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~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"International journal of forecasting"
~language:"eng"
~subject:"Exchange rate"
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Search: subject_exact:"Volatility"
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Exchange rate
Volatility
168
Volatilität
168
Forecasting model
118
Prognoseverfahren
118
Theorie
85
Theory
85
ARCH model
69
ARCH-Modell
69
Time series analysis
65
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65
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Börsenkurs
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Stochastic process
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Realized volatility
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Estimation theory
18
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Risk measure
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Schätztheorie
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Volatility forecasting
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Forecasting
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Statistical distribution
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Markov chain
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Option pricing theory
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Herwartz, Helmut
3
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2
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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
Journal of international money and finance
78
NBER working paper series
60
Applied economics
58
NBER Working Paper
56
Journal of international financial markets, institutions & money
51
The North American journal of economics and finance : a journal of financial economics studies
48
Economic modelling
47
Working paper / National Bureau of Economic Research, Inc.
45
International review of economics & finance : IREF
41
International journal of finance & economics : IJFE
40
CESifo working papers
37
Applied economics letters
36
Applied financial economics
33
International Journal of Energy Economics and Policy : IJEEP
33
International journal of economics and financial issues : IJEFI
33
Discussion paper / Centre for Economic Policy Research
32
IMF working papers
30
Research in international business and finance
29
Energy economics
28
Finance research letters
27
Working paper
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Economics letters
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Journal of banking & finance
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International review of financial analysis
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Journal of empirical finance
21
International economic journal
20
Open economies review
20
International journal of economics and finance
19
The empirical economics letters : a monthly international journal of economics
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
The European journal of finance
16
Global business review
15
Journal of international economics
15
Journal of multinational financial management
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Macroeconomics and finance in emerging market economies
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ECONIS (ZBW)
23
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
8
Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
Saved in:
9
Forecasting realized variance measures using time-varying coefficient models
Bekierman, Jeremias
;
Manner, Hans
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
Saved in:
10
Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim
;
Liu, Xiaoquan
;
Valente, Giorgio
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10011596451
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