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~isPartOf:"International journal of forecasting"
~subject:"Volatilität"
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Volatilität
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International journal of forecasting
Finance research letters
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Energy economics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Journal of empirical finance
194
Research in international business and finance
184
Journal of econometrics
179
Applied financial economics
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Journal of international financial markets, institutions & money
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The journal of futures markets
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Journal of forecasting
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
112
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
The European journal of finance
110
CESifo working papers
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International journal of finance & economics : IJFE
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International Journal of Energy Economics and Policy : IJEEP
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
135
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1
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:
2
Forecasting abnormal stock returns and trading volume using investor sentiment : evidence from online search
Joseph, Kissan
;
Wintoki, M. Babajide
;
Zhang, Zelin
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1116-1127
Persistent link: https://www.econbiz.de/10009316811
Saved in:
3
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
4
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
5
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
6
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
7
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
8
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:
9
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:
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
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