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~subject:"Aktienindex"
~subject:"Forecasting model"
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Aktienindex
Forecasting model
ARCH model
10,281
ARCH-Modell
10,260
Volatilität
6,268
Volatility
6,267
Estimation
2,910
Schätzung
2,910
Theorie
2,592
Theory
2,592
Capital income
2,254
Kapitaleinkommen
2,254
Börsenkurs
2,205
Share price
2,205
Aktienmarkt
1,991
Stock market
1,991
Zeitreihenanalyse
1,786
Time series analysis
1,781
Prognoseverfahren
1,747
Estimation theory
1,048
Schätztheorie
1,048
Spillover effect
1,045
Spillover-Effekt
1,045
Risikomaß
1,014
Risk measure
1,014
GARCH
935
USA
927
Exchange rate
923
Wechselkurs
923
United States
921
Welt
853
World
853
Correlation
808
Korrelation
807
Oil price
718
Ölpreis
718
Portfolio selection
673
Portfolio-Management
673
Stock index
615
Financial market
561
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882
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689
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Article
1,610
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609
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1,562
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1,562
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297
Non-commercial literature
297
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290
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290
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47
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Hochschulschrift
24
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18
Collection of articles of several authors
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3
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1
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1
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1
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English
2,201
German
10
French
4
Spanish
2
Czech
1
Italian
1
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1
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Author
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Ma, Feng
59
Gupta, Rangan
47
McAleer, Michael
33
Zhang, Yaojie
32
Liang, Chao
23
Wang, Yudong
20
Wei, Yu
19
Caporin, Massimiliano
18
Degiannakis, Stavros
16
Kumar, Dilip
15
Molnár, Peter
15
Bouri, Elie
14
Wu, Xinyu
14
Ardia, David
13
Chen, Cathy W. S.
13
Paolella, Marc S.
13
Wang, Lu
13
Lu, Xinjie
12
Nonejad, Nima
12
Wang, Jiqian
12
Ñíguez, Trino-Manuel
12
Catania, Leopoldo
11
Degiannakis, Stavros Antonios
11
Liu, Jing
11
Lux, Thomas
11
McMillan, David G.
11
Blazsek, Szabolcs
10
Chang, Chia-Lin
10
Li, Yan
10
Trojani, Fabio
10
Wahab, M. I. M.
10
Allen, David E.
9
Audrino, Francesco
9
Barigozzi, Matteo
9
Chlebus, Marcin
9
Engle, Robert F.
9
Fiszeder, Piotr
9
Hallin, Marc
9
Huang, Dengshi
9
Laurent, Sébastien
9
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National Bureau of Economic Research
4
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
All
International journal of forecasting
80
Energy economics
79
Journal of forecasting
75
Finance research letters
60
International review of financial analysis
49
The North American journal of economics and finance : a journal of financial economics studies
49
Applied economics
44
International review of economics & finance : IREF
40
Journal of empirical finance
38
Economic modelling
33
Applied financial economics
29
Journal of international financial markets, institutions & money
26
Journal of econometrics
24
Applied economics letters
22
Research in international business and finance
22
Journal of risk and financial management : JRFM
21
Journal of banking & finance
20
The European journal of finance
18
Department of Economics working paper series
17
Discussion paper / Tinbergen Institute
17
International journal of finance & economics : IJFE
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Journal of risk
16
Computational economics
15
Economics letters
15
Quantitative finance
15
International Journal of Energy Economics and Policy : IJEEP
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Pacific-Basin finance journal
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The journal of futures markets
13
Risks : open access journal
12
Working papers
12
Journal of financial econometrics
11
Working paper
11
Econometric Institute research papers
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Financial innovation : FIN
10
International journal of economics and finance
10
Journal of applied econometrics
10
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ECONIS (ZBW)
2,219
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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
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
3
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
4
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian
- In:
Journal of Economics and Financial Analysis
8
(
2024
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10014486924
Saved in:
5
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
6
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
Saved in:
7
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
8
Deep learning for multivariate volatility forecasting in high-dimensional financial time series
Iwafuchi, Rei
;
Matsuda, Yasumasa
-
2024
Persistent link: https://www.econbiz.de/10014526627
Saved in:
9
Volatility forecasting with machine learning and intraday commonality
Zhang, Chao
;
Cucuringu, Mihai
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 492-530
Persistent link: https://www.econbiz.de/10014526335
Saved in:
10
Energy market uncertainties and exchange rate volatility : a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
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