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~isPartOf:"Journal of forecasting"
~subject:"Volatilität"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
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Volatilität
Forecasting model
153
Prognoseverfahren
153
Volatility
131
Theorie
78
Theory
78
ARCH model
59
ARCH-Modell
59
Capital income
43
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So, Mike Ka-pui
5
Wang, Yudong
5
Gupta, Rangan
4
Ma, Feng
4
Song, Yuping
4
Zhang, Yaojie
4
Brooks, Chris
3
Chen, Cathy W. S.
3
McMillan, David G.
3
Tang, Xiaolong
3
Abraham, Bovas
2
Balakrishna, N.
2
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2
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2
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2
Cepni, Oguzhan
2
Chen, Langnan
2
Clements, Adam
2
Demirer, Rıza
2
Han, Heejoon
2
He, Mengxi
2
Ji, Qiang
2
Karathanasopoulos, Andreas
2
Lin, Edward M. H.
2
Ma, Zhiren
2
Park, Myung D.
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Speight, Alan E. H.
2
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2
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2
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2
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2
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2
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2
Abdullah, Mat Yusoff
1
Abu-Mostafa, Yaser S.
1
Acosta, Lesley M.
1
Ahmad, Muhammad Idrees
1
Amendola, Alessandra
1
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Journal of forecasting
Energy economics
642
Finance research letters
588
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
International Journal of Energy Economics and Policy : IJEEP
171
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
158
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
International journal of forecasting
145
The review of financial studies
126
Computational economics
119
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
131
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1
The forecasting efficacy of risk-neutral mopments for crude oil
volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
Saved in:
2
Cross-section stock return and implied covariance between jump and diffusive
volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
3
Real-time pricing of options on currency futures with artificial neural networks
Spreckelsen, Christian von
;
Mettenheim, Hans-Jörg von
; …
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 419-432
Persistent link: https://www.econbiz.de/10010425541
Saved in:
4
Moving beyond
Volatility
Index (VIX) : HARnessing the term structure of implied
volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
5
Parallel architecture of CNN-bidirectional LSTMs for implied
volatility
forecast
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10013465682
Saved in:
6
A multiplicative error model with heterogeneous components for forecasting realized
volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
7
Modeling and forecasting realized
volatility
in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
Saved in:
8
Model uncertainty and forecast combination in high-dimensional multivariate
volatility
prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
9
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
10
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
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