//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
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
Schätzung
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
more ...
less ...
Online availability
All
Undetermined
61
Free
9
Type of publication
All
Article
131
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
132
Aufsatz in Zeitschrift
132
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
132
Author
All
So, Mike Ka-pui
5
Wang, Yudong
5
Gupta, Rangan
4
Ma, Feng
4
Song, Yuping
4
Zhang, Yaojie
4
Brooks, Chris
3
Chen, Cathy W. S.
3
McMillan, David G.
3
Tang, Xiaolong
3
Abraham, Bovas
2
Balakrishna, N.
2
Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
2
Cepni, Oguzhan
2
Chen, Langnan
2
Clements, Adam
2
Demirer, Rıza
2
Han, Heejoon
2
He, Mengxi
2
Ji, Qiang
2
Karathanasopoulos, Andreas
2
Lin, Edward M. H.
2
Ma, Zhiren
2
Park, Myung D.
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Speight, Alan E. H.
2
Taylor, James W.
2
Tian, Fengping
2
Wang, Jiqian
2
Wen, Danyan
2
Yang, Ke
2
Zhang, Bo
2
Abdullah, Mat Yusoff
1
Abu-Mostafa, Yaser S.
1
Acosta, Lesley M.
1
Ahmad, Muhammad Idrees
1
Amendola, Alessandra
1
more ...
less ...
Published in...
All
Journal of forecasting
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
370
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
323
Economics letters
302
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
CESifo Working Paper Series
159
more ...
less ...
Source
All
ECONIS (ZBW)
132
Showing
1
-
10
of
132
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
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:
4
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic
volatility
model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
5
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
6
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:
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
Uncertainty-driven oil
volatility
risk premium and international stock market
volatility
forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
9
Forecasting the
volatility
of agricultural commodity futures : the role of co-
volatility
and oil
volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
10
Forecasting
volatility
with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun
;
Xu, Li
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->