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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Emerging markets review"
~isPartOf:"Journal of forecasting"
~isPartOf:"Korea and the world economy"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~subject:"Financial market"
~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Ölpreis"
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Aktienmarkt
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Financial market
Forecasting model
Oil price
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Volatility
249
Volatilität
248
Prognoseverfahren
117
ARCH model
85
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85
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72
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71
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Caporale, Guglielmo Maria
18
Spagnolo, Nicola
10
Gupta, Rangan
5
Wang, Yudong
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Gil-Alaña, Luis A.
4
Ma, Feng
4
So, Mike Ka-pui
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Song, Yuping
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Zhang, Yaojie
4
Beirne, John
3
Bouri, Elie
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Chen, Cathy W. S.
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McMillan, David G.
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Plastun, Alex
3
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Tang, Xiaolong
3
Abraham, Bovas
2
Balakrishna, N.
2
Bonato, Matteo
2
Breitner, Michael H.
2
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Pierdzioch, Christian
2
Salisu, Afees A.
2
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2
Speight, Alan E. H.
2
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2
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Economics and finance working paper series
Emerging markets review
Journal of forecasting
Korea and the world economy
Energy economics
461
Finance research letters
375
International review of financial analysis
263
International review of economics & finance : IREF
220
The North American journal of economics and finance : a journal of financial economics studies
201
Economic modelling
200
Applied economics
183
NBER working paper series
182
Working paper / National Bureau of Economic Research, Inc.
170
Research in international business and finance
164
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160
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149
International Journal of Energy Economics and Policy : IJEEP
145
Applied economics letters
141
Journal of international financial markets, institutions & money
138
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134
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132
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127
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118
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117
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115
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115
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
106
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100
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Economics letters
84
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84
Discussion paper / Centre for Economic Policy Research
76
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74
Discussion paper / Tinbergen Institute
72
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
72
Quantitative finance
70
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
69
CESifo working papers
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Finance India : the quarterly journal of Indian Institute of Finance
63
Global finance journal
63
International journal of economics and finance
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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
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
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
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
8
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
9
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
10
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
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