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~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~language:"est"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Schätzung
Volatility
Forecasting model
1,879
Prognoseverfahren
1,879
Theorie
1,832
Theory
1,832
Börsenkurs
991
Share price
991
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850
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850
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849
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848
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822
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759
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705
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680
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286
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Gupta, Rangan
28
Bouri, Elie
22
Roubaud, David
16
Tiwari, Aviral Kumar
14
Lucey, Brian M.
12
Corbet, Shaen
11
Wohar, Mark E.
11
Lyócsa, Štefan
10
Shahzad, Syed Jawad Hussain
10
Caporale, Guglielmo Maria
8
Gil-Alaña, Luis A.
8
Ma, Feng
8
Pierdzioch, Christian
8
Salisu, Afees A.
8
Shen, Dehua
8
Zhang, Yaojie
8
Ji, Qiang
7
Molnár, Peter
7
Sensoy, Ahmet
7
Apergēs, Nikolaos
6
Goodell, John W.
6
Guesmi, Khaled
6
Lau, Chi Keung
6
Liang, Chao
6
McAleer, Michael
6
Wang, Yudong
6
Wei, Yu
6
Zaremba, Adam
6
Clements, Adam
5
Das, Debojyoti
5
Gillas, Konstantinos Gkillas
5
Gozgor, Giray
5
Guidolin, Massimo
5
Hassan, M. Kabir
5
Koopman, Siem Jan
5
Li, Yan
5
Lu, Xinjie
5
Thornton, John
5
Wu, Xinyu
5
Xiong, Xiong
5
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Finance research letters
International journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
1,995
Applied economics letters
1,336
Economic modelling
1,041
Energy economics
934
Economics letters
867
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
726
International review of economics & finance : IREF
708
Journal of econometrics
677
Applied financial economics
632
International review of financial analysis
619
Journal of international money and finance
603
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
432
Journal of international financial markets, institutions & money
414
Research in international business and finance
413
Journal of applied econometrics
409
Journal of financial economics
395
The empirical economics letters : a monthly international journal of economics
353
Journal of economic dynamics & control
350
The American economic review
346
International journal of finance & economics : IJFE
336
Journal of risk and financial management : JRFM
328
The review of economics and statistics
328
International journal of economics and finance
321
International journal of economics and financial issues : IJEFI
321
Journal of macroeconomics
315
Labour economics : official journal of the European Association of Labour Economists
315
International Journal of Energy Economics and Policy : IJEEP
314
European economic review : EER
304
The European journal of finance
299
The journal of finance : the journal of the American Finance Association
298
International journal of theoretical and applied finance
279
Cogent economics & finance
272
Pacific-Basin finance journal
270
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ECONIS (ZBW)
1,385
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1
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1,385
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1
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
2
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
Saved in:
3
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
4
Analysis of macroeconomic determinants of non-performance in consumer and mortgage loans
Cortés, David
;
Soriano, Pilar
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490748
Saved in:
5
Are fiscal rules efficient on public debt restraint in the presence of shadow economy?
Mara, Eugenia Ramona
;
Maran, Raluca
- In:
Finance research letters
64
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014531793
Saved in:
6
Assessing the volatility of green firms
Chollete, Lorán
;
Hughen, Keener
;
Lu, Ching-Chih
;
Peng, …
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531647
Saved in:
7
Asset allocation combining macro and micro information : empirical test based on entropy pool model
Li, Tianyuan
;
Chen, Ping
- In:
Finance research letters
64
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014531769
Saved in:
8
Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix
Guinea, Laurentiu
;
Pérez, Rafaela
;
Ruíz, Jesús
- In:
Finance research letters
61
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014490773
Saved in:
9
Beneath the surface : the asymmetric effects of unconventional monetary policy on corporate investment
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491034
Saved in:
10
Bitcoin attention and economic policy uncertainty
Gill de Albornoz Noguer, Belén
;
Lafuente, Juan Angel
; …
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490191
Saved in:
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