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~isPartOf:"Journal of empirical finance"
~isPartOf:"Quantitative finance"
~language:"eng"
~language:"ron"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Subject
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Forecasting model
Volatilität
Theorie
725
Theory
725
Volatility
458
Capital income
454
Kapitaleinkommen
454
Portfolio selection
402
Portfolio-Management
402
Börsenkurs
377
Share price
377
Estimation
333
Schätzung
332
Prognoseverfahren
274
Option pricing theory
239
Optionspreistheorie
239
CAPM
216
Stochastic process
210
Stochastischer Prozess
210
USA
195
United States
195
Aktienmarkt
185
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185
ARCH model
167
ARCH-Modell
167
Time series analysis
154
Zeitreihenanalyse
154
Anlageverhalten
150
Behavioural finance
150
Risk
147
Risiko
145
Welt
137
World
137
Risk premium
124
Risikoprämie
123
Estimation theory
114
Schätztheorie
114
Risikomaß
112
Risk measure
112
Yield curve
102
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Article
643
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4
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Article in journal
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647
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference paper
3
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3
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2
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Wang, Yudong
8
Sornette, Didier
6
Baillie, Richard
4
Christiansen, Charlotte
4
Escobar, Marcos
4
Frijns, Bart
4
Gatheral, Jim
4
Lillo, Fabrizio
4
Liu, Li
4
Ma, Feng
4
Pan, Zhiyuan
4
Radoičić, Radoš
4
Wu, Chongfeng
4
Zhang, Yaojie
4
Bayer, Christian
3
Bormetti, Giacomo
3
Felpel, Mike
3
Gospodinov, Nikolaj
3
Horvath, Blanka Nora
3
Härdle, Wolfgang
3
Izzeldin, Marwan
3
Jacquier, Antoine
3
Kapetanios, George
3
Karanasos, Menelaos
3
Kienitz, Jörg
3
Kim, Jae H.
3
Koopman, Siem Jan
3
Liao, Yin
3
Liu, Xiaoquan
3
Maio, Paulo
3
Mazouz, Khelifa
3
McWalter, Thomas A.
3
Nonejad, Nima
3
Perron, Pierre
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Tzavalis, Elias
3
Wehrli, Alexander
3
Wu, Yangru
3
Yin, Libo
3
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Institution
All
Forecasting Financial Markets Conference <23.>
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Quantitative finance
International journal of forecasting
1,610
Journal of forecasting
897
Energy economics
843
Finance research letters
802
Applied economics
619
International review of financial analysis
567
Journal of econometrics
549
Journal of banking & finance
526
Economic modelling
522
International review of economics & finance : IREF
460
Applied economics letters
452
Economics letters
427
The North American journal of economics and finance : a journal of financial economics studies
416
The journal of futures markets
407
Applied financial economics
347
Technological forecasting & social change : an international journal
346
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
339
European journal of operational research : EJOR
329
Journal of international money and finance
319
Research in international business and finance
315
Journal of international financial markets, institutions & money
294
Journal of risk and financial management : JRFM
289
Journal of financial economics
276
Computational economics
264
International journal of theoretical and applied finance
264
International Journal of Energy Economics and Policy : IJEEP
256
Pacific-Basin finance journal
253
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
234
The European journal of finance
231
Journal of economic dynamics & control
223
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
219
Management science : journal of the Institute for Operations Research and the Management Sciences
217
Journal of applied econometrics
212
The review of financial studies
212
Risks : open access journal
208
International journal of finance & economics : IJFE
188
Review of quantitative finance and accounting
174
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
160
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ECONIS (ZBW)
647
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647
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
3
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
5
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
6
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
7
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
8
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
9
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
10
Fin-GAN : forecasting and classifying financial time series via generative adversarial networks
Vuletić, Milena
;
Prenzel, Felix
;
Cucuringu, Mihai
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 175-199
Persistent link: https://www.econbiz.de/10014551963
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