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~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
~language:"deu"
~language:"eng"
~language:"est"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~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
1,910
Prognoseverfahren
1,910
Theorie
1,535
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1,535
Börsenkurs
828
Share price
828
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735
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727
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290
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1,167
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Gupta, Rangan
20
Bouri, Elie
14
Tiwari, Aviral Kumar
11
Lucey, Brian M.
10
Lyócsa, Štefan
10
Ma, Feng
10
Roubaud, David
10
Corbet, Shaen
9
Zaremba, Adam
9
Zhang, Yaojie
9
Ji, Qiang
8
Pierdzioch, Christian
8
Molnár, Peter
7
Sensoy, Ahmet
7
Shahzad, Syed Jawad Hussain
7
Shen, Dehua
7
Wang, Yudong
7
Wei, Yu
7
Goodell, John W.
6
Lau, Chi Keung
6
Liang, Chao
6
Wohar, Mark E.
6
Xiong, Xiong
6
Caporale, Guglielmo Maria
5
Clements, Adam
5
Das, Debojyoti
5
Gil-Alaña, Luis A.
5
Gillas, Konstantinos Gkillas
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Gozgor, Giray
5
Guesmi, Khaled
5
Koopman, Siem Jan
5
Li, Yan
5
Lu, Xinjie
5
Luo, Xingguo
5
Ryu, Doojin
5
Salisu, Afees A.
5
Thornton, John
5
Wu, Xinyu
5
Yarovaya, Larisa
5
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5
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Finance research letters
International journal of forecasting
Applied economics
2,001
Applied economics letters
1,355
Economic modelling
1,056
Energy economics
949
Economics letters
867
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
International review of economics & finance : IREF
748
Journal of banking & finance
726
Journal of econometrics
677
International review of financial analysis
651
Applied financial economics
632
Journal of international money and finance
619
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
489
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
438
Journal of international financial markets, institutions & money
421
Journal of applied econometrics
415
Research in international business and finance
413
Journal of financial economics
395
International journal of finance & economics : IJFE
361
Journal of economic dynamics & control
353
The empirical economics letters : a monthly international journal of economics
353
The American economic review
346
International journal of economics and financial issues : IJEFI
331
The review of economics and statistics
331
Journal of risk and financial management : JRFM
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
325
International journal of economics and finance
321
International Journal of Energy Economics and Policy : IJEEP
320
Journal of macroeconomics
318
Labour economics : official journal of the European Association of Labour Economists
315
European economic review : EER
304
The European journal of finance
304
The journal of finance : the journal of the American Finance Association
299
Pacific-Basin finance journal
282
International journal of theoretical and applied finance
279
Cogent economics & finance
272
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ECONIS (ZBW)
1,168
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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
Back to the present : learning about the euro area through a now-casting model
Cascaldi-Garcia, Danilo
;
Ferreira, Thiago R. T.
; …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014547195
Saved in:
10
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
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