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~isPartOf:"Econometric reviews"
~isPartOf:"International review of economics & finance : IREF"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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Search: subject:"Volatility"
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Prognoseverfahren
Time series analysis
Volatility
449
Volatilität
449
Estimation
144
Schätzung
144
Börsenkurs
126
Share price
126
Capital income
125
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114
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92
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41
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Ma, Feng
7
McAleer, Michael
7
Asai, Manabu
3
Caporin, Massimiliano
3
Cavaliere, Giuseppe
3
Gupta, Rangan
3
Huang, Dengshi
3
Kumar, Dilip
3
Liang, Chao
3
Lu, Xinjie
3
Taylor, Robert
3
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3
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3
Abakah, Emmanuel Joel Aikins
2
Anatolyev, Stanislav
2
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2
Brooks, Robert
2
Chang, Chia-Lin
2
Chen, Wang
2
Gil-Alaña, Luis A.
2
Hammoudeh, Shawkat
2
Jawadi, Fredj
2
Li, Tao
2
Liu, Jing
2
Maasoumi, Esfandiar
2
Mensi, Walid
2
Phillips, Peter C. B.
2
Sousa, Ricardo M.
2
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Wei, Yu
2
Wohar, Mark E.
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Xiao, Jihong
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2
Zhang, Li
2
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
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Al Mafrachi, Mustafa
1
Al-Yahyaee, Khamis Hamed
1
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Econometric reviews
International review of economics & finance : IREF
Energy economics
146
Journal of econometrics
132
International journal of forecasting
131
Finance research letters
120
Journal of forecasting
119
Economic modelling
95
Discussion paper / Tinbergen Institute
94
International review of financial analysis
92
Journal of empirical finance
83
Applied economics
74
The North American journal of economics and finance : a journal of financial economics studies
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Journal of banking & finance
68
Economics letters
51
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Quantitative finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Applied economics letters
40
Journal of risk and financial management : JRFM
40
The journal of futures markets
40
Applied financial economics
39
Journal of financial econometrics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
CREATES research paper
38
Computational economics
37
Journal of international financial markets, institutions & money
37
Research in international business and finance
37
Department of Economics working paper series
36
International journal of finance & economics : IJFE
35
The European journal of finance
34
Journal of applied econometrics
29
Journal of financial economics
29
Pacific-Basin finance journal
28
NBER working paper series
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Journal of economic dynamics & control
25
SFB 649 discussion paper
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Risks : open access journal
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ECONIS (ZBW)
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114
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1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Are categorical EPU indices predictable for carbon futures
volatility
? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
3
Good oil
volatility
, bad oil
volatility
, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
4
Liquidity and realized
volatility
prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
5
Do the dynamics of macroeconomic attention drive the yen/dollar exchange market
volatility
?
Luo, Tao
;
Sun, Huaping
;
Zhang, Lixia
;
Bai, Jiancheng
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
Saved in:
6
International commodity market and stock
volatility
predictability : evidence from G7 countries
Wang, Jiashun
;
Wang, Jiqian
;
Ma, Feng
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
Saved in:
7
Forecasting stock market realized
volatility
: the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
Saved in:
8
Forecasting stock
volatility
using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
9
Volatility
forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
10
Singlehanded or joint race? : stock market
volatility
prediction
Lu, Xinjie
;
Ma, Feng
;
Wang, Jianqiong
;
Dong, Dayong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 734-754
Persistent link: https://www.econbiz.de/10013342735
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