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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Forecasting model"
~type:"article"
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Search: subject:"Volatilität"
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Forecasting model
Volatility
151
Volatilität
151
Theorie
71
Theory
71
Stochastic process
47
Stochastischer Prozess
47
Option pricing theory
36
Optionspreistheorie
36
Estimation
30
Schätzung
30
Börsenkurs
25
Share price
25
Stochastic volatility
23
Business cycle
22
Konjunktur
22
CAPM
20
Capital income
18
Kapitaleinkommen
18
Portfolio selection
18
Portfolio-Management
18
Time series analysis
17
Zeitreihenanalyse
17
Prognoseverfahren
15
Schock
15
Shock
15
Aktienmarkt
13
Geldpolitik
13
Monetary policy
13
Risk
13
Stock market
13
ARCH model
12
ARCH-Modell
12
Risiko
12
Option trading
11
Optionsgeschäft
11
VAR model
11
VAR-Modell
11
Hedging
10
Risikoprämie
10
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15
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15
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English
Author
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Berger, Theo
1
Bernales, Alejandro
1
Chauvet, Marcelle
1
Chen, Louisa
1
Chorro, Christophe
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Ftiti, Zied
1
Gaballo, Gaetano
1
Gençay, Ramazan
1
Ielpo, Florian
1
Jawadi, Fredj
1
Kaeck, Andreas
1
Kaizoji, Taisei
1
Kollmann, Robert
1
Li, Kai
1
Lioui, Abraham
1
Lux, Thomas
1
Namouri, Hela
1
Pakoš, Michal
1
Pfarrhofer, Michael
1
Rodrigues, Paulo Jorge Maurício
1
Seeger, Norman
1
Senyuz, Zeynep
1
Sévi, Benoît
1
Tarelli, Andrea
1
Valenzuela, Marcela
1
Yang, Minxian
1
Yoldas, Emre
1
Zeugner, Stefan
1
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Published in...
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Journal of economic dynamics & control
International journal of forecasting
123
Energy economics
117
Journal of forecasting
113
Finance research letters
111
International review of financial analysis
73
International review of economics & finance : IREF
60
Economic modelling
58
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Applied economics
51
Journal of econometrics
49
Journal of banking & finance
48
The journal of futures markets
34
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
31
The European journal of finance
29
Applied financial economics
28
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
25
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Journal of financial econometrics
22
Journal of financial economics
21
Computational economics
20
Journal of applied econometrics
19
Research in international business and finance
19
Risks : open access journal
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Financial innovation : FIN
16
Econometric reviews
15
Journal of international money and finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Journal of risk
13
Econometrics : open access journal
12
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ECONIS (ZBW)
15
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1
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
2
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
3
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
4
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
5
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
6
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
7
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
8
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
9
Improving daily Value-at-Risk forecasts : the relevance of short-run volatility for regulatory quality assessment
Berger, Theo
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011974231
Saved in:
10
Learning and forecasts about option returns through the volatility risk premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
Saved in:
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