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~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Prognoseverfahren
Volatility
State space model
36
Zustandsraummodell
36
Theorie
20
Theory
20
Time series analysis
19
Zeitreihenanalyse
19
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15
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Jawadi, Fredj
2
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1
Audrino, Francesco
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Bu, Ruijun
1
Chan, Joshua
1
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1
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1
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Econometric reviews
International journal of finance & economics : IJFE
International journal of forecasting
52
Discussion paper / Tinbergen Institute
42
Journal of forecasting
34
Energy economics
26
Economic modelling
24
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of econometrics
17
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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CAMA working paper series
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Computational economics
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Finance research letters
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
International review of financial analysis
10
Journal of empirical finance
10
Tinbergen Institute Discussion Paper
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European journal of operational research : EJOR
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
CESifo working papers
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Finmap working paper
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International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Econometrics : open access journal
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Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
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Journal of banking & finance
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Journal of macroeconomics
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Research paper series / Swiss Finance Institute
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The econometrics journal
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ECONIS (ZBW)
14
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1
The performance of OECD's composite leading indicator
Ojo, Mustapha Olalekan
;
Aguiar-Conraria, Luís
;
Soares, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2265-2277
Persistent link: https://www.econbiz.de/10014533409
Saved in:
2
Forecasting equity risk premium : a new method based on wavelet de-noising
Dai, Zhifeng
;
Kang, Jie
;
Yin, Hua
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014429334
Saved in:
3
Hedging capabilities of Bitcoin for Asian currencies
Kinkyō, Takuji
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1769-1784
Persistent link: https://www.econbiz.de/10013184385
Saved in:
4
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
5
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
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
Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco
;
Corsi, Fulvio
;
Filipova, Kameliya
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 232-256
Persistent link: https://www.econbiz.de/10011549916
Saved in:
9
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
10
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
Saved in:
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