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~isPartOf:"International journal of forecasting"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Search: subject_exact:"Volatility"
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Börsenkurs
Volatility
145
Volatilität
145
Forecasting model
123
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123
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76
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76
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64
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64
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2
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International journal of forecasting
Finance research letters
214
International review of financial analysis
141
Energy economics
125
The North American journal of economics and finance : a journal of financial economics studies
115
International review of economics & finance : IREF
114
Journal of banking & finance
102
Applied economics
99
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93
Journal of empirical finance
89
Applied economics letters
86
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86
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80
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74
Pacific-Basin finance journal
71
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70
The journal of futures markets
69
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67
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64
International Journal of Energy Economics and Policy : IJEEP
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Finance India : the quarterly journal of Indian Institute of Finance
47
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46
Cogent economics & finance
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Economics letters
43
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41
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40
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40
International journal of finance & economics : IJFE
38
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
36
The review of financial studies
36
Emerging markets, finance and trade : EMFT
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Global finance journal
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Journal of forecasting
32
Journal of international money and finance
30
International journal of economics and finance
28
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ECONIS (ZBW)
25
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
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
Saved in:
4
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
5
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:
6
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
7
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
8
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
9
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
10
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
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