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~isPartOf:"Journal of forecasting"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Regression analysis
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Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Fischer, Henning
1
He, Mengxi
1
Leppin, Julian Sebastian
1
Nonejad, Nima
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Preminger, Arie
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Santos, Douglas Gomes dos
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Journal of forecasting
Journal of econometrics
15
Energy economics
12
Finance research letters
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Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
6
Research in international business and finance
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International journal of forecasting
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The journal of futures markets
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Economics letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
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International journal of economics and finance
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International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of mathematical finance
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The empirical economics letters : a monthly international journal of economics
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Bulletin of economic research
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Econometric reviews
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Econometrics : open access journal
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of financial engineering
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Investment management and financial innovations
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Journal of banking & finance
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ECONIS (ZBW)
7
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1
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
2
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
3
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
4
The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 564-572
Persistent link: https://www.econbiz.de/10011596045
Saved in:
5
Volatility forecasting via MIDAS, HAR and their combination : an empirical comparative study for IBOVESPA
Santos, Douglas Gomes dos
;
Ziegelmann, Flávio A.
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 284-299
Persistent link: https://www.econbiz.de/10010425741
Saved in:
6
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie
;
Ben-Zion, Uri
;
Wettstein, David
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
Saved in:
7
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
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