//--> //--> //--> //-->
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 letters"
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
Financial Volatility Forecasti...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,074
Theory
1,074
Estimation
317
Schätzung
317
Aktienmarkt
262
Stock market
262
Volatility
261
Volatilität
261
Börsenkurs
256
Share price
256
Forecasting model
224
Prognoseverfahren
224
Capital income
173
Kapitaleinkommen
173
United States
138
USA
137
Welt
121
World
121
Time series analysis
94
Zeitreihenanalyse
94
ARCH model
79
ARCH-Modell
79
Risiko
76
Risk
76
Economic growth
73
Wirtschaftswachstum
73
Geldpolitik
71
Monetary policy
71
China
70
Exchange rate
65
Wechselkurs
65
Portfolio selection
63
Portfolio-Management
63
Impact assessment
56
Wirkungsanalyse
56
Financial crisis
55
Finanzkrise
55
Forecast
48
Prognose
48
Inflation
45
more ...
less ...
Online availability
All
Undetermined
652
Free
10
Type of publication
All
Article
1,636
Type of publication (narrower categories)
All
Article in journal
1,636
Aufsatz in Zeitschrift
1,636
Rezension
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
1,636
Author
All
Pierdzioch, Christian
12
Ryu, Doojin
8
Afonso, Oscar
7
Baghestani, Hamid
7
Chang, Tsangyao
7
Cook, Steven
7
Weisman, Dennis L.
7
Gil-Alaña, Luis A.
6
Grobys, Klaus
6
Gupta, Rangan
6
Hatemi-J, Abdulnasser
6
Peel, David
6
Ruelke, Jan-Christoph
6
Simonian, Joseph
6
Österholm, Pär
6
Shaffer, Sherrill
5
Sosvilla-Rivero, Simón
5
Zhang, Bing
5
Apergēs, Nikolaos
4
Chevallier, Julien
4
Franses, Philip Hans
4
Giles, David E. A.
4
Goel, Rajeev K.
4
Hsing, Yu
4
Kim, Hyeyoen
4
Lahiri, Kajal
4
Li, Ming-yuan Leon
4
Li, Yong
4
Lin, Jyh-horng
4
Ma, Feng
4
Miyakoshi, Tatsuyoshi
4
Nadarajah, Saralees
4
Sephton, Peter S.
4
Su, Chi-Wei
4
Tsuchiya, Yoichi
4
Whalley, John
4
Wohlrabe, Klaus
4
Yoon, Gawon
4
Zhou, Chunyang
4
Afonso, António
3
more ...
less ...
Published in...
All
Applied economics letters
NBER working paper series
7,608
Working paper / National Bureau of Economic Research, Inc.
7,102
NBER Working Paper
6,803
Economics letters
5,606
European journal of operational research : EJOR
5,150
Discussion paper / Centre for Economic Policy Research
4,817
CESifo working papers
4,133
Working paper
3,291
Journal of economic theory
2,899
Discussion paper / Tinbergen Institute
2,712
CESifo Working Paper
2,628
MPRA Paper
2,605
Journal of economic dynamics & control
2,526
The American economic review
2,417
Discussion paper series / IZA
2,399
Computers & operations research : and their applications to problems of world concern ; an international journal
2,354
Journal of economic behavior & organization : JEBO
2,283
Applied economics
2,231
Economic modelling
2,200
Europäische Hochschulschriften / 5
2,187
CESifo Working Paper Series
2,082
International journal of production research
2,014
Discussion paper
1,979
Journal of econometrics
1,975
European economic review : EER
1,969
Journal of banking & finance
1,930
Working Paper
1,904
Games and economic behavior
1,865
SpringerLink / Bücher
1,825
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,822
The economic journal : the journal of the Royal Economic Society
1,816
International journal of forecasting
1,760
Energy economics
1,752
Journal of public economics
1,749
Discussion paper / Center for Economic Research, Tilburg University
1,688
ECB Working Paper
1,678
IZA Discussion Paper
1,664
Finance research letters
1,651
Management science : journal of the Institute for Operations Research and the Management Sciences
1,624
more ...
less ...
Source
All
ECONIS (ZBW)
1,636
Showing
1
-
10
of
1,636
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Factor-augmented HAR model improves realized
volatility
forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
Saved in:
2
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
3
Implied correlation indices and
volatility
forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
4
Does the day-of-the-week effect on
volatility
improve the
volatility
forecasts?
Charles, Amélie
- In:
Applied economics letters
17
(
2010
)
1/3
,
pp. 257-262
Persistent link: https://www.econbiz.de/10003946570
Saved in:
5
Forecasting stock market
volatility
using implied
volatility
: evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
6
Newspaper-based equity uncertainty or implied
volatility
index : new evidence from oil market
volatility
predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
7
Forecasting exchange rate markets'
volatility
of G7 countries : will stock market
volatility
help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
8
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
Saved in:
9
Forecasting intraday
volatility
and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
10
K-factor GARMA models for intraday
volatility
forecasting
Bisaglia, Luisa
;
Bordignon, Silvano
;
Lisi, Francesco
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
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...
//-->