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~isPartOf:"Economic Theory"
~isPartOf:"Journal of forecasting"
~isPartOf:"Open Access publications from Université Paris-Dauphine"
~subject:"Volatility"
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Volatility
Volatilität
131
Forecasting model
115
Prognoseverfahren
115
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57
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57
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55
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55
Capital income
42
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So, Mike Ka-pui
5
Wang, Yudong
5
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4
Ma, Feng
4
Song, Yuping
4
Zhang, Yaojie
4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
Chen, Langnan
2
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2
Clements, Adam
2
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2
Han, Heejoon
2
He, Mengxi
2
Ji, Qiang
2
Karathanasopoulos, Andreas
2
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2
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2
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2
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2
Yang, Ke
2
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2
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1
Aboura, Sofiane
1
Abu-Mostafa, Yaser S.
1
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Université Paris-Dauphine
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Economic Theory
Journal of forecasting
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610
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584
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483
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466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
378
Journal of banking & finance
375
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368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
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321
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265
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265
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261
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255
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246
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246
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245
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239
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238
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230
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198
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
169
International Journal of Energy Economics and Policy : IJEEP
167
The European journal of finance
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
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125
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118
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ECONIS (ZBW)
131
RePEc
10
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1
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Forecasting the
volatility
of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
4
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic
volatility
model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
5
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
6
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
7
Forecasting global stock market
volatility
: the impact of
volatility
spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
8
Uncertainty-driven oil
volatility
risk premium and international stock market
volatility
forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
9
Forecasting the
volatility
of agricultural commodity futures : the role of co-
volatility
and oil
volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
10
Forecasting
volatility
with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun
;
Xu, Li
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
Saved in:
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