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~isPartOf:"International journal of forecasting"
~subject:"Markov-Kette"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Search: subject:"Volatilität"
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Markov-Kette
Stochastischer Prozess
Theory
Volatility
145
Volatilität
145
Forecasting model
123
Prognoseverfahren
123
Theorie
76
ARCH model
64
ARCH-Modell
64
Time series analysis
60
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Capital income
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Gerlach, Richard
3
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3
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2
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2
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2
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2
Cross, Jamie
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Demetrescu, Matei
2
Gallo, Giampiero M.
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
Journal of econometrics
197
NBER working paper series
184
International journal of theoretical and applied finance
180
NBER Working Paper
164
Working paper / National Bureau of Economic Research, Inc.
164
Journal of banking & finance
134
Finance research letters
125
Quantitative finance
121
Discussion paper / Tinbergen Institute
102
Journal of empirical finance
102
Energy economics
101
Journal of economic dynamics & control
101
Economics letters
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Economic modelling
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Applied mathematical finance
89
Working paper
86
Discussion paper / Centre for Economic Policy Research
83
Journal of financial economics
83
Computational economics
80
Applied economics
79
The North American journal of economics and finance : a journal of financial economics studies
77
International review of financial analysis
75
International review of economics & finance : IREF
74
The European journal of finance
74
The journal of futures markets
72
Econometric reviews
67
Journal of international money and finance
66
Finance and stochastics
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
63
Research paper series / Swiss Finance Institute
62
The journal of computational finance
62
Applied economics letters
61
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
The review of financial studies
58
European journal of operational research : EJOR
55
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
85
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1
(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:
2
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:
3
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
4
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:
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
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
7
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
8
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
9
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:
10
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
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