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~person:"Degiannakis, Stavros"
~person:"Wohar, Mark E."
~subject:"Forecasting model"
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Search: subject:"Volatilität"
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Forecasting model
Volatility
94
Volatilität
94
Estimation
35
Schätzung
35
Börsenkurs
31
Prognoseverfahren
31
Share price
31
ARCH model
27
ARCH-Modell
27
Oil price
27
Ölpreis
27
Capital income
26
Kapitaleinkommen
26
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26
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19
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19
Time series analysis
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14
Realized volatility
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Risiko
13
Schock
11
Shock
11
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10
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10
Forecast
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Degiannakis, Stavros
Wohar, Mark E.
Gupta, Rangan
118
Ma, Feng
82
McAleer, Michael
47
Pierdzioch, Christian
46
Bollerslev, Tim
45
Zhang, Yaojie
40
Diebold, Francis X.
37
Liang, Chao
33
Wang, Yudong
33
Clark, Todd E.
31
Bouri, Elie
29
Wei, Yu
29
Lux, Thomas
27
Salisu, Afees A.
26
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
Carriero, Andrea
19
Marcellino, Massimiliano
18
Patton, Andrew J.
18
Bonato, Matteo
17
Demirer, Rıza
17
Lu, Xinjie
17
Molnár, Peter
17
Chan, Joshua
16
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
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15
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15
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The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Economics and Business Letters : EBL
2
Energy economics
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of international money and finance
2
Research in international business and finance
2
The energy journal
2
Department of Economics working paper series
1
Finance research letters
1
Global finance journal
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Open economies review
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Review of quantitative finance and accounting
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ECONIS (ZBW)
31
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1
Forecasting VIX: the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2023
Persistent link: https://www.econbiz.de/10014338590
Saved in:
2
Forecasting VIX : the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
- In:
Economics and Business Letters : EBL
12
(
2023
)
3
,
pp. 231-240
Persistent link: https://www.econbiz.de/10014448444
Saved in:
3
Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus
;
Gupta, Rangan
;
Wohar, Mark E.
; …
-
2022
Persistent link: https://www.econbiz.de/10013387607
Saved in:
4
What should be taken into consideration when forecasting oil implied volatility index?
Degiannakis, Stavros
;
Giannopoulos, Konstantinos
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
5
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
6
What matters when developing oil price volatility forecasting frameworks?
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
7
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
8
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
9
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
10
High-frequency volatility forecasting of US housing markets
Segnon, Mawuli
;
Gupta, Rangan
;
Lesame, Keagile
;
Wohar, …
- In:
The journal of real estate finance and economics
62
(
2021
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10012428404
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