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~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject:"Volatility"
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Prognoseverfahren
Volatility
90
Volatilität
90
Theorie
53
Theory
53
Stochastic process
44
Stochastischer Prozess
44
Time series analysis
33
Zeitreihenanalyse
33
Estimation
29
Schätzung
29
Estimation theory
25
Schätztheorie
25
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22
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22
Capital income
19
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19
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18
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18
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15
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12
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Nichtparametrisches Verfahren
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English
15
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Jawadi, Fredj
2
Anatolyev, Stanislav
1
Asai, Manabu
1
Bordignon, Silvano
1
Brechmann, E. C.
1
Bu, Ruijun
1
Cartea, Álvaro
1
Christodoulakis, George A.
1
Dufays, Arnaud
1
Ftiti, Zied
1
Han, Ai
1
He, Yanan
1
Heiden, M.
1
Hillebrand, Eric
1
Hong, Yongmiao
1
Karyampas, Dimitrios
1
Kobotaev, Nikita
1
Koopman, Siem Jan
1
Laurini, Fabrizio
1
Li, Yuyi
1
Long, Yonghong
1
Louhichi, Waël
1
McAleer, Michael
1
Medeiros, Marcelo C.
1
Mesters, G.
1
Okhrin, Y.
1
Ooms, Marius
1
Peng, Siyang
1
Raggi, Davide
1
Rombouts, Jeroen V. K.
1
Satchell, Stephen
1
Shaojun, Guo
1
Sun, Yuying
1
Tawn, Jonathan A.
1
Ulu, Yasemin
1
Wang, Shouyang
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Econometric reviews
International journal of forecasting
125
Energy economics
117
Journal of forecasting
115
Finance research letters
111
International review of financial analysis
73
International review of economics & finance : IREF
60
Economic modelling
58
Journal of empirical finance
54
The North American journal of economics and finance : a journal of financial economics studies
54
Applied economics
51
Journal of econometrics
49
Journal of banking & finance
48
The journal of futures markets
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Applied economics letters
33
Quantitative finance
31
The European journal of finance
29
Applied financial economics
28
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Journal of financial economics
21
Computational economics
20
Journal of applied econometrics
20
Research in international business and finance
20
Risks : open access journal
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Financial innovation : FIN
16
Journal of economic dynamics & control
15
Journal of international money and finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Journal of risk
13
Econometrics : open access journal
12
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ECONIS (ZBW)
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15
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date (oldest first)
1
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
2
Forecasting crude oil price intervals and return
volatility
via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
3
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:
4
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:
5
The relationship between the
volatility
of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
6
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
Saved in:
7
A multivariate
volatility
vine copula model
Brechmann, E. C.
;
Heiden, M.
;
Okhrin, Y.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
Saved in:
8
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:
9
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
Saved in:
10
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
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