//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatility"
~subject:"Volatilität"
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
Model specification tests with...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
Theorie
1,157
Theory
1,157
Forecasting model
738
Prognoseverfahren
738
Time series analysis
411
Zeitreihenanalyse
411
Estimation
170
Schätzung
170
Forecast
120
Prognose
119
Bayes-Statistik
92
Bayesian inference
92
ARCH model
72
ARCH-Modell
72
Capital income
72
Economic forecast
72
Kapitaleinkommen
72
Wirtschaftsprognose
72
Statistical distribution
70
Statistische Verteilung
70
Forecasting
60
Regression analysis
60
USA
60
United States
60
Regressionsanalyse
59
Nichtlineare Regression
57
Nonlinear regression
57
VAR model
57
VAR-Modell
57
Frühindikator
56
Leading indicator
56
Markov chain
53
Markov-Kette
53
Inflation
49
Neural networks
47
Neuronale Netze
47
State space model
47
Zustandsraummodell
46
more ...
less ...
Online availability
All
Undetermined
96
Free
4
Type of publication
All
Article
120
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Language
All
English
120
Author
All
Ruiz, Esther
3
Arroyo, Javier
2
Audrino, Francesco
2
Bekierman, Jeremias
2
Chan, Joshua
2
Cross, Jamie
2
Demetrescu, Matei
2
Fabozzi, Frank J.
2
Gallo, Giampiero M.
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Lucas, André
2
Opschoor, Anne
2
Račev, Svetlozar T.
2
Rice, Gregory
2
Storti, Giuseppe
2
Taylor, Nicholas
2
Viceira, Luis M.
2
Wu, Chongfeng
2
Achim, Alin
1
Ahmed, Shamim
1
Aknouche, Abdelhakim
1
Alanya-Beltran, Willy
1
Alexeev, Vitali
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Andrada Félix, Julián
1
Arvanitis, Stelios
1
Avdulaj, Krenar
1
Baker, Paul L.
1
Ballinari, Daniele
1
Barnett, William A.
1
Barunik, Jozef
1
Bauwens, Luc
1
Beck, Alexander
1
Bethel, Brandon J.
1
Bluedorn, John Christopher
1
Braione, Manuela
1
Breitung, Jörg
1
Brownlees, Christian
1
more ...
less ...
Published in...
All
International journal of forecasting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
97
Economics letters
83
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
80
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of financial economics
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
71
Working paper
69
Journal of international money and finance
65
Energy economics
62
International review of financial analysis
60
The European journal of finance
59
International review of economics & finance : IREF
58
The review of financial studies
58
Applied economics
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
50
Computational economics
47
Applied economics letters
46
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
Journal of monetary economics
42
The journal of futures markets
40
CREATES research paper
39
more ...
less ...
Source
All
ECONIS (ZBW)
120
Showing
1
-
10
of
120
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Saved in:
2
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
3
On the macroeconomic causes of exchange rate volatility
Morana, Claudio
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 328-350
Persistent link: https://www.econbiz.de/10003870061
Saved in:
4
General-to-specific modelling of exchange rate volatility : a forecast evaluation
Bauwens, Luc
;
Sucarrat, Genaro
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 885-907
Persistent link: https://www.econbiz.de/10008807690
Saved in:
5
The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter
;
Zhou, Zhong-guo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
Saved in:
6
Volatility feedback and risk premium in GARCH models with generalized hyperbolic distributions
Yang, Minxian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009521860
Saved in:
7
A new error measure for forecasts of household-level, high resolution electrical energy consumption
Haben, Stephen
;
Ward, Jonathan
;
Vukadinović Greetham, …
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 246-256
Persistent link: https://www.econbiz.de/10010510941
Saved in:
8
Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen
;
Perron, Pierre
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
Saved in:
9
Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark
;
Olmo, Jose
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
Saved in:
10
Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks
Nonejad, Nima
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 561-584
Persistent link: https://www.econbiz.de/10011431022
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...
//-->