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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
~subject:"Portfolio selection"
~subject:"Risk"
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Forecasting model
Portfolio selection
Risk
Stock market
Volatility
661
Volatilität
659
Estimation
218
Schätzung
218
Theorie
201
Theory
201
ARCH model
174
ARCH-Modell
174
Börsenkurs
160
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160
Time series analysis
157
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157
Capital income
141
Kapitaleinkommen
141
Estimation theory
133
Schätztheorie
133
Stochastic process
124
Stochastischer Prozess
124
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107
Aktienmarkt
84
Welt
66
World
66
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60
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60
Option pricing theory
56
Optionspreistheorie
56
USA
52
United States
52
Spillover effect
48
Spillover-Effekt
48
Market microstructure
47
Marktmikrostruktur
47
Oil price
47
Statistical distribution
47
Statistische Verteilung
47
Stochastic volatility
47
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47
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Aufsatz in Zeitschrift
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226
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Bollerslev, Tim
8
Ma, Feng
6
Patton, Andrew J.
5
Todorova, Neda
4
Zhang, Yaojie
4
Andersen, Torben
3
Cross, Jamie
3
Fan, Jianqing
3
Ghysels, Eric
3
Hallin, Marc
3
Hou, Chenghan
3
Kim, Donggyu
3
Liu, Jing
3
Zhou, Hao
3
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Banerjee, Anindya
2
Barigozzi, Matteo
2
Christensen, Bent Jesper
2
Diebold, Francis X.
2
Erdemlioglu, Deniz
2
Fang, Libing
2
Gallo, Giampiero M.
2
Gatfaoui, Hayette
2
Gupta, Rangan
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
Li, Bin
2
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2
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2
Lin, Shih-kuei
2
Liu, Hsiang-hsi
2
Liu, Li
2
Min, Hong-ghi
2
Nielsen, Morten Ørregaard
2
Paolella, Marc S.
2
Petitjean, Mikael
2
Polak, Pawel
2
Poon, Aubrey
2
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Economic modelling
Journal of econometrics
Finance research letters
325
Energy economics
283
International review of financial analysis
214
International review of economics & finance : IREF
182
The North American journal of economics and finance : a journal of financial economics studies
178
Applied economics
142
Research in international business and finance
131
International journal of forecasting
127
Journal of banking & finance
127
Journal of empirical finance
124
Journal of forecasting
115
Journal of international financial markets, institutions & money
109
Applied economics letters
101
Pacific-Basin finance journal
99
Journal of risk and financial management : JRFM
93
Applied financial economics
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
Economics letters
71
Journal of financial economics
71
International journal of finance & economics : IJFE
69
The European journal of finance
69
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
59
Quantitative finance
59
Journal of international money and finance
58
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
56
The journal of futures markets
56
Global finance journal
53
International Journal of Energy Economics and Policy : IJEEP
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Journal of economic dynamics & control
46
Cogent economics & finance
43
Investment management and financial innovations
42
International journal of economics and finance
41
Review of quantitative finance and accounting
41
Risks : open access journal
41
Journal of financial markets
40
The review of financial studies
39
Finance India : the quarterly journal of Indian Institute of Finance
38
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ECONIS (ZBW)
226
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
3
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
10
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
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