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~isPartOf:"Journal of forecasting"
~subject:"Zeitreihenanalyse"
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Exchange rate uncertainty and...
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Zeitreihenanalyse
Volatility
472
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470
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298
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293
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291
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291
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Baruník, Jozef
3
Brooks, Chris
3
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3
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2
Cross, Jamie
2
Gil-Alaña, Luis A.
2
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2
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2
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2
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Economic modelling
Journal of forecasting
Journal of econometrics
158
Energy economics
93
International journal of forecasting
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Applied economics
72
Economics letters
66
Econometric reviews
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of empirical finance
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Finance research letters
47
Applied economics letters
44
The North American journal of economics and finance : a journal of financial economics studies
39
Econometric theory
37
International Journal of Energy Economics and Policy : IJEEP
35
International review of economics & finance : IREF
35
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33
International review of financial analysis
33
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23
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21
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CBN journal of applied statistics
18
International journal of finance & economics : IJFE
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ECONIS (ZBW)
144
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1
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
2
An efficient estimate and forecast of the implied
volatility
surface : a nonlinear Kalman filter approach
Chen, Si
;
Zhou, Zhen
;
Li, Shenghong
- In:
Economic modelling
58
(
2016
),
pp. 655-664
Persistent link: https://www.econbiz.de/10011647943
Saved in:
3
Revisiting the long memory dynamics of the implied-realized
volatility
relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
4
A multiplicative error model with heterogeneous components for forecasting realized
volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
5
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
6
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
7
Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1505-1514
Persistent link: https://www.econbiz.de/10009667309
Saved in:
8
Towards the fundamentals of technical analysis : analysing the information content of high, low and close prices
Fiess, Norbert M.
;
MacDonald, Ronald
- In:
Economic modelling
19
(
2002
)
3
,
pp. 353-374
Persistent link: https://www.econbiz.de/10001662503
Saved in:
9
(Un-)sustainability of public finances in German Laender : a panel time series approach
Burret, Heiko T.
;
Feld, Lars P.
;
Köhler, Ekkehard A.
- In:
Economic modelling
53
(
2016
),
pp. 254-265
Persistent link: https://www.econbiz.de/10011641029
Saved in:
10
Building scenarios of multiple time series that take into account the effects of an expected intervention
Guerrero, Víctor M.
;
Silva, Eliud
;
Gómez, Nicolás
- In:
Journal of forecasting
33
(
2014
)
1
,
pp. 32-46
Persistent link: https://www.econbiz.de/10010424886
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