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~isPartOf:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Multivariate Analyse"
~subject:"Spillover effect"
~subject:"Theorie"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Multivariate Analyse
Spillover effect
Theorie
Welt
ARCH model
295
ARCH-Modell
295
Volatility
210
Volatilität
210
Forecasting model
131
Prognoseverfahren
131
Capital income
98
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98
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94
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Kang, Sang Hoon
4
McAleer, Michael
4
Mensi, Walid
4
Ruiz, Esther
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Wang, Yudong
4
Zhang, Yaojie
4
Asai, Manabu
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Kok Haur Ng
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International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
134
Finance research letters
94
Economic modelling
72
International review of financial analysis
69
Journal of empirical finance
67
Applied economics
66
Research in international business and finance
66
Journal of econometrics
65
International review of economics & finance : IREF
63
Discussion paper / Tinbergen Institute
53
Journal of banking & finance
52
Journal of forecasting
46
Journal of international financial markets, institutions & money
44
Economics letters
43
Journal of risk and financial management : JRFM
42
Econometric Institute research papers
40
Econometric theory
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
The European journal of finance
40
Working paper
37
Applied economics letters
33
International Journal of Energy Economics and Policy : IJEEP
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Econometric reviews
28
International journal of finance & economics : IJFE
26
Journal of applied econometrics
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of international money and finance
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
The econometrics journal
22
Applied financial economics
21
Computational economics
20
Quantitative finance
20
Cogent economics & finance
19
The journal of futures markets
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Journal of financial econometrics
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ECONIS (ZBW)
149
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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
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
3
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
4
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
5
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
6
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
7
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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