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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Exchange rate"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Volatility"
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Exchange rate
Stochastischer Prozess
Volatility
168
Volatilität
168
Forecasting model
118
Prognoseverfahren
118
Theorie
85
Theory
85
ARCH model
69
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69
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Herwartz, Helmut
5
Hafner, Christian M.
3
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Chan, Joshua
2
Teyssière, Gilles
2
Ahmed, Shamim
1
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1
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1
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1
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1
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
International journal of forecasting
International journal of theoretical and applied finance
138
Journal of econometrics
114
Quantitative finance
91
Journal of international money and finance
79
Applied economics
77
NBER working paper series
75
The North American journal of economics and finance : a journal of financial economics studies
72
Discussion paper / Tinbergen Institute
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Economics letters
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Journal of international financial markets, institutions & money
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Journal of economic dynamics & control
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International review of economics & finance : IREF
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
The journal of computational finance
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Applied economics letters
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Applied financial economics
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Econometric reviews
48
Finance and stochastics
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Journal of empirical finance
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International journal of finance & economics : IJFE
46
CESifo working papers
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European journal of operational research : EJOR
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Insurance / Mathematics & economics
35
International journal of financial engineering
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Research in international business and finance
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ECONIS (ZBW)
43
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1
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:
2
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:
3
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
Saved in:
4
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
7
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
8
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
9
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
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