu, Ruijun
1
Cartea, Álvaro
1
Chang, Bo Young
1
Chini, Emilio Zanetti
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Christiansen, Charlotte
1
Christodoulakis, George A.
1
Dufays, Arnaud
1
Exterkate, Peter
1
Ftiti, Zied
1
Han, Ai
1
He, Yanan
1
Heiden, M.
1
Hillebrand, Eric
1
Hong, Yongmiao
1
Jacobs, Kris
1
Karyampas, Dimitrios
1
Kjær, Mads Markvart
1
Knapik, Oskar
1
Kobotaev, Nikita
1
Koopman, Siem Jan
1
Kruse, Robinson
1
Laurini, Fabrizio
1
Leschinski, Christian
1
Li, Yuyi
1
Long, Yonghong
1
Louhichi, Waël
1
Lunde, Asger
1
McAleer, Michael
1
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CREATES research paper
Econometric reviews
International journal of forecasting
125
Energy economics
117
Journal of forecasting
115
Finance research letters
111
International review of financial analysis
73
International review of economics & finance : IREF
60
Economic modelling
58
Journal of empirical finance
54
The North American journal of economics and finance : a journal of financial economics studies
54
Applied economics
51
Journal of econometrics
49
Journal of banking & finance
48
Department of Economics working paper series
38
The journal of futures markets
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Applied economics letters
33
Working paper
32
Quantitative finance
31
The European journal of finance
31
Discussion paper / Tinbergen Institute
29
Applied financial economics
28
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Journal of financial economics
21
Computational economics
20
Journal of applied econometrics
20
Research in international business and finance
20
Risks : open access journal
19
Finance and economics discussion series
17
NBER working paper series
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Financial innovation : FIN
16
Working paper / National Bureau of Economic Research, Inc.
16
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ECONIS (ZBW)
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1
A machine learning approach to
volatility
forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
3
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
5
Forecasting crude oil price intervals and return
volatility
via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
6
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
7
Forecasting energy futures
volatility
with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
8
The relationship between the
volatility
of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
9
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
10
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
Saved in:
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