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~isPartOf:"International journal of forecasting"
~isPartOf:"The European journal of finance"
~subject:"Finanzmarkt"
~subject:"Portfolio selection"
~subject:"Risk"
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Finanzmarkt
Portfolio selection
Risk
Volatility
305
Volatilität
305
Forecasting model
154
Prognoseverfahren
154
Theorie
135
Theory
135
ARCH model
106
ARCH-Modell
106
Capital income
99
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99
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94
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23
Realized volatility
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Markov chain
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21
Estimation theory
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Volatility forecasting
20
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Clements, Adam
3
Dunis, Christian
3
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Wen, Danyan
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1
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International journal of forecasting
The European journal of finance
Finance research letters
161
Energy economics
108
International review of financial analysis
96
NBER working paper series
84
Working paper / National Bureau of Economic Research, Inc.
84
The North American journal of economics and finance : a journal of financial economics studies
83
International review of economics & finance : IREF
77
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71
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70
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67
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64
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59
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56
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55
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49
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43
Journal of international financial markets, institutions & money
41
Pacific-Basin finance journal
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Applied economics letters
38
Economics letters
38
Discussion paper / Centre for Economic Policy Research
35
Journal of econometrics
35
CESifo working papers
34
International journal of finance & economics : IJFE
34
Journal of economic dynamics & control
34
Journal of international money and finance
33
Quantitative finance
31
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Research paper series / Swiss Finance Institute
28
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27
The journal of asset management
27
International journal of theoretical and applied finance
26
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
25
The review of financial studies
25
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23
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22
Cogent economics & finance
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ECONIS (ZBW)
52
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
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:
3
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
4
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
5
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
6
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
7
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
8
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
9
The pricing of unexpected volatility in the currency market
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
10
Is there a risk and return relation?
Fifield, S. G. M.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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