//--> //--> //--> //-->
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
Volatility forecasting and eff...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
339
Volatilität
339
Estimation
135
Schätzung
135
ARCH model
109
ARCH-Modell
109
Börsenkurs
104
Share price
104
Theorie
103
Theory
103
Forecasting model
94
Prognoseverfahren
94
Aktienmarkt
81
Stock market
81
Capital income
77
Kapitaleinkommen
77
Welt
65
World
65
Time series analysis
62
Zeitreihenanalyse
62
Exchange rate
53
Wechselkurs
53
Oil price
52
Ölpreis
52
Forecast
50
Prognose
48
Spillover effect
46
Spillover-Effekt
46
China
45
Risiko
37
Risk
37
Financial crisis
35
Finanzkrise
35
USA
34
United States
34
Commodity derivative
32
Rohstoffderivat
32
Correlation
29
Korrelation
29
Efficient market hypothesis
28
more ...
less ...
Online availability
All
Undetermined
262
Free
2
Type of publication
All
Article
419
Type of publication (narrower categories)
All
Article in journal
419
Aufsatz in Zeitschrift
419
Conference paper
2
Konferenzbeitrag
2
Language
All
English
419
Author
All
Ma, Feng
7
Zhang, Yaojie
6
Todorova, Neda
5
Zhang, Wei
5
Gupta, Rangan
4
Kumar, Dilip
4
Li, Bin
4
Su, Jen-je
4
Balcilar, Mehmet
3
Chevallier, Julien
3
Cross, Jamie
3
Huang, Zhuo
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Roubaud, David
3
Sharma, Susan Sunila
3
Shen, Dehua
3
Wang, Tianyi
3
Wang, Yudong
3
Wei, Yu
3
Abid, Ilyes
2
Ahmed, Abdullahi Dahir
2
Baruník, Jozef
2
Beckmann, Joscha
2
Brooks, Chris
2
Bucci, Andrea
2
Czudaj, Robert
2
Degiannakis, Stavros
2
Faff, Robert W.
2
Fang, Libing
2
Feng, Yun
2
Gatfaoui, Hayette
2
Girardin, Eric
2
Guesmi, Khaled
2
Gülenay Chadwick, Meltem
2
Han, Liyan
2
Hatemi-J, Abdulnasser
2
more ...
less ...
Published in...
All
Economic modelling
Statens offentliga utredningar : SOU
2,586
NBER working paper series
912
Working paper / National Bureau of Economic Research, Inc.
869
Energy economics
834
Finance research letters
774
Ekonomisk debatt
749
NBER Working Paper
745
Applied economics
603
International review of financial analysis
562
Journal of banking & finance
517
Discussion paper / Centre for Economic Policy Research
499
International review of economics & finance : IREF
466
International journal of forecasting
452
The journal of futures markets
448
Working Paper
445
Applied economics letters
415
Working paper
414
Applied financial economics
384
Discussion paper series / IZA
383
Economics letters
379
Journal of econometrics
367
The North American journal of economics and finance : a journal of financial economics studies
366
Research in international business and finance
357
Statens offentliga utredningar
341
Umeå economic studies
338
Journal of empirical finance
322
CESifo working papers
318
Journal of international financial markets, institutions & money
311
Journal of financial economics
309
Journal of international money and finance
303
Ekonomisk revy
290
Statens Offentliga Utredningar
268
International journal of theoretical and applied finance
257
IMF working papers
250
Journal of risk and financial management : JRFM
246
Pacific-Basin finance journal
246
IZA Discussion Paper
239
Journal of forecasting
237
Working papers in economics
237
more ...
less ...
Source
All
ECONIS (ZBW)
419
Showing
1
-
10
of
419
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Excess volatility and efficiency in French and German stock markets
Cuthbertson, Keith
;
Hyde, Stuart
- In:
Economic modelling
19
(
2002
)
3
,
pp. 399-418
Persistent link: https://www.econbiz.de/10001662569
Saved in:
2
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:
3
Forecasting gold futures market volatility using macroeconomic variables in the United States
Fang, Libing
;
Yu, Honghai
;
Xiao, Wen
- In:
Economic modelling
72
(
2018
),
pp. 249-259
Persistent link: https://www.econbiz.de/10012100333
Saved in:
4
Modeling and forecasting return jumps using realized variation measures
Liu, Yi
;
Liu, Huifang
;
Zhang, Lei
- In:
Economic modelling
76
(
2019
),
pp. 63-80
Persistent link: https://www.econbiz.de/10012198262
Saved in:
5
Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Su, Jen-je
;
Cheung, Adrian Wai Kong
;
Roca, Eduardo
- In:
Economic modelling
29
(
2012
)
3
,
pp. 684-690
Persistent link: https://www.econbiz.de/10009544836
Saved in:
6
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
7
Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren
;
Zhuo, Jin
;
Wu, Fuke
- In:
Economic modelling
49
(
2015
),
pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
Saved in:
8
Short sale constraints, disperse pessimistic beliefs and market efficiency : evidence from the Chinese stock market
Zhao, Zhongkuang
;
Li, Shuqi
;
Xiong, Heping
- In:
Economic modelling
42
(
2014
),
pp. 333-342
Persistent link: https://www.econbiz.de/10010478100
Saved in:
9
Re-examining the Turkish stock market efficiency : evidence from nonlinear unit root tests
Gozbasi, Onur
;
Kucukkaplan, Ilhan
;
Nazlıoğlu, Şaban
- In:
Economic modelling
38
(
2014
),
pp. 381-384
Persistent link: https://www.econbiz.de/10010419047
Saved in:
10
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
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...
//-->