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~isPartOf:"International journal of forecasting"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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The Impact of Stock Market Lib...
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CAPM
Stochastischer Prozess
Theorie
Volatility
145
Volatilität
145
Forecasting model
131
Prognoseverfahren
131
Theory
79
ARCH model
66
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66
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62
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Lucas, André
3
Arroyo, Javier
2
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2
Cross, Jamie
2
Demetrescu, Matei
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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International journal of forecasting
NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
247
NBER Working Paper
233
Journal of econometrics
204
Finance research letters
193
International journal of theoretical and applied finance
190
Journal of banking & finance
188
Journal of empirical finance
136
Economic modelling
133
Quantitative finance
133
Journal of economic dynamics & control
130
Journal of financial economics
128
International review of financial analysis
127
International review of economics & finance : IREF
120
Discussion paper / Centre for Economic Policy Research
117
Applied economics
116
Economics letters
114
Working paper
109
Computational economics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
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104
The European journal of finance
98
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92
Mathematical finance : an international journal of mathematics, statistics and financial theory
92
Energy economics
90
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of international money and finance
87
The review of financial studies
80
Applied financial economics
78
The journal of finance : the journal of the American Finance Association
76
Research paper series / Swiss Finance Institute
75
Journal of international financial markets, institutions & money
74
Journal of risk and financial management : JRFM
74
Econometric reviews
69
The journal of futures markets
69
Applied economics letters
67
Finance and stochastics
66
Journal of forecasting
66
Pacific-Basin finance journal
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ECONIS (ZBW)
81
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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
The impact of sentiment and attention measures on stock market
volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
4
A Model Confidence Set approach to the combination of multivariate
volatility
forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
5
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
6
Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix
;
Neuenkirch, Matthias
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
Saved in:
7
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
8
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:
9
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:
10
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
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