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~subject:"CAPM"
~subject:"Stochastischer Prozess"
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CAPM
Stochastischer Prozess
Theorie
Volatility
131
Volatilität
131
Forecasting model
121
Prognoseverfahren
121
Theory
62
ARCH model
57
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Brooks, Chris
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1
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1
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1
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Journal of forecasting
NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
247
NBER Working Paper
233
Journal of econometrics
204
Finance research letters
193
International journal of theoretical and applied finance
190
Journal of banking & finance
188
Journal of empirical finance
136
Economic modelling
133
Quantitative finance
133
Journal of economic dynamics & control
130
Journal of financial economics
128
International review of financial analysis
127
International review of economics & finance : IREF
120
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117
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116
Economics letters
114
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109
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108
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108
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104
The European journal of finance
98
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92
Mathematical finance : an international journal of mathematics, statistics and financial theory
92
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90
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of international money and finance
87
International journal of forecasting
81
The review of financial studies
80
Applied financial economics
78
The journal of finance : the journal of the American Finance Association
76
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75
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74
Journal of risk and financial management : JRFM
74
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The journal of futures markets
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ECONIS (ZBW)
66
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1
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
2
Forecasting
volatility
of emerging stock markets : linear versus non-linear GARCH models
Gokcan, Suleyman
- In:
Journal of forecasting
19
(
2000
)
6
,
pp. 499-504
Persistent link: https://www.econbiz.de/10001531942
Saved in:
3
Forecasting stock return
volatility
: the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
4
Volatility
forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
5
Forecasting global stock market
volatility
: the impact of
volatility
spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
6
Policy uncertainty and stock market
volatility
revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
7
Forecasting international equity market
volatility
: a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
8
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
9
Volatility
forecasting for stock market incorporating macroeconomic variables based on GARCH-MIDAS and deep learning models
Song, Yuping
;
Tang, Xiaolong
;
Wang, Hemin
;
Ma, Zhiren
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10013465760
Saved in:
10
International equity flows and the predictability of US stock returns
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
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