//--> //--> //-->
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:"Luo, Jiawen"
~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
5
Prognoseverfahren
5
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Stock market
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Share price
2
Agriculture commodity futures
1
Augmented HAR model
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian random compressed
1
Capital income
1
Commodity derivative
1
Common indices
1
Economic evaluations
1
Economic indicator
1
Equity volatility forecasting
1
Estimation
1
Forecast combination
1
Forecast precision evaluations
1
Forecasting
1
Forecasting evaluation
1
GARCH-MIDAS
1
Global equity market
1
HAR models
1
Infinite Hidden Markov switching process
1
International financial market
1
Internationaler Finanzmarkt
1
Kapitaleinkommen
1
MCS test
1
Markov regime switching
1
Multivariate Analyse
1
Multivariate HAR model
1
Multivariate analysis
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chevallier, Julien
Luo, Jiawen
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
Liao, Yin
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
31
Economics Papers from University Paris Dauphine
12
International review of financial analysis
12
Economics Bulletin
11
Economic modelling
10
Applied economics
8
Finance research letters
8
Applied economics letters
7
International journal of finance & economics : IJFE
7
International review of economics & finance : IREF
7
Open Access publications from Université Paris-Dauphine
6
International Trade
5
Journal of forecasting
5
Research in international business and finance
5
The journal of futures markets
3
China finance review international
2
Department of Economics working paper series
2
EconomiX Working Papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of management science and engineering
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
The energy journal
2
Andreas School of Business Working Paper Series
1
Annals of finance
1
EconomiX Working Paper
1
Economic Modelling
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
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
Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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:
5
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->