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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~subject:"Business cycle"
~subject:"Financial market"
~subject:"Schätzung"
~subject:"Stock market"
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Search: subject:"Volatilität"
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Business cycle
Financial market
Schätzung
Stock market
Volatilität
380
Volatility
378
Theorie
154
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154
Forecasting model
127
Prognoseverfahren
127
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96
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Lettau, Martin
5
Hale, Galina
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4
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3
Bianchi, Francesco
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Ma, Feng
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Discussion paper / Centre for Economic Policy Research
International journal of forecasting
Finance research letters
241
Energy economics
225
International review of financial analysis
200
Working paper / National Bureau of Economic Research, Inc.
191
Applied economics
190
NBER working paper series
188
International review of economics & finance : IREF
183
Economic modelling
181
The North American journal of economics and finance : a journal of financial economics studies
179
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159
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138
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119
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109
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101
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96
Journal of risk and financial management : JRFM
95
Pacific-Basin finance journal
93
CESifo working papers
88
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
88
International journal of finance & economics : IJFE
75
The journal of futures markets
75
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
72
The European journal of finance
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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69
International journal of economics and finance
66
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61
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
168
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
6
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
7
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
8
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
9
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
10
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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