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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"SFB 649 discussion paper"
~subject:"Volatility"
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International journal of forecasting
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
Journal of econometrics
82
Energy economics
47
Finance research letters
43
Economic modelling
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of empirical finance
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Applied economics
29
Journal of financial econometrics
28
The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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International review of economics & finance : IREF
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Research in international business and finance
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Journal of banking & finance
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Journal of economic dynamics & control
13
Journal of risk
12
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of economics and finance
7
Journal of financial markets
7
Discussion papers / CEPR
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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Journal of time series econometrics
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical economics letters
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Econometric theory
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Eurasian economic review : a journal in applied macroeconomics and finance
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European journal of operational research : EJOR
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International journal of economics and finance
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Journal of international money and finance
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1
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
2
Long memory and periodicity in intraday volatility
Rossi, Eduardo
;
Fantazzini, Dean
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 922-961
Persistent link: https://www.econbiz.de/10011417840
Saved in:
3
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
4
Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
Saved in:
5
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
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6
Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series
Kömm, Holger
;
Küsters, Ulrich
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 598-608
Persistent link: https://www.econbiz.de/10011474425
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7
Selecting volatility forecasting models for portfolio allocation purposes
Becker, Ralf
;
Clements, Adam
;
Doolan, M. B.
;
Hurn, Stan
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 849-861
Persistent link: https://www.econbiz.de/10011474597
Saved in:
8
Testing causality between two vectors in multivariate GARCH models
Woźniak, Tomasz
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 876-894
Persistent link: https://www.econbiz.de/10011474616
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9
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
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10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
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