//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~type_genre:"Article in journal"
~type_genre:"Rezension"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
ARCH-Modell
61
Time series analysis
58
Zeitreihenanalyse
58
Capital income
50
Kapitaleinkommen
50
Estimation
46
Schätzung
46
Börsenkurs
25
Share price
25
Realized volatility
22
Risikomaß
18
Risk measure
18
Volatility forecasting
18
Exchange rate
17
Wechselkurs
17
Forecasting
16
Aktienmarkt
15
Stock market
15
Estimation theory
14
Forecast
14
Schätztheorie
14
Markov chain
13
Markov-Kette
13
Prognose
13
Statistical distribution
13
Statistische Verteilung
13
Stochastic process
13
Stochastischer Prozess
13
Bayes-Statistik
11
Bayesian inference
11
Stochastic volatility
11
Aktienindex
10
Portfolio selection
10
more ...
less ...
Online availability
All
Undetermined
97
Type of publication
All
Article
140
Type of publication (narrower categories)
All
Article in journal
Rezension
Aufsatz in Zeitschrift
140
Language
All
English
140
Author
All
Clements, Adam
4
Gallo, Giampiero M.
3
Gerlach, Richard
3
González-Rivera, Gloria
3
Lucas, André
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
Wang, Yudong
3
Zhang, Yaojie
3
Arroyo, Javier
2
Bauwens, Luc
2
Becker, Ralf
2
Catania, Leopoldo
2
Chan, Joshua
2
Chen, Cathy W. S.
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Demetrescu, Matei
2
Fuertes, Ana María
2
Gupta, Rangan
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Lanne, Markku
2
Liao, Yin
2
Luo, Jiawen
2
Lyócsa, Štefan
2
McAleer, Michael
2
Opschoor, Anne
2
Otranto, Edoardo
2
Poon, Aubrey
2
Rice, Gregory
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Storti, Giuseppe
2
Sucarrat, Genaro
2
Viceira, Luis M.
2
Wahab, M. I. M.
2
more ...
less ...
Published in...
All
International journal of forecasting
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
375
The journal of futures markets
345
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
266
Journal of empirical finance
260
Applied economics letters
259
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Journal of risk and financial management : JRFM
197
Quantitative finance
185
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
112
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
106
Global finance journal
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
103
more ...
less ...
Source
All
ECONIS (ZBW)
140
Showing
1
-
10
of
140
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
3
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:
4
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:
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
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:
8
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:
9
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
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->