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~isPartOf:"International journal of forecasting"
~person:"Audrino, Francesco"
~person:"Klein, Tony"
~subject:"Volatilität"
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Volatilität
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Volatility
3
Realized volatility
2
Agricultural commodities
1
Agriculture commodity futures
1
Aktienmarkt
1
Anlageverhalten
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Behavioural finance
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Börsenkurs
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Capital income
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Commodity derivative
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Financial market
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Finanzmarkt
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Forecast
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HAR models
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Heterogeneous autoregressive model
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High-dimensional regression
1
Infinite Hidden Markov switching process
1
Investor attention
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Investor sentiment
1
Kapitaleinkommen
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MCS test
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Markov chain
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Markov-Kette
1
Median realized volatility
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Prognose
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Realized volatility forecasts
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Regression analysis
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Regressionsanalyse
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Rohstoffderivat
1
Share price
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Stock market
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Theorie
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Theory
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Audrino, Francesco
Klein, Tony
Gerlach, Richard
2
Ahmed, Shamim
1
Arroyo, Javier
1
Asai, Manabu
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
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1
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1
Catania, Leopoldo
1
Cecen, A. A.
1
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1
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1
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1
Cho, Dooyeon
1
Chortareas, Georgios E.
1
Clements, Adam
1
Cross, Jamie
1
Croux, Christophe
1
Decressin, Jörg
1
Degiannakis, Stavros
1
Eraslan, Sercan
1
Erkal, Cahit
1
Filis, George
1
Franses, Philip Hans
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Gallo, Giampiero M.
1
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1
González-Rivera, Gloria
1
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1
Guérin, Pierre
1
Hao, Hong-Xia
1
Herrera, Ana María
1
Herrera, Rodrigo
1
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1
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International journal of forecasting
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Working papers on finance
2
Computational economics
1
Energy economics
1
Finance research letters
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of computational finance
1
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ECONIS (ZBW)
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Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
2
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
3
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
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