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Volatility
333
Volatilität
333
Forecasting model
296
Prognoseverfahren
296
Theorie
282
Theory
282
Estimation theory
226
Schätztheorie
226
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213
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213
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165
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163
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151
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118
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118
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105
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82
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684
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696
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Bollerslev, Tim
22
Todorov, Viktor
19
Tauchen, George Eugene
15
Timmermann, Allan
15
Andersen, Torben
14
Aït-Sahalia, Yacine
13
Francq, Christian
13
Patton, Andrew J.
13
Swanson, Norman R.
12
Corradi, Valentina
11
Ghysels, Eric
11
Taylor, Robert
11
Xiu, Dacheng
11
Diebold, Francis X.
10
McAleer, Michael
10
Mykland, Per A.
10
Clark, Todd E.
9
Linton, Oliver
9
Zakoïan, Jean-Michel
9
Li, Jia
8
Meddahi, Nour
8
Shephard, Neil G.
8
Dijk, Herman K. van
7
Hong, Yongmiao
7
Maheu, John M.
7
Park, Joon Y.
7
Schorfheide, Frank
7
Cavaliere, Giuseppe
6
Elliott, Graham
6
Kapetanios, George
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Laurent, Sébastien
6
Li, Yingying
6
Marcellino, Massimiliano
6
McCracken, Michael W.
6
Pesaran, M. Hashem
6
Zhang, Lan
6
Andreou, Elena
5
Asai, Manabu
5
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
NBER working paper series
3,064
Working paper / National Bureau of Economic Research, Inc.
2,667
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2,640
Energy economics
2,037
Working paper
1,674
International journal of forecasting
1,639
Discussion paper / Centre for Economic Policy Research
1,541
CESifo working papers
1,426
Finance research letters
1,390
IMF working papers
1,371
Applied economics
1,297
Policy research working paper : WPS
1,127
SpringerLink / Bücher
1,091
Journal of banking & finance
1,088
Economic modelling
1,053
Applied economics letters
1,000
Journal of international money and finance
985
Economics letters
962
Journal of forecasting
914
International review of financial analysis
897
International Journal of Energy Economics and Policy : IJEEP
869
International review of economics & finance : IREF
802
Technological forecasting & social change : an international journal
784
IMF working paper
780
Discussion papers / CEPR
773
Discussion paper series / IZA
751
World Bank E-Library Archive
707
Intereconomics : review of European economic policy
693
Research in international business and finance
687
CESifo Working Paper
666
Journal of international financial markets, institutions & money
632
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
631
Discussion paper / Tinbergen Institute
630
The North American journal of economics and finance : a journal of financial economics studies
613
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
595
CESifo Working Paper Series
588
World Bank Policy Research Working Paper
572
Edward Elgar E-Book Archive
563
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
696
Showing
1
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10
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696
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1
Empirical evidence on the importance of aggregation, asymmetry, and jumps for
volatility
prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
2
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
3
Volatillity forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
4
On loss functions and ranking forecasting performances of multivariate
volatility
models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
5
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
6
Stock return and cash flow predictability : the role of
volatility
risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
7
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
8
Consistent ranking of
volatility
models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
Saved in:
9
Forecasting S&P 100
volatility
: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
10
Predicting the VIX and the
volatility
risk premium : the role of short-run funding spreads
Volatility
Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
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