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Volatility
145
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145
Forecasting model
123
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76
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76
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64
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Clements, Adam
4
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3
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3
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International journal of forecasting
Energy economics
675
Finance research letters
626
NBER working paper series
517
Working paper / National Bureau of Economic Research, Inc.
500
NBER Working Paper
445
International review of financial analysis
425
Applied economics
406
Journal of banking & finance
378
The journal of futures markets
371
International review of economics & finance : IREF
367
Economic modelling
345
Journal of econometrics
335
The North American journal of economics and finance : a journal of financial economics studies
327
Research in international business and finance
296
Applied economics letters
274
Economics letters
271
Journal of empirical finance
270
Applied financial economics
267
Working paper
265
Discussion paper / Centre for Economic Policy Research
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
244
Journal of international money and finance
236
MPRA Paper
234
Discussion paper / Tinbergen Institute
200
Journal of risk and financial management : JRFM
200
Quantitative finance
194
Journal of financial economics
191
CESifo working papers
180
Pacific-Basin finance journal
178
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
175
International Journal of Energy Economics and Policy : IJEEP
172
The European journal of finance
161
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
International journal of finance & economics : IJFE
155
Journal of economic dynamics & control
152
Journal of forecasting
134
The review of financial studies
128
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ECONIS (ZBW)
145
Showing
1
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10
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145
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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
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:
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