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~isPartOf:"International journal of forecasting"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"United States"
~subject:"Welt"
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Search: subject_exact:"ARCH-Modell"
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Kapitaleinkommen
Oil price
Portfolio-Management
Theorie
United States
Welt
ARCH model
96
ARCH-Modell
96
Forecasting model
80
Prognoseverfahren
80
Volatility
64
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44
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71
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Wang, Yudong
4
Zhang, Yaojie
4
Catania, Leopoldo
3
Ruiz, Esther
3
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2
Asai, Manabu
2
Boudt, Kris
2
Chen, Cathy W. S.
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Cipollini, Fabrizio
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Gallo, Giampiero M.
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He, Mengxi
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Lazar, Emese
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Lyócsa, Štefan
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1
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1
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International journal of forecasting
Energy economics
201
Finance research letters
123
Journal of empirical finance
101
Applied economics
98
International review of financial analysis
97
Economic modelling
96
International review of economics & finance : IREF
83
The North American journal of economics and finance : a journal of financial economics studies
81
Research in international business and finance
77
Journal of econometrics
75
Journal of banking & finance
73
Journal of international financial markets, institutions & money
71
Economics letters
60
Journal of forecasting
56
Journal of risk and financial management : JRFM
51
Applied economics letters
50
The European journal of finance
49
Working paper
49
Discussion paper / Tinbergen Institute
48
The journal of futures markets
48
International Journal of Energy Economics and Policy : IJEEP
46
Applied financial economics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Econometric Institute research papers
38
Econometric theory
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Econometric reviews
33
International journal of finance & economics : IJFE
32
Journal of applied econometrics
31
Journal of international money and finance
28
Quantitative finance
28
Review of quantitative finance and accounting
27
Computational economics
25
International journal of economics and finance
25
Journal of financial econometrics
25
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ECONIS (ZBW)
71
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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
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
7
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:
8
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:
9
Static and dynamic models for multivariate distribution forecasts : proper scoring rule tests of factor-quantile versus multivariate GARCH models
Alexander, Carol
;
Han, Yang
;
Meng, Xiaochun
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1078-1096
Persistent link: https://www.econbiz.de/10014465245
Saved in:
10
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
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