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~subject:"Prognoseverfahren"
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Search: subject:"Conditional volatility"
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Prognoseverfahren
Volatilität
135
Volatility
131
conditional volatility
128
ARCH-Modell
97
ARCH model
95
Conditional volatility
95
Schätzung
51
Estimation
49
Börsenkurs
46
Share price
44
Capital income
43
Kapitaleinkommen
43
GARCH
33
Theorie
33
Conditional Volatility
32
Theory
31
Stock market
30
Time series analysis
29
Zeitreihenanalyse
29
Aktienmarkt
28
asymmetry
24
leverage
22
Welt
20
World
20
conditional volatility models
19
Forecasting model
17
Oil price
15
Ölpreis
15
Risk
14
Estimation theory
12
Multivariate GARCH
12
Schätztheorie
12
Conditional volatility models
11
Exchange rate
11
Multivariate Analyse
11
Risiko
11
Wechselkurs
11
Asymmetry
10
Financial market
10
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English
17
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Nonejad, Nima
4
Abdelsalam, Mamdouh Abdelmoula Mohamed
1
Ahmed, Doaa Akl
1
Arsova, Antonia
1
Berrisch, Jonathan
1
Catania, Leopoldo
1
Chen, Zhanhui
1
Cooper, Ilan
1
Ehling, Paul
1
Gohs, Andreas Marcus
1
Haas, Markus
1
Karan, Mehmet Baha
1
Karlsson, Hyunjoo Kim
1
Kumaran, Sunitha
1
Körs, Murat
1
Li, Yushu
1
Liu, Ji-Chun
1
Mishra, Alok Kumar
1
Panda, Siba Prasad
1
Pappert, Sven
1
Paye, Bradley S.
1
Su, Fei
1
Switzer, Lorne N.
1
Tahaoglu, Cagdas
1
Talwar, Shalini
1
Wang, Lei
1
Xiouros, Costas
1
Zhao, Yun Selina
1
Ziel, Florian
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Afro-Asian Journal of Finance and Accounting : AAJFA
1
Computational economics
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Eurasian economic review : a journal in applied macroeconomics and finance
1
Finance research letters
1
International journal of finance & economics : IJFE
1
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Middle East development journal : a publication of the Economic Research Forum
1
Quantitative finance
1
Review of financial economics : RFE
1
South Asian journal of management : SAJM
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
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ECONIS (ZBW)
17
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1
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
2
The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil : automated processes, s...
Gohs, Andreas Marcus
-
2022
Regular or automated processes require reliable software applications that provide accurate volatility and Value-at-Risk forecasts. The univariate and multivariate GARCH models proposed in the literature are reviewed and the suitability of selected R functions for automated forecasting systems...
Persistent link: https://www.econbiz.de/10013474092
Saved in:
3
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
4
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
5
Stock exchange volatility forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
6
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
Saved in:
7
Bayesian model averaging and the
conditional
volatility
process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
8
Using the
conditional
volatility
channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
9
Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures : some new empirical results
Nonejad, Nima
- In:
Energy economics
104
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013364254
Saved in:
10
Conditional
volatility
persistence and realized volatility asymmetry : evidence from the Chinese stock markets
Su, Fei
;
Wang, Lei
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
14
,
pp. 3252-3269
Persistent link: https://www.econbiz.de/10012312730
Saved in:
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