//--> //--> //-->
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"
~person:"Chevallier, Julien"
~person:"Liao, Yin"
~person:"Ma, Feng"
~person:"McGee, Robert W."
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Börsenkurs
3
Share price
3
Stock market
3
Capital income
2
Forecasting
2
Kapitaleinkommen
2
Aktienindex
1
Augmented HAR model
1
Cojumps
1
Common indices
1
Economic indicator
1
Equity volatility forecasting
1
Forecast combination
1
Forecasting evaluation
1
GARCH-MIDAS
1
Global equity market
1
Hawkes process
1
International financial market
1
Internationaler Finanzmarkt
1
Jumps
1
Markov chain
1
Markov regime switching
1
Markov-Kette
1
Out-of-sample forecasts
1
Point process
1
Realized variance
1
Realized volatility
1
Risikoprämie
1
Risk premium
1
Shrinkage method
1
Stock index
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Chevallier, Julien
Liao, Yin
Ma, Feng
McGee, Robert W.
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gallo, Giampiero M.
3
Gerlach, Richard
3
González-Rivera, Gloria
3
Lucas, André
3
Taylor, James W.
3
Taylor, Nicholas
3
Arroyo, Javier
2
Bauwens, Luc
2
Becker, Ralf
2
Catania, Leopoldo
2
Chan, Joshua
2
Chen, Cathy W. S.
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Fuertes, Ana MarĂa
2
Gupta, Rangan
2
He, Mengxi
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Lanne, Markku
2
Luo, Jiawen
2
LyĂłcsa, Ĺ tefan
2
McAleer, Michael
2
Opschoor, Anne
2
Otranto, Edoardo
2
Poon, Aubrey
2
Rice, Gregory
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Storti, Giuseppe
2
Sucarrat, Genaro
2
Viceira, Luis M.
2
more ...
less ...
Published in...
All
International journal of forecasting
Energy economics
27
Economics Papers from University Paris Dauphine
12
Economic modelling
11
Economics Bulletin
11
International review of financial analysis
11
Applied economics
8
Applied economics letters
7
Finance research letters
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
NCER working paper series
6
Open Access publications from Université Paris-Dauphine
6
International Trade
5
Journal of forecasting
5
Research in international business and finance
5
Pacific-Basin finance journal
3
China finance review international
2
EconomiX Working Papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of banking & finance
2
Journal of empirical finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The energy journal
2
The journal of futures markets
2
Andreas School of Business Working Paper Series
1
Annals of finance
1
CAMA working paper series
1
Centre for Applied Macroeconomic Analysis Working Paper
1
Department of Economics working paper series
1
EconomiX Working Paper
1
Economic Modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy Economics
1
FEEM Working Paper
1
Finance Research Letters
1
Financial innovation : FIN
1
Florida International University Chapman Graduated School of Business Working Paper
1
International review of applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
2
Forecasting stock price volatility : new evidence from the GARCH-MIDAS model
Wang, Lu
;
Ma, Feng
;
Liu, Jing
;
Yang, Lin
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012415334
Saved in:
3
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada
;
Liao, Yin
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
Saved in:
4
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->