//--> //--> //--> //-->
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:"Economic modelling"
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
Exploiting short-run predictab...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
341
Volatilität
339
Forecasting model
241
Prognoseverfahren
241
Estimation
194
Schätzung
194
Capital income
189
Kapitaleinkommen
189
Theorie
160
Theory
160
Börsenkurs
150
Share price
150
Aktienmarkt
124
Stock market
124
ARCH model
114
ARCH-Modell
114
Time series analysis
102
Zeitreihenanalyse
102
Welt
77
World
77
China
72
Exchange rate
59
Wechselkurs
59
Oil price
56
Ölpreis
56
Spillover effect
49
Spillover-Effekt
49
Forecast
46
USA
46
United States
46
Portfolio selection
44
Portfolio-Management
44
Economic forecast
42
Forecasting
42
Wirtschaftsprognose
42
Financial crisis
41
Finanzkrise
41
Prognose
39
Risiko
39
Risk
39
more ...
less ...
Online availability
All
Undetermined
397
Free
6
Type of publication
All
Article
634
Type of publication (narrower categories)
All
Article in journal
634
Aufsatz in Zeitschrift
634
Conference paper
3
Konferenzbeitrag
3
Language
All
English
634
Author
All
Gupta, Rangan
10
Ma, Feng
9
Zhang, Yaojie
8
Zhang, Wei
7
Todorova, Neda
6
Balcilar, Mehmet
5
Li, Bin
5
Sharma, Susan Sunila
5
Kumar, Dilip
4
Lee, Chien-chiang
4
Liu, Li
4
Pal, Debdatta
4
Salisu, Afees A.
4
Shen, Dehua
4
Wang, Yudong
4
Zhou, Jian
4
Arouri, Mohamed
3
Bekiros, Stelios
3
Chang, Kuang-liang
3
Chevallier, Julien
3
Cross, Jamie
3
Huang, Zhuo
3
Kabundi, Alain
3
Kim, Hyeongwoo
3
Li, Xiao
3
Li, Yong
3
Liu, Jing
3
Louhichi, Waël
3
Lyócsa, Štefan
3
Maheswaran, S.
3
Narayan, Paresh Kumar
3
Ramos, Sofia B.
3
Rua, António
3
Rumler, Fabio
3
Su, Jen-je
3
Wang, Shouyang
3
Wang, Tianyi
3
Wei, Yu
3
Xu, Liao
3
Yang, Chunpeng
3
more ...
less ...
Published in...
All
Economic modelling
International journal of forecasting
1,623
NBER working paper series
1,304
Finance research letters
1,221
Working paper / National Bureau of Economic Research, Inc.
1,203
NBER Working Paper
1,058
Journal of banking & finance
950
Journal of forecasting
915
Energy economics
902
International review of financial analysis
898
Applied economics
859
Applied economics letters
669
International review of economics & finance : IREF
668
Discussion paper / Centre for Economic Policy Research
626
Applied financial economics
611
Journal of financial economics
611
Journal of empirical finance
597
Working paper
595
Economics letters
592
Journal of econometrics
592
The North American journal of economics and finance : a journal of financial economics studies
545
Research in international business and finance
530
The journal of finance : the journal of the American Finance Association
519
Pacific-Basin finance journal
518
Journal of international financial markets, institutions & money
474
The journal of futures markets
466
The review of financial studies
463
Discussion paper / Tinbergen Institute
434
Journal of international money and finance
424
The European journal of finance
417
CESifo working papers
416
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
401
Journal of risk and financial management : JRFM
388
European journal of operational research : EJOR
379
Review of quantitative finance and accounting
378
Journal of financial and quantitative analysis : JFQA
375
Management science : journal of the Institute for Operations Research and the Management Sciences
363
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
361
Technological forecasting & social change : an international journal
360
IMF working papers
338
more ...
less ...
Source
All
ECONIS (ZBW)
634
Showing
1
-
10
of
634
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
2
Sudden changes in extreme value
volatility
estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
3
The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
Todorova, Neda
;
Souček, Michael
- In:
Economic modelling
36
(
2014
),
pp. 332-340
Persistent link: https://www.econbiz.de/10010415483
Saved in:
4
Realized skewness and the short-term predictability for aggregate stock market
volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
5
Returns,
volatility
and the cryptocurrency bubble of 2017-18
Cross, Jamie
;
Hou, Chenghan
;
Trinh, Kelly
- In:
Economic modelling
104
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
Saved in:
6
Impacts of asymmetry on forecasting realized
volatility
in Japanese stock markets
Maki, Daiki
;
Ota, Yasushi
- In:
Economic modelling
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
Saved in:
7
Market instability and technical trading at high frequency : evidence from NASDAQ stocks
Erdemlioglu, Deniz
;
Petitjean, Mikael
;
Vargas, Nicolas
- In:
Economic modelling
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012797344
Saved in:
8
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
9
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
10
Mixed-frequency SV model for stock
volatility
and macroeconomics
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
95
(
2021
),
pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
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...
//-->