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:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
~subject:"Volatility forecasting"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility forecasting
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Capital income
1
Estimation theory
1
Exchange rate
1
Financial market
1
Financial time-series econometrics
1
Finanzmarkt
1
Forecast
1
Forecasting model
1
GARCH models
1
Kapitaleinkommen
1
Prognose
1
Prognoseverfahren
1
Realised volatility
1
Schätztheorie
1
Share price
1
Theorie
1
Theory
1
Wechselkurs
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Wang, Yudong
4
Lucas, André
3
Zhang, Yaojie
3
Arroyo, Javier
2
Bauwens, Luc
2
Catania, Leopoldo
2
Chan, Joshua
2
Clements, Adam
2
Cross, Jamie
2
Dijk, Dick van
2
González-Rivera, Gloria
2
He, Mengxi
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Poon, Aubrey
2
Ruiz, Esther
2
Wu, Chongfeng
2
Ahmed, Shamim
1
Ahoniemi, Katja
1
Almeida, Daniel de
1
Andrada Félix, Julián
1
Arvanitis, Stelios
1
Baker, Paul L.
1
Bams, Dennis
1
Baumeister, Christiane
1
Becker, Ralf
1
Bekierman, Jeremias
1
Blanchard, Gildas
1
Breitung, Jörg
1
Buccheri, Giuseppe
1
Caruso, Alberto
1
Chauvet, Marcelle
1
Chen Zhou
1
Chen, Langnan
1
Chiu, Ching Wai Jeremy
1
Corsi, Fulvio
1
Cubadda, Gianluca
1
Degiannakis, Stavros
1
Demetrescu, Matei
1
more ...
less ...
Published in...
All
International journal of forecasting
Queen's Economics Department working paper
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
CREATES research paper
1
Discussion papers / UCL, Département des Sciences Economiques
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Energy economics
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
UC3M working papers
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
