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~source:"econis"
~subject:"Volatility"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
~type_genre:"Marktinformation"
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Volatility
Prognoseverfahren
7,211
Forecasting model
7,206
Theorie
3,781
Theory
3,781
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2,572
Forecast
2,493
Inflation targeting
2,210
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2,210
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1,831
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1,820
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1,724
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1,723
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1,655
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1,653
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1,597
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1,596
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1,364
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1,359
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980
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800
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Collection of articles written by one author
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688
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71
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55
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22
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21
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Gupta, Rangan
46
McAleer, Michael
32
Bollerslev, Tim
19
Lux, Thomas
18
Diebold, Francis X.
16
Pierdzioch, Christian
16
Clements, Adam
14
Clark, Todd E.
13
Salisu, Afees A.
13
Asai, Manabu
12
Carriero, Andrea
12
Marcellino, Massimiliano
12
Andersen, Torben
11
Christoffersen, Peter F.
11
Caporin, Massimiliano
10
Dijk, Dick van
10
Medeiros, Marcelo C.
10
Bonato, Matteo
9
Koopman, Siem Jan
9
Baumeister, Christiane
8
Martin, Gael M.
7
Ҫepni, Oğuzhan
7
Allen, David E.
6
Bouri, Elie
6
Gallo, Giampiero M.
6
Hol Uspensky, Eugenie
6
Huber, Florian
6
Karmakar, Sayar
6
Ogbonna, Ahamuefula Ephraim
6
Ravazzolo, Francesco
6
Segnon, Mawuli
6
Bauwens, Luc
5
Cepni, Oguzhan
5
Delle Monache, Davide
5
Liao, Yin
5
Martin, Ian
5
Mertens, Elmar
5
Mittnik, Stefan
5
Nason, James Michael
5
Patton, Andrew J.
5
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3
Gottfried Wilhelm Leibniz Universität Hannover
3
The Wharton Financial Institutions Center
3
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2
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
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2
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2
Rodney L. White Center for Financial Research
2
Svenska Handelshögskolan <Helsinki>
2
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2
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1
Bonn Graduate School of Economics
1
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Instituto Valenciano de Investigaciones Económicas
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
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Department of Economics working paper series
40
Working paper
31
Discussion paper / Tinbergen Institute
30
Working paper / National Bureau of Economic Research, Inc.
22
CREATES research paper
17
Finance and economics discussion series
16
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15
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NCER working paper series
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Working papers
13
CFS working paper series
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11
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10
IES working paper
9
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SFB 649 discussion paper
9
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9
Working papers on finance
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Economics working paper
8
Federal Reserve Bank of Cleveland working paper series
8
ECARES working paper
6
Finmap working paper
6
Working paper series
6
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6
CAMA working paper series
5
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5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers / Helsinki Center of Economic Research : discussion paper
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Kiel working paper
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Staff reports / Federal Reserve Bank of New York
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Working papers / Bank for International Settlements
5
CAMP working paper series
4
DEMB working paper series
4
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4
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ECONIS (ZBW)
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1
The role of comovement and time-varying dynamics in forecasting commodity prices
Allayioti, Anastasia
;
Venditti, Fabrizio
-
2024
forecast
accuracy are small, with predictability varying substantially across
forecast
horizons and commodity indices, but they …
Persistent link: https://www.econbiz.de/10014486704
Saved in:
2
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
3
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
4
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
5
Climate risks and prediction of sectoral REITs volatility : international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
6
Influence of local and global economic policy uncertainty on the volatility of US state-level equity returns : evidence from a GARCH-MIDAS approach with shrinkage and cluster analy...
Candila, Vincenzo
;
Cepni, Oguzhan
;
Gallo, Giampiero M.
; …
-
2024
Persistent link: https://www.econbiz.de/10015051333
Saved in:
7
Time-varying macroeconomic
forecast
uncertainty : Sweden and the Covid-19 pandemic
Ankargren, Sebastian
-
2020
Persistent link: https://www.econbiz.de/10012318297
Saved in:
8
Forecasting VIX: the illusion of
forecast
evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2023
Persistent link: https://www.econbiz.de/10014338590
Saved in:
9
Oil price returns skewness and forecastability of international stock returns over one century of data
Salisu, Afees A.
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014443111
Saved in:
10
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
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