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~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Volatilität
Zeitreihenanalyse
Theorie
421
Theory
421
Capital income
115
Kapitaleinkommen
115
Estimation
100
Schätzung
100
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94
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Baillie, Richard
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2
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2
Wu, Chongfeng
2
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1
Ammann, Manuel
1
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1
Arakelian, V.
1
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1
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Journal of empirical finance
International journal of forecasting
767
Journal of forecasting
517
Journal of econometrics
483
Economics letters
407
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
366
NBER working paper series
295
Working paper / National Bureau of Economic Research, Inc.
286
NBER Working Paper
280
Discussion paper / Tinbergen Institute
262
Economic modelling
216
Econometric theory
208
Applied economics
200
Discussion paper / Centre for Economic Policy Research
193
Econometric reviews
188
Working paper
183
Journal of economic dynamics & control
169
Finance research letters
168
Journal of banking & finance
166
Journal of applied econometrics
162
Computational economics
160
Applied economics letters
157
European journal of operational research : EJOR
147
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Energy economics
145
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
143
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
143
CREATES research paper
127
Journal of international money and finance
126
CESifo working papers
115
Working paper / Department of Econometrics and Business Statistics, Monash University
114
Journal of financial economics
113
International review of financial analysis
108
Risks : open access journal
103
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
102
The European journal of finance
100
International review of economics & finance : IREF
99
SFB 649 discussion paper
99
International journal of theoretical and applied finance
95
Macroeconomic dynamics
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ECONIS (ZBW)
150
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1
Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Saved in:
2
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
3
Volatility of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
4
It takes a model to beat a model : volatility bounds
Liu, Ludan
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 80-110
Persistent link: https://www.econbiz.de/10003693004
Saved in:
5
Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
Saved in:
6
"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 102-119
Persistent link: https://www.econbiz.de/10003943949
Saved in:
7
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
8
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
9
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
10
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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