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~isPartOf:"Journal of forecasting"
~subject:"Arbeitsmarkt"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Search: subject:"volatility"
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Subject
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Arbeitsmarkt
Schätzung
Volatility
131
Volatilität
131
Forecasting model
115
Prognoseverfahren
115
ARCH model
57
ARCH-Modell
57
Theorie
55
Theory
55
Capital income
42
Kapitaleinkommen
42
Time series analysis
34
Zeitreihenanalyse
34
Börsenkurs
32
Share price
32
Estimation
28
Aktienmarkt
25
Stock market
25
realized volatility
18
forecasting
15
Forecast
14
Prognose
14
Exchange rate
13
Wechselkurs
13
Welt
13
World
13
Estimation theory
11
Risikomaß
11
Risk measure
11
Schätztheorie
11
volatility forecasting
11
Aktienindex
10
Stochastic process
10
Stochastischer Prozess
10
Stock index
10
Oil price
9
Ölpreis
9
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
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Undetermined
11
Free
3
Type of publication
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Article
28
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Bibliografie enthalten
Article in journal
28
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English
28
Author
All
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Cepni, Oguzhan
1
Chen, Langnan
1
Cheng, Yihan
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Chong, Choo Wei
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
Clements, Adam
1
Cross, Jamie
1
Fei, Tianlun
1
Feng, Yuqing
1
Fischer, Henning
1
Granger, C. W. J.
1
Groß-Klußmann, Axel
1
Guo, Na
1
Gupta, Rangan
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Huang, Mao-Lung
1
Härdle, Wolfgang
1
Jeon, Jooyoung
1
Jeong, Kiho
1
Karathanasopoulos, Andreas
1
Kiss, Tamás
1
Koubaa, Yosra
1
Leppin, Julian Sebastian
1
Liao, Shu-Yi
1
Liao, Yin
1
Lin, Kuo-Chin
1
Liu, Xiaoquan
1
Louzis, Dimitrios P.
1
Luciani, Matteo
1
López, José A.
1
Man, Kasing
1
Mazur, Stepan
1
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Journal of forecasting
Applied economics
143
Energy economics
143
Economic modelling
124
Finance research letters
118
International review of economics & finance : IREF
114
Journal of econometrics
106
International review of financial analysis
102
The North American journal of economics and finance : a journal of financial economics studies
97
Applied economics letters
88
Journal of banking & finance
85
Journal of empirical finance
82
Applied financial economics
75
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Economics letters
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
The journal of futures markets
60
Labour economics : official journal of the European Association of Labour Economists
59
Journal of risk and financial management : JRFM
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International journal of forecasting
47
International journal of finance & economics : IJFE
45
The European journal of finance
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of economic dynamics & control
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of financial economics
38
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
Quantitative finance
33
International journal of economics and finance
32
Journal of financial econometrics
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and financial issues : IJEFI
30
Cogent economics & finance
28
Econometric reviews
28
Journal of applied econometrics
28
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ECONIS (ZBW)
28
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1
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
Out-of-sample
volatility
prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
4
Moving beyond
Volatility
Index (VIX) : HARnessing the term structure of implied
volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
5
Forecasting realized
volatility
of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
8
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:
9
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:
10
Modeling and forecasting realized
volatility
in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
Saved in:
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