Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Improving the accuracy: volati...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,526
Theory
1,526
Estimation
569
Schätzung
569
Volatility
384
Volatilität
384
Time series analysis
322
Zeitreihenanalyse
322
Capital income
312
Kapitaleinkommen
312
Forecasting model
296
Prognoseverfahren
296
USA
277
United States
275
Börsenkurs
243
Share price
243
Aktienmarkt
165
Stock market
165
ARCH model
164
ARCH-Modell
164
Welt
159
World
159
Portfolio selection
121
Portfolio-Management
121
Großbritannien
118
United Kingdom
118
Exchange rate
117
Wechselkurs
117
Inflation
108
Risiko
101
Risk
100
Economic growth
99
Wirtschaftswachstum
99
Cointegration
90
Kointegration
90
Estimation theory
85
Schätztheorie
85
Geldpolitik
82
Monetary policy
82
CAPM
76
more ...
less ...
Online availability
All
Undetermined
936
Free
24
Type of publication
All
Article
2,414
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
2,384
Aufsatz in Zeitschrift
2,384
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
2,416
Author
All
Gupta, Rangan
25
Moosa, Imad A.
23
Gil-Alaña, Luis A.
18
Bahmani-Oskooee, Mohsen
10
Blazsek, Szabolcs
10
Jawadi, Fredj
10
Ramiah, Vikash
10
Tiwari, Aviral Kumar
10
Balcilar, Mehmet
8
Kim, Jong-Min
8
Taylor, Mark P.
8
Wohar, Mark E.
8
Hammoudeh, Shawkat
7
Irwin, Scott H.
7
Ma, Feng
7
Peel, David
7
Sengupta, Jati K.
7
Umar, Zaghum
7
Yoon, Seong-min
7
Afonso, Oscar
6
Baghestani, Hamid
6
Fabozzi, Frank J.
6
Franses, Philip Hans
6
McAleer, Michael
6
Nguyen, Duc Khuong
6
Roca, Eduardo
6
Shukur, Ghazi
6
Zaremba, Adam
6
Zhang, Yaojie
6
Allen, David E.
5
Balli, Faruk
5
Balli, Hatice Ozer
5
Bhaskara Rao, Buddhavarapu
5
Clements, Kenneth W.
5
Dalamagas, Basil A.
5
Ftiti, Zied
5
Fukuda, Kosei
5
García, Philip
5
Gausden, Robert
5
Goodwin, Barry K.
5
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
7,789
Working paper / National Bureau of Economic Research, Inc.
7,307
NBER Working Paper
7,007
Economics letters
5,957
European journal of operational research : EJOR
5,250
Discussion paper / Centre for Economic Policy Research
4,903
CESifo working papers
3,967
Working paper
3,287
Journal of economic theory
2,913
Discussion paper / Tinbergen Institute
2,694
Journal of economic dynamics & control
2,607
The American economic review
2,454
Journal of econometrics
2,390
Computers & operations research : and their applications to problems of world concern ; an international journal
2,355
Discussion paper series / IZA
2,331
Journal of economic behavior & organization : JEBO
2,289
Economic modelling
2,269
Europäische Hochschulschriften / 5
2,185
Journal of banking & finance
2,116
International journal of production research
2,063
CESifo Working Paper
2,033
European economic review : EER
2,033
Discussion paper
1,982
Energy economics
1,883
Games and economic behavior
1,865
International journal of forecasting
1,845
SpringerLink / Bücher
1,841
The economic journal : the journal of the Royal Economic Society
1,835
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,821
Finance research letters
1,820
Journal of public economics
1,787
Applied economics letters
1,783
CESifo Working Paper Series
1,749
Management science : journal of the Institute for Operations Research and the Management Sciences
1,736
Discussion paper / Center for Economic Research, Tilburg University
1,719
IMF working papers
1,691
IZA Discussion Paper
1,554
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,537
Journal of monetary economics
1,535
more ...
less ...
Source
All
ECONIS (ZBW)
2,416
Showing
1
-
10
of
2,416
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
forecasting
: long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
2
Modelling exchange rate
volatility
with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
3
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for
volatility
: the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
4
Long range dependence in an emerging stock market's sectors :
volatility
modelling and VaR
forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
5
Linear time-varying regression with a DCC-GARCH model for
volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
6
Forecasting
realized
volatility
of crude oil futures with equity market uncertainty
Wen, Fenghua
;
Zhao, Yupei
;
Zhang, Minzhi
;
Hu, Chunyang
- In:
Applied economics
51
(
2019
)
59
,
pp. 6411-6427
Persistent link: https://www.econbiz.de/10012197349
Saved in:
7
Forecasting
volatility
in the Indian equity market using return and range-based models
Raju, Karthik
;
Rangaswamy, Saravanan
- In:
Applied economics
49
(
2017
)
49
,
pp. 5027-5039
Persistent link: https://www.econbiz.de/10011844848
Saved in:
8
Monetary shocks, equity returns and
volatility
: a firm-level panel data analysis
Luo, H. Arthur
;
Cheng, Jen-chi
;
Vijverberg, Chu-ping C.
- In:
Applied economics
48
(
2016
)
4/6
,
pp. 261-275
Persistent link: https://www.econbiz.de/10011412709
Saved in:
9
Functional ARCH directional dependence via copula for intraday
volatility
from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
10
The risks of cryptocurrencies with long memory in
volatility
, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
