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~subject:"Prognoseverfahren"
~type_genre:"Working Paper"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Volatility
7,011
Volatilität
6,993
Theorie
2,251
Theory
2,235
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1,687
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1,658
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1,324
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799
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584
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471
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414
volatility
397
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2,279
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633
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591
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Gupta, Rangan
43
McAleer, Michael
30
Lux, Thomas
21
Bollerslev, Tim
18
Pierdzioch, Christian
16
Diebold, Francis X.
15
Clements, Adam
14
Asai, Manabu
11
Christoffersen, Peter F.
11
Medeiros, Marcelo C.
11
Salisu, Afees A.
11
Andersen, Torben
10
Caporin, Massimiliano
10
Carriero, Andrea
10
Clark, Todd E.
10
Dijk, Dick van
10
Marcellino, Massimiliano
10
Bonato, Matteo
9
Koopman, Siem Jan
9
Baumeister, Christiane
8
Martin, Gael M.
7
Ҫepni, Oğuzhan
7
Bouri, Elie
6
Craig, Ben R.
6
Gallo, Giampiero M.
6
Hol Uspensky, Eugenie
6
Huber, Florian
6
Karmakar, Sayar
6
Ravazzolo, Francesco
6
Allen, David E.
5
Cepni, Oguzhan
5
Delle Monache, Davide
5
Liao, Yin
5
Mertens, Elmar
5
Mittnik, Stefan
5
Nason, James Michael
5
Patton, Andrew J.
5
Pesaran, M. Hashem
5
Petrella, Ivan
5
Raunig, Burkhard
5
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5
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3
Brown University / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
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University of Canterbury / Dept. of Economics and Finance
2
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1
Bonn Graduate School of Economics
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
Rodney L. White Center for Financial Research
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Department of Economics working paper series
38
Discussion paper / Tinbergen Institute
29
Working paper
29
CREATES research paper
17
Finance and economics discussion series
16
Working paper / National Bureau of Economic Research, Inc.
15
NCER working paper series
13
Working papers
13
CFS working paper series
12
Econometric Institute research papers
12
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11
Research paper series / Swiss Finance Institute
9
SFB 649 discussion paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
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9
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8
IES working paper
8
CESifo working papers
7
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7
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ECARES working paper
6
Finmap working paper
6
CAMA working paper series
5
Discussion paper
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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Federal Reserve Bank of Cleveland working paper series
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Kiel working paper
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Staff reports / Federal Reserve Bank of New York
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Swiss Finance Institute Research Paper
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Working paper series
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Working papers / Financial Institutions Center
5
CAMP working paper series
4
DEMB working paper series
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Discussion paper / Deutsche Bundesbank
4
Discussion papers in economics
4
Economics Working Paper
4
FEDS Working Paper
4
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ECONIS (ZBW)
591
EconStor
6
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1
Aggregating sentiment in Europe : the relationship with volatility and returns
Gambarelli, Luca
;
Muzzioli, Silvia
-
2023
Persistent link: https://www.econbiz.de/10014516165
Saved in:
2
Predicting exchange rate in India : a non-parametric causality-in-quantiles approach
Jaiswal, Seema
-
2022
Persistent link: https://www.econbiz.de/10013402148
Saved in:
3
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384831
Saved in:
4
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
5
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
6
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
Saved in:
7
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
8
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:
9
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:
10
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
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