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~isPartOf:"Journal of financial econometrics"
~source:"econis"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Lehrbuch"
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Search: subject:"Forecast"
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Volatilität
Forecasting model
47
Prognoseverfahren
47
Volatility
24
Theorie
23
Theory
23
Capital income
16
Kapitaleinkommen
16
Time series analysis
16
Zeitreihenanalyse
16
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12
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12
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11
ARCH-Modell
11
Risikomaß
11
Risk measure
11
forecasting
9
Estimation theory
8
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Statistical distribution
7
Statistische Verteilung
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Artificial intelligence
6
Börsenkurs
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Künstliche Intelligenz
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realized volatility
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machine learning
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volatility forecasting
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4
Regression analysis
4
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4
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Aufsatz in Zeitschrift
Collection of articles of several authors
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24
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2
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Christoffersen, Peter F.
2
Bee, Marco
1
Bennedsen, Mikkel
1
Bollerslev, Tim
1
Bucci, Andrea
1
Calzolari, Giorgio
1
Caporin, Massimiliano
1
Catania, Leopoldo
1
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1
Christensen, Kim
1
Cipollini, Fabrizio
1
Cucuringu, Mihai
1
Diebhold, Francis X.
1
Dupuis, Debbie J.
1
Gallo, Giampiero M.
1
Garcia, René
1
Halbleib, Roxana
1
Hassler, Uwe
1
Hong, Seok Young
1
Ibrushi, Denada
1
Jacobs, Kris
1
Jiang, Yushuang
1
Kruse, Robinson
1
Lazar, Emese
1
Leschinski, Christian
1
Lunde, Asger
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Osterrieder, Daniela
1
Pakkanen, Mikko S.
1
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1
Pascalau, Razvan
1
Pohle, Marc-Oliver
1
Poirier, Ryan
1
Qian, Zhongmin
1
Qiu, Yue
1
Shi, Yanlin
1
Siggaard, Mathias Voldum
1
Taylor, Nicholas
1
Taylor, Stephen
1
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Journal of financial econometrics
International journal of forecasting
120
Journal of forecasting
115
Energy economics
112
Finance research letters
95
International review of financial analysis
69
Economic modelling
61
International review of economics & finance : IREF
58
Journal of empirical finance
57
Applied economics
55
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of econometrics
50
Journal of banking & finance
49
Applied economics letters
36
The journal of futures markets
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Applied financial economics
29
Quantitative finance
29
The European journal of finance
28
Journal of international financial markets, institutions & money
27
Journal of financial economics
25
International journal of finance & economics : IJFE
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Economics letters
23
Journal of risk and financial management : JRFM
23
Pacific-Basin finance journal
23
Journal of applied econometrics
20
Research in international business and finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Risks : open access journal
17
Computational economics
16
Emerging markets, finance and trade : EMFT
16
Journal of economic dynamics & control
16
Journal of international money and finance
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Econometric reviews
15
Financial innovation : FIN
14
Econometrics : open access journal
12
International journal of economics and finance
11
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ECONIS (ZBW)
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24
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1
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Zhang, Yihuang
;
Cucuringu, Mihai
;
Qian, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
2
The determinants of volatility timing performance
Taylor, Nicholas
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1228-1257
Persistent link: https://www.econbiz.de/10014391452
Saved in:
3
Increasing the information content of realized volatility forecasts
Pascalau, Razvan
;
Poirier, Ryan
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10014391443
Saved in:
4
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
5
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
6
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
7
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
8
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
9
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
10
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
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