Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatilität
792
Volatility
791
USA
389
United States
386
Theorie
277
Theory
277
Preis
236
Börsenkurs
235
Share price
235
Price
220
Estimation
209
Schätzung
209
Capital income
161
Kapitaleinkommen
161
Stock market
144
Aktienmarkt
143
Welt
135
World
135
ARCH model
109
ARCH-Modell
109
Wechselkurs
100
Exchange rate
99
Risk
78
Spillover effect
78
Spillover-Effekt
78
Business cycle
77
Konjunktur
77
Risiko
75
Bildung
73
Prognoseverfahren
73
Education
72
Financial market
64
Finanzmarkt
64
Schock
61
Shock
61
Portfolio selection
50
Portfolio-Management
50
Financial crisis
49
Finanzkrise
49
more ...
less ...
Online availability
All
Undetermined
53
Free
10
Type of publication
All
Article
55
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Arbeitspapier
18
Working Paper
18
Graue Literatur
15
Non-commercial literature
15
Language
All
English
Author
All
Gupta, Rangan
5
Diebold, Francis X.
4
Pierdzioch, Christian
4
Andersen, Torben
3
Bollerslev, Tim
3
Christoffersen, Peter F.
3
Dai, Zhifeng
3
Qiao, Gaoxiu
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Engle, Robert F.
2
Kok Haur Ng
2
Li, Weiping
2
Liu, Li
2
Nonejad, Nima
2
Risse, Marian
2
Tiwari, Aviral Kumar
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Allen, David E.
1
Anjum, Hassan
1
Asai, Manabu
1
Azibi, Jamel
1
Bannouh, Karim
1
Bansal, Ravi
1
Bekaert, Geert
1
Bellos, Sotirios K.
1
Bianchi, Francesco
1
Bianconi, Marcelo
1
Brugal, Ivan
1
Campa, José Manuel
1
Candido, Osvaldo
1
Caporin, Massimiliano
1
Chan, Jennifer So Kuen
1
Chan, Jennifer So-kuen
1
Chan, Kam C.
1
Chan, Leo H.
1
Chang, Chia-Lin
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
Energy economics
140
International journal of forecasting
128
Journal of forecasting
119
Finance research letters
116
International review of financial analysis
74
International review of economics & finance : IREF
61
Economic modelling
60
Applied economics
59
Journal of empirical finance
53
Journal of banking & finance
49
Journal of econometrics
49
Department of Economics working paper series
39
Applied economics letters
37
The journal of futures markets
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Working paper
34
Discussion paper / Tinbergen Institute
32
Quantitative finance
31
The European journal of finance
31
International journal of finance & economics : IJFE
29
Applied financial economics
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Journal of risk and financial management : JRFM
24
Pacific-Basin finance journal
24
Research in international business and finance
24
Economics letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Computational economics
22
Journal of financial economics
22
Journal of applied econometrics
19
NBER working paper series
19
Risks : open access journal
19
CREATES research paper
18
International Journal of Energy Economics and Policy : IJEEP
18
Finance and economics discussion series
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
The predictive content of energy futures : an update on petroleum, natural gas, heating oil and gasoline
Chinn, Menzie David
;
LeBlanc, Michael R.
;
Coibion, Olivier
-
2005
Persistent link: https://www.econbiz.de/10002527414
Saved in:
3
Using a free permit rule to forecast the marginal abatement cost of proposed climate policy
Meng, Kyle C.
-
2016
Persistent link: https://www.econbiz.de/10011493333
Saved in:
4
Estimation and identification of merger effects : an application to hospital mergers
Dafny, Leemore S.
-
2005
Persistent link: https://www.econbiz.de/10003139972
Saved in:
5
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
Saved in:
6
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
7
Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1989
Persistent link: https://www.econbiz.de/10000777112
Saved in:
8
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
-
1997
Persistent link: https://www.econbiz.de/10000623860
Saved in:
9
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
10
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
