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~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Forecasting model
Portfolio selection
Risk
Volatility
445
Volatilität
441
Estimation
130
Schätzung
130
ARCH model
127
ARCH-Modell
127
Theorie
119
Theory
119
Börsenkurs
104
Share price
104
Aktienmarkt
80
Capital income
80
Kapitaleinkommen
80
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80
Time series analysis
77
Zeitreihenanalyse
77
Prognoseverfahren
73
Welt
68
World
68
Stochastic process
66
Stochastischer Prozess
66
Exchange rate
59
Wechselkurs
59
Option pricing theory
51
Optionspreistheorie
51
Oil price
50
Ölpreis
50
Spillover effect
47
Spillover-Effekt
47
China
40
Risiko
39
Correlation
38
Korrelation
38
Financial crisis
37
Finanzkrise
37
Financial market
33
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33
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31
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127
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Aufsatz in Zeitschrift
Article in journal
127
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English
127
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Ma, Feng
5
Todorova, Neda
4
Zhang, Yaojie
4
Liu, Jing
3
Balcilar, Mehmet
2
Cross, Jamie
2
Fang, Libing
2
Gatfaoui, Hayette
2
Hou, Chenghan
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
Li, Bin
2
Liang, Fang
2
Lin, Shih-kuei
2
Liu, Li
2
Liu, Wei
2
Petitjean, Mikael
2
Roubaud, David
2
Su, Jen-je
2
Wahab, M. I. M.
2
Wang, Tianyi
2
Wang, Yudong
2
Wei, Yu
2
Yu, Honghai
2
Zhu, Jie
2
Abbas, Qaisar
1
Aberkane, Salah
1
Afuecheta, Emmanuel
1
Ahmad, Wasim
1
Akarim, Yasemin Deniz
1
Aksoy, Ümit
1
Alaoui, Abdelkader O. el
1
Ali Shah, Syed Zulfiqar
1
Amendola, Alessandra
1
Amédée-Manesme, Charles-Olivier
1
Antognini, Jonathan
1
Arce, Paola
1
Asutay, Mehmet
1
Aydoğan, Burcu
1
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Computational economics
Economic modelling
Energy economics
183
Finance research letters
176
International review of financial analysis
126
International journal of forecasting
120
Journal of forecasting
115
The North American journal of economics and finance : a journal of financial economics studies
111
International review of economics & finance : IREF
104
Journal of banking & finance
92
Applied economics
88
Journal of empirical finance
85
Journal of econometrics
63
Journal of financial economics
61
Applied economics letters
59
Journal of international financial markets, institutions & money
54
Journal of risk and financial management : JRFM
51
Economics letters
50
Research in international business and finance
48
Pacific-Basin finance journal
47
Quantitative finance
47
The European journal of finance
44
International journal of finance & economics : IJFE
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Applied financial economics
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
The journal of futures markets
38
Journal of economic dynamics & control
37
Journal of international money and finance
34
Journal of financial econometrics
33
Risks : open access journal
33
Emerging markets, finance and trade : EMFT
31
The review of financial studies
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of asset management
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
International journal of theoretical and applied finance
24
Journal of applied econometrics
24
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ECONIS (ZBW)
127
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1
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10
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127
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date (oldest first)
1
Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains
Cheng, Sheng
;
Liu, Wei
;
Jiang, Qisheng
;
Cao, Yan
- In:
Computational economics
61
(
2023
)
4
,
pp. 1593-1616
Persistent link: https://www.econbiz.de/10014327075
Saved in:
2
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
3
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
4
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
6
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
7
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
8
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
9
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
10
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
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