//--> //--> //--> //-->
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:"Finance research 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
Density forecasts and the leve...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
819
Share price
819
Theorie
754
Theory
754
Capital income
636
Kapitaleinkommen
636
Volatility
612
Volatilität
611
Stock market
428
Aktienmarkt
427
Forecasting model
340
Prognoseverfahren
340
Estimation
314
Schätzung
314
Portfolio selection
307
Portfolio-Management
307
Risk
256
Risiko
247
Welt
231
World
231
Anlageverhalten
218
Behavioural finance
218
China
214
ARCH model
208
ARCH-Modell
208
Financial crisis
162
Finanzkrise
162
CAPM
160
Virtual currency
155
Virtuelle Währung
155
Coronavirus
148
Ankündigungseffekt
135
Announcement effect
135
Risikoprämie
110
Risk premium
110
Impact assessment
102
Wirkungsanalyse
102
Financial market
96
Finanzmarkt
96
Spillover effect
96
more ...
less ...
Online availability
All
Undetermined
1,883
Free
43
Type of publication
All
Article
2,101
Type of publication (narrower categories)
All
Article in journal
2,100
Aufsatz in Zeitschrift
2,100
Language
All
English
2,101
Author
All
Gupta, Rangan
26
Goodell, John W.
24
Bouri, Elie
21
Lucey, Brian M.
15
Corbet, Shaen
14
Roubaud, David
12
Sensoy, Ahmet
12
Shen, Dehua
12
Zaremba, Adam
12
Ji, Qiang
11
Ryu, Doojin
11
Shahzad, Syed Jawad Hussain
11
Tiwari, Aviral Kumar
11
Xiong, Xiong
11
Lyócsa, Štefan
9
Ma, Feng
9
Pierdzioch, Christian
9
Wei, Yu
9
Zhang, Wei
9
Gozgor, Giray
8
Molnár, Peter
8
Salisu, Afees A.
8
Wen, Fenghua
8
Demir, Ender
7
Han, Liyan
7
Wohar, Mark E.
7
Aharon, David Y.
6
Gil-Alaña, Luis A.
6
Gillas, Konstantinos Gkillas
6
Jarrow, Robert A.
6
Lau, Chi Keung
6
Lee, Jaewook
6
Li, Ping
6
Liang, Chao
6
Luo, Xingguo
6
Mazur, Mieszko
6
Pandey, Dharen Kumar
6
Yousaf, Imran
6
Chan, Kam C.
5
Chi, Xie
5
more ...
less ...
Published in...
All
Finance research letters
NBER working paper series
7,981
Working paper / National Bureau of Economic Research, Inc.
7,497
NBER Working Paper
7,126
Economics letters
5,774
European journal of operational research : EJOR
5,231
Discussion paper / Centre for Economic Policy Research
4,942
CESifo working papers
3,949
Working paper
3,252
Journal of economic theory
2,905
Discussion paper / Tinbergen Institute
2,640
Journal of economic dynamics & control
2,591
The American economic review
2,478
Applied economics
2,393
Journal of banking & finance
2,369
Computers & operations research : and their applications to problems of world concern ; an international journal
2,360
Journal of economic behavior & organization : JEBO
2,321
Discussion paper series / IZA
2,315
Economic modelling
2,246
Europäische Hochschulschriften / 5
2,193
Journal of econometrics
2,056
International journal of production research
2,044
CESifo Working Paper
2,039
European economic review : EER
1,985
Discussion paper
1,954
Energy economics
1,874
Games and economic behavior
1,868
SpringerLink / Bücher
1,845
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,827
The economic journal : the journal of the Royal Economic Society
1,826
Applied economics letters
1,794
Management science : journal of the Institute for Operations Research and the Management Sciences
1,774
International journal of forecasting
1,768
Journal of public economics
1,760
CESifo Working Paper Series
1,737
Discussion paper / Center for Economic Research, Tilburg University
1,735
IMF working papers
1,686
Journal of financial economics
1,572
IZA Discussion Paper
1,564
The journal of finance : the journal of the American Finance Association
1,553
more ...
less ...
Source
All
ECONIS (ZBW)
2,101
Showing
1
-
10
of
2,101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
2
Volatility
or higher moments : which is more important in return density forecasts of stochastic
volatility
model?
Li, Chenxing
;
Zhang, Zehua
;
Zhao, Ran
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
Saved in:
3
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Saved in:
4
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
5
Predictive ability of low-frequency
volatility
measures : evidence from the Hong Kong stock markets
Gan, Christopher
;
Nartea, Gilbert V.
;
Wu, Ji
- In:
Finance research letters
26
(
2018
),
pp. 40-46
Persistent link: https://www.econbiz.de/10012005426
Saved in:
6
The effect of non-trading days on
volatility
forecasts in equity markets
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
23
(
2017
),
pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
Saved in:
7
The impact of Baidu Index sentiment on the
volatility
of China's stock markets
Fang, Jianchun
;
Gozgor, Giray
;
Lau, Chi Keung
;
Lu, Zhou
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430747
Saved in:
8
VIX and stock market
volatility
predictability : a new approach
Liu, Zhichao
;
Liu, Jing
;
Zeng, Qing
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
Saved in:
9
The
volatility
of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
10
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
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...
//-->