//--> //--> //--> //-->
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"
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 economics of grain price v...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
145
Volatilität
145
Forecasting model
123
Prognoseverfahren
123
Theorie
76
Theory
76
ARCH model
64
ARCH-Modell
64
Time series analysis
60
Zeitreihenanalyse
60
Capital income
50
Kapitaleinkommen
50
Estimation
47
Schätzung
47
Börsenkurs
25
Share price
25
Realized volatility
22
Volatility forecasting
20
Risikomaß
18
Risk measure
18
Exchange rate
17
Forecasting
17
Wechselkurs
17
Aktienmarkt
16
Stock market
16
Estimation theory
14
Forecast
14
Schätztheorie
14
Stochastic process
14
Stochastischer Prozess
14
Markov chain
13
Markov-Kette
13
Prognose
13
Statistical distribution
13
Statistische Verteilung
13
Bayes-Statistik
12
Bayesian inference
12
Welt
12
World
12
Stochastic volatility
11
more ...
less ...
Online availability
All
Undetermined
98
Free
4
Type of publication
All
Article
145
Type of publication (narrower categories)
All
Article in journal
145
Aufsatz in Zeitschrift
145
Language
All
English
145
Author
All
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
Ma, Feng
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 María
2
Gupta, Rangan
2
He, Mengxi
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Lanne, Markku
2
Liao, Yin
2
Luo, Jiawen
2
Lyócsa, Štefan
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
653
Finance research letters
621
NBER working paper series
505
Working paper / National Bureau of Economic Research, Inc.
483
NBER Working Paper
432
International review of financial analysis
420
Applied economics
410
The journal of futures markets
406
Journal of banking & finance
376
International review of economics & finance : IREF
368
Economic modelling
342
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
295
Working paper
276
Applied financial economics
268
Applied economics letters
265
Journal of empirical finance
265
Economics letters
258
Discussion paper / Centre for Economic Policy Research
252
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Journal of international money and finance
232
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
198
Quantitative finance
195
Journal of financial economics
191
American journal of agricultural economics
176
CESifo working papers
175
MPRA Paper
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
170
IMF working papers
160
The European journal of finance
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
152
Journal of economic dynamics & control
151
Working Paper
142
more ...
less ...
Source
All
ECONIS (ZBW)
145
Showing
1
-
10
of
145
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
MCMC methods for comparing stochastic
volatility
and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Saved in:
4
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:
5
The longer-horizon predictability of German stock market
volatility
Raunig, Burkhard
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 363-372
Persistent link: https://www.econbiz.de/10003315669
Saved in:
6
A new approach to characterizing and forecasting electricity price
volatility
Kam Fong Chan
;
Gray, Philip K.
;
Campen, Bart van
- In:
International journal of forecasting
24
(
2008
)
4
,
pp. 728-743
Persistent link: https://www.econbiz.de/10003808380
Saved in:
7
Optimal combinations of realised
volatility
estimators
Patton, Andrew J.
;
Sheppard, Kevin
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10003870045
Saved in:
8
Joint modeling of call and put implied
volatility
Ahoniemi, Katja
;
Lanne, Markku
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10003870046
Saved in:
9
On forecasting daily stock
volatility
: the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->