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~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Search: subject_exact:"ARCH-Modell"
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Prognoseverfahren
Theorie
Volatilität
Welt
ARCH model
87
ARCH-Modell
87
Forecasting model
73
Volatility
57
Theory
39
Capital income
28
Kapitaleinkommen
28
Time series analysis
18
Zeitreihenanalyse
18
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17
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volatility forecasting
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81
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Chen, Cathy W. S.
3
Ma, Feng
3
So, Mike Ka-pui
3
Song, Yuping
3
Tang, Xiaolong
3
Wang, Yudong
3
Zhang, Yaojie
3
Abraham, Bovas
2
Balakrishna, N.
2
Choudhry, Taufiq
2
He, Mengxi
2
Ji, Qiang
2
Lin, Edward M. H.
2
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2
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2
Pittis, Nikitas
2
Speight, Alan E. H.
2
Wen, Danyan
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Amendola, Alessandra
1
Ardia, David
1
Asai, Manabu
1
Baruník, Jozef
1
Bhuiyan, Miraj Ahmed
1
Bouri, Elie
1
Brooks, Chris
1
Brännäs, Kurt
1
Bunn, Derek W.
1
Caporin, Massimiliano
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Charles, Amélie
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Chen, Bei
1
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1
Chen, Ming-tien
1
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1
Chevallier, Julien
1
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1
Chong, James
1
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1
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Journal of forecasting
Energy economics
235
Finance research letters
145
Applied economics
133
Economic modelling
124
International review of financial analysis
124
Journal of empirical finance
115
The North American journal of economics and finance : a journal of financial economics studies
112
Research in international business and finance
104
International review of economics & finance : IREF
100
Journal of econometrics
100
International journal of forecasting
91
Journal of international financial markets, institutions & money
83
Journal of banking & finance
82
Journal of risk and financial management : JRFM
75
Applied financial economics
74
Economics letters
73
Applied economics letters
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
International Journal of Energy Economics and Policy : IJEEP
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
The European journal of finance
52
The journal of futures markets
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Econometric theory
40
Journal of international money and finance
38
Econometric reviews
36
International journal of economics and finance
34
Cogent economics & finance
33
Computational economics
33
International journal of economics and financial issues : IJEFI
33
Review of quantitative finance and accounting
33
Journal of financial econometrics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Journal of applied econometrics
31
Pacific-Basin finance journal
31
Quantitative finance
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ECONIS (ZBW)
81
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81
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
3
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:
4
Volatility forecasting with an extended GARCH-MIDAS approach
Li, Xiongying
;
Ye, Cheng
;
Bhuiyan, Miraj Ahmed
;
Huang, …
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10014443182
Saved in:
5
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:
6
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:
7
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
8
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:
9
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:
10
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
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