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~isPartOf:"International journal of forecasting"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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Search: subject_exact:"Volatility"
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Risikomaß
Volatility
145
Volatilität
145
Forecasting model
123
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123
Theorie
76
Theory
76
ARCH model
64
ARCH-Modell
64
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Lucas, André
2
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1
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1
Chen, Qian
1
Clements, Adam
1
Fu, Jin-Yu
1
Fuentes, Fernanda
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Fuertes, Ana María
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Gerlach, Richard H.
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International journal of forecasting
Energy economics
36
Finance research letters
33
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of banking & finance
21
International review of financial analysis
20
Economic modelling
16
Journal of empirical finance
16
Journal of risk and financial management : JRFM
15
Applied economics
14
International review of economics & finance : IREF
14
Journal of risk
14
The journal of risk model validation
12
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
Computational economics
9
Journal of econometrics
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of mathematical finance
7
Risks : open access journal
7
The European journal of finance
7
Quantitative finance
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Financial innovation : FIN
5
International journal of economics and financial issues : IJEFI
5
International journal of finance & economics : IJFE
5
International journal of theoretical and applied finance
5
Journal of financial econometrics
5
European journal of operational research : EJOR
4
Journal of international money and finance
4
Journal of risk : JOR
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of theory and practice
4
The empirical economics letters : a monthly international journal of economics
4
The journal of futures markets
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Theoretical economics letters
4
Applied economics letters
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ECONIS (ZBW)
18
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18
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1
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:
2
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:
3
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
4
The uncertainty in extreme risk forecasts from covariate-augmented volatility models
Hoga, Yannick
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 675-686
Persistent link: https://www.econbiz.de/10012792861
Saved in:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
7
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
8
Forecasting risk measures using intraday data in a generalized autoregressive score framework
Lazar, Emese
;
Xue, Xiaohan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1057-1072
Persistent link: https://www.econbiz.de/10012497719
Saved in:
9
Forecasting Bitcoin risk measures : a robust approach
Trucíos, Carlos
- In:
International journal of forecasting
35
(
2019
)
3
,
pp. 836-847
Persistent link: https://www.econbiz.de/10012305182
Saved in:
10
Intraday portfolio risk management using VaR and CVaR : a CGARCH-EVT-Copula approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 699-709
Persistent link: https://www.econbiz.de/10012300717
Saved in:
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