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~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of risk"
~subject:"Aktienmarkt"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"ARCH model"
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Aktienmarkt
Share price
ARCH model
129
ARCH-Modell
129
Forecasting model
84
Prognoseverfahren
84
Volatility
79
Volatilität
79
Theorie
49
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49
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Aufsatz in Zeitschrift
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30
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Ma, Feng
2
Song, Yuping
2
Tang, Xiaolong
2
Zhang, Yaojie
2
Asai, Manabu
1
Bouri, Elie
1
Chen, Jiusheng
1
Chevallier, Julien
1
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1
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Journal of forecasting
Journal of risk
Finance research letters
75
International review of economics & finance : IREF
67
International review of financial analysis
67
Energy economics
66
Applied economics
64
Research in international business and finance
64
Economic modelling
58
Journal of international financial markets, institutions & money
55
The North American journal of economics and finance : a journal of financial economics studies
51
Journal of risk and financial management : JRFM
45
Journal of empirical finance
41
Applied economics letters
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of banking & finance
30
Applied financial economics
27
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
International Journal of Energy Economics and Policy : IJEEP
25
Journal of econometrics
25
Economics letters
24
International journal of economics and financial issues : IJEFI
23
International journal of finance & economics : IJFE
23
Pacific-Basin finance journal
22
Cogent economics & finance
21
International journal of forecasting
21
The European journal of finance
20
Review of quantitative finance and accounting
19
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
17
International Journal of Financial Studies : open access journal
17
International journal of economics and finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Afro-Asian Journal of Finance and Accounting : AAJFA
15
Emerging markets review
15
Global business review
15
The journal of applied business research
15
Economic research
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Global finance journal
14
International journal of financial research
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ECONIS (ZBW)
30
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1
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
4
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
5
Does herding effect help forecast market volatility? : evidence from the Chinese stock market
Wang, Yide
;
Yu, Chao
;
Zhao, Xujie
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1275-1290
Persistent link: https://www.econbiz.de/10014338876
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
8
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
9
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping
;
Tang, Xiaolong
;
Wang, Hemin
;
Ma, Zhiren
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
Saved in:
10
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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