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Time Series Volatility Forecas...
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Volatility
10,947
Volatilität
10,420
Prognoseverfahren
10,282
Forecasting model
10,268
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7,752
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7,544
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6,826
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5,895
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5,277
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5,277
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5,213
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3,069
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3,065
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2,880
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2,879
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2,072
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2,054
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2,053
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1,887
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1,819
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1,814
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1,813
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1,813
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1,795
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1,728
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1,618
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1,618
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1,434
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1,414
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1,398
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1,396
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Gupta, Rangan
276
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113
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109
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106
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104
Wohar, Mark E.
87
Gil-Alaña, Luis A.
85
Wang, Yudong
74
Hammoudeh, Shawkat
73
Zaremba, Adam
70
Mensi, Walid
66
Pierdzioch, Christian
65
Zhang, Yaojie
65
Xuan Vinh Vo
64
Narayan, Paresh Kumar
63
Salisu, Afees A.
60
Balcilar, Mehmet
59
Demirer, Rıza
57
Timmermann, Allan
54
Kang, Sang Hoon
53
Shahzad, Syed Jawad Hussain
53
Kilian, Lutz
52
Lucey, Brian M.
52
Wang, Shouyang
49
Giannone, Domenico
48
Bekaert, Geert
46
Ghysels, Eric
46
Jawadi, Fredj
46
McAleer, Michael
46
Bahmani-Oskooee, Mohsen
45
Liang, Chao
45
Ryu, Doojin
45
Corbet, Shaen
44
Ji, Qiang
44
Yin, Libo
42
Campbell, John Y.
41
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41
Lettau, Martin
41
Wei, Yu
41
Roubaud, David
40
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24
World Bank Group
21
Springer Fachmedien Wiesbaden
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World Scientific Publishing Co. Pte. Ltd.
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Edward Elgar Publishing
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IGI Global
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Government of Zimbabwe
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Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
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Centre for Economic Policy Research
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Springer International Publishing
4
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Peter Lang GmbH
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3
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Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia
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FAO
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Gottfried Wilhelm Leibniz Universität Hannover
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
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Berliner Wissenschafts-Verlag
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Capital Market Effective Investments Conference <10., 2018, Międzyzdroje>
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Finance research letters
1,117
International journal of forecasting
846
Energy economics
788
NBER Working Papers
762
International review of financial analysis
605
Discussion paper / Centre for Economic Policy Research
581
Applied economics
566
CEPR Discussion Papers
528
International review of economics & finance : IREF
513
Economic modelling
500
The North American journal of economics and finance : a journal of financial economics studies
481
Journal of econometrics
471
Research in international business and finance
428
Applied economics letters
395
Economics letters
370
Pacific-Basin finance journal
369
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
324
Computational economics
306
Journal of banking & finance
303
Journal of forecasting
271
Working paper / National Bureau of Economic Research, Inc.
269
Quantitative finance
264
Journal of empirical finance
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Journal of international financial markets, institutions & money
253
European journal of operational research : EJOR
251
Journal of Banking & Finance
230
Discussion papers / CEPR
226
Technological forecasting & social change : an international journal
220
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
213
Physica A: Statistical Mechanics and its Applications
208
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
208
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
207
Journal of international money and finance
206
SpringerLink / Bücher
205
Journal of financial economics
196
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
193
Journal of economic dynamics & control
179
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of finance & economics : IJFE
154
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ECONIS (ZBW)
28,568
RePEc
4,034
Other ZBW resources
241
BASE
4
OLC EcoSci
4
USB Cologne (EcoSocSci)
3
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1
Which component of air quality index drives stock price
volatility
in China : a decomposition-based forecasting method
Yu, Jize
;
Zhang, Li
;
Peng, Lijuan
;
Wu, Rui
- In:
Finance research letters
51
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014286581
Saved in:
2
A hybrid neural network GARCH approach to forecasting Zimbabwean inflation
volatility
Chitambo, Nigel E. N.
;
Lee, Darren
;
Mataramvura, Sure
- In:
African finance journal
23
(
2021
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10012654658
Saved in:
3
Which model performs better while forecasting stock market
volatility
? : answer for Dhaka Stock Exchange (DSE)
Abdullah, S. M.
;
Kabir, Mohammod Akbar
;
Jahan, Kawsar
; …
- In:
Theoretical economics letters
8
(
2018
)
14
,
pp. 3203-3222
Persistent link: https://www.econbiz.de/10011955144
Saved in:
4
Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges
Chu, Patrick Kuok-Kun
- In:
The journal of prediction markets
13
(
2019
)
2
,
pp. 45-62
Persistent link: https://www.econbiz.de/10012607897
Saved in:
5
How does electronic trading affect efficiency of stock market and conditional
volatility
? : evidence from Toronto Stock Exchange
Dutta, Shantanu
;
Essaddam, Naceur
;
Kumar, Vinod
;
Saadi, …
- In:
Research in international business and finance
39
(
2017
),
pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
Saved in:
6
An empirical evaluation in GARCH
volatility
modeling : evidence from the Stockholm stock exchange
Dritsaki, Chaido
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 366-390
Persistent link: https://www.econbiz.de/10011673942
Saved in:
7
Forecasting
volatility
stock return : evidence from the Nordic stock exchanges
Dritsakis, Nikolaos
;
Savvas, Georgios
- In:
International journal of economics and finance
9
(
2017
)
2
,
pp. 15-31
Persistent link: https://www.econbiz.de/10011617883
Saved in:
8
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
9
Volatility
modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
10
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
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