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~isPartOf:"International journal of forecasting"
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Search: subject:"Volatility"
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Volatility
145
Volatilität
145
Forecasting model
125
Prognoseverfahren
125
Theorie
77
Theory
77
ARCH model
64
ARCH-Modell
64
Time series analysis
62
Zeitreihenanalyse
62
Capital income
51
Kapitaleinkommen
51
Estimation
48
Schätzung
48
Börsenkurs
25
Share price
25
Realized volatility
22
Volatility forecasting
20
Risikomaß
18
Risk measure
18
Exchange rate
17
Forecasting
17
Wechselkurs
17
Aktienmarkt
16
Stock market
16
Estimation theory
15
Forecast
15
Schätztheorie
15
Prognose
14
Stochastic process
14
Stochastischer Prozess
14
Markov chain
13
Markov-Kette
13
Statistical distribution
13
Statistische Verteilung
13
Bayes-Statistik
12
Bayesian inference
12
Welt
12
World
12
Stochastic volatility
11
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Article
149
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149
Aufsatz in Zeitschrift
149
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English
149
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Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gallo, Giampiero M.
3
Gerlach, Richard
3
González-Rivera, Gloria
3
Lanne, Markku
3
Lucas, André
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
Ahoniemi, Katja
2
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
Fuertes, Ana María
2
Gupta, Rangan
2
He, Mengxi
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
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
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International journal of forecasting
NBER working paper series
692
Energy economics
646
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
616
NBER Working Paper
595
Discussion paper series / IZA
591
MPRA Paper
447
Applied economics
442
International review of financial analysis
426
Journal of banking & finance
397
International review of economics & finance : IREF
389
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
IMF Working Papers
333
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
292
Research in international business and finance
281
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Discussion paper / Tinbergen Institute
240
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
194
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
179
Physica A: Statistical Mechanics and its Applications
174
IMF working papers
173
International Journal of Energy Economics and Policy : IJEEP
171
Journal of economic dynamics & control
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
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ECONIS (ZBW)
149
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1
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10
of
149
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date (oldest first)
1
A comparison of machine learning methods for predicting the direction of the US stock market on the basis of
volatility
indices
Campisi, Giovanni
;
Muzzioli, Silvia
;
De Baets, Bernard
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 869-880
Persistent link: https://www.econbiz.de/10014547222
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 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
(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:
6
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:
7
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:
8
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:
9
Realized
volatility
forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
10
Forecasting
volatility
with time-varying leverage and
volatility
of
volatility
effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
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