//--> //--> //--> //-->
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"
~subject:"Kapitalmarkt"
~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
The Performance of Corporate-B...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitalmarkt
Volatilität
Forecasting model
110
Prognoseverfahren
110
Capital income
103
Kapitaleinkommen
103
Theorie
56
Theory
56
Volatility
54
Estimation
36
Schätzung
36
ARCH model
35
ARCH-Modell
35
Time series analysis
31
Zeitreihenanalyse
31
Financial market
30
Finanzmarkt
30
Forecast
30
Prognose
30
Börsenkurs
26
Share price
26
Portfolio selection
17
Portfolio-Management
17
Aktienmarkt
16
Realized volatility
16
Stock market
16
Forecasting
13
Risikomaß
12
Risk measure
12
Statistical distribution
12
Statistische Verteilung
12
USA
12
United States
12
Welt
12
World
12
VAR model
11
VAR-Modell
11
Economic forecast
10
Financial analysis
10
Finanzanalyse
10
Wirtschaftsprognose
10
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Arroyo, Javier
2
Catania, Leopoldo
2
Cipollini, Fabrizio
2
Clements, Adam
2
Gallo, Giampiero M.
2
González-Rivera, Gloria
2
Liao, Yin
2
Lucas, André
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Viceira, Luis M.
2
Asai, Manabu
1
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bluedorn, John Christopher
1
Boudt, Kris
1
Breitung, Jörg
1
Buccheri, Giuseppe
1
Buncic, Daniel
1
Chen Zhou
1
Chen, Cathy W. S.
1
Chen, Chun-Hung
1
Cho, Dooyeon
1
Clements, Ada
1
Corsi, Fulvio
1
Croux, Christophe
1
Daníelsson, Jón
1
Decressin, Jörg
1
Demetrescu, Matei
1
Dijk, Dick van
1
Drovandi, Christopher
1
Feng, Yuanhua
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Gerlach, Richard
1
Gisler, Katja Ida Maria
1
Grassi, Stefano
1
Gupta, Rangan
1
more ...
less ...
Published in...
All
International journal of forecasting
Finance research letters
195
The journal of finance : the journal of the American Finance Association
189
International review of financial analysis
151
Journal of banking & finance
127
International review of economics & finance : IREF
124
Working paper / National Bureau of Economic Research, Inc.
118
Journal of financial and quantitative analysis : JFQA
117
Journal of empirical finance
111
The North American journal of economics and finance : a journal of financial economics studies
111
Research in international business and finance
110
Energy economics
109
Journal of financial economics
104
NBER working paper series
102
Applied economics
96
Economic modelling
92
Journal of econometrics
86
Applied financial economics
83
NBER Working Paper
80
Journal of international financial markets, institutions & money
78
Applied economics letters
72
Pacific-Basin finance journal
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Journal of risk and financial management : JRFM
65
The European journal of finance
58
Economics letters
56
Working paper
54
SpringerLink / Bücher
53
The American economic review
52
The banker : global financial intelligence
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of money, credit and banking : JMCB
48
Journal of forecasting
45
International journal of finance & economics : IJFE
44
Journal of international money and finance
43
Europäische Hochschulschriften / 5
42
Probleme des Kapitalmarkts / Kolloquien, Beiträge
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
Financial analysts' journal : FAJ
40
Bancaria : mensile dell'Associazione Bancaria Italiana
38
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
2
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
3
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:
4
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:
5
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
6
The relationships between sentiment, returns and volatility
Wang, Yaw-Huei
;
Keswani, Aneel
;
Taylor, Stephen
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 109-123
Persistent link: https://www.econbiz.de/10003283957
Saved in:
7
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:
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
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->