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Estimation
Börsenkurs
52,487
Share price
50,961
Prognoseverfahren
41,207
Volatility
40,903
Volatilität
40,635
Forecasting model
40,213
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39,373
Capital income
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11,046
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9,726
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8,462
ARCH-Modell
7,889
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7,787
Prognose
7,213
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6,905
Forecast
6,893
Ankündigungseffekt
6,830
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6,775
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Risk
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6,579
Finanzmarkt
6,361
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6,265
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Gupta, Rangan
152
Caporale, Guglielmo Maria
138
McAleer, Michael
102
Pierdzioch, Christian
96
Gil-Alaña, Luis A.
83
Zaremba, Adam
73
Marcellino, Massimiliano
64
Pesaran, M. Hashem
61
Bollerslev, Tim
60
McMillan, David G.
59
Hautsch, Nikolaus
53
Engle, Robert F.
52
Narayan, Paresh Kumar
52
Härdle, Wolfgang
51
Döpke, Jörg
50
Wohar, Mark E.
50
Belke, Ansgar
49
Timmermann, Allan
49
Cheung, Yin-Wong
47
Todorov, Viktor
47
Bohl, Martin T.
46
Diebold, Francis X.
46
Herwartz, Helmut
46
Tiwari, Aviral Kumar
44
Bouri, Elie
41
Bali, Turan G.
40
Koopman, Siem Jan
40
Balcilar, Mehmet
38
Ghysels, Eric
38
Kapetanios, George
37
Ma, Feng
37
Campbell, John Y.
35
Allen, David E.
34
Bahmani-Oskooee, Mohsen
34
Theissen, Erik
34
Caporin, Massimiliano
33
Chang, Chia-Lin
31
Wang, Yudong
31
Xuan Vinh Vo
31
Zhou, Guofu
31
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National Bureau of Economic Research
263
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Weltwirtschaft
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Ekonomiska forskningsinstitutet <Stockholm>
9
Federal Reserve Bank of St. Louis
9
Federal Reserve System / Division of Research and Statistics
9
Verlag Dr. Kovač
8
Springer Fachmedien Wiesbaden
6
University of Canterbury / Dept. of Economics and Finance
6
Zentrum für Europäische Wirtschaftsforschung
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Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Shaker Verlag
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Centre for Quantitative Economics & Computing
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
4
Federal Reserve Bank of Cleveland
4
Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
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University of Chicago / Center for Research in Security Prices
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University of Exeter / Department of Economics
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Österreichisches Institut für Wirtschaftsforschung
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Centre for Analytical Finance <Århus>
3
Forschungsinstitut zur Zukunft der Arbeit
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Internationaler Währungsfonds / Research Department
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Kansantaloustieteen Laitos <Tampere>
3
National Institute of Economic and Social Research
3
Queen Mary College / Department of Economics
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School of Accounting, Finance and Economics <Perth, Western Australia>
3
School of Economics, Mathematics and Statistics <London>
3
Technische Universität Dresden
3
Türkiye Cumhuriyet Merkez Bankası
3
University of Reading / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Berliner Handels- und Frankfurter Bank
2
Bonn Graduate School of Economics
2
Business Information Centre <Toronto>
2
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Finance research letters
294
Applied economics
282
Working paper / National Bureau of Economic Research, Inc.
268
NBER working paper series
258
International review of economics & finance : IREF
240
International review of financial analysis
240
Applied economics letters
235
Economic modelling
229
Journal of banking & finance
224
NBER Working Paper
224
Applied financial economics
215
Energy economics
205
Journal of empirical finance
193
The North American journal of economics and finance : a journal of financial economics studies
186
International journal of forecasting
165
Journal of econometrics
164
Discussion paper / Centre for Economic Policy Research
163
Journal of financial economics
162
Research in international business and finance
152
Journal of international financial markets, institutions & money
151
Journal of international money and finance
150
CESifo working papers
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Working paper
140
The European journal of finance
126
Economics letters
124
Journal of forecasting
118
Pacific-Basin finance journal
110
The journal of futures markets
102
Journal of risk and financial management : JRFM
101
International journal of finance & economics : IJFE
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
Discussion paper / Tinbergen Institute
92
International journal of economics and finance
91
Review of quantitative finance and accounting
90
Finance and economics discussion series
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Research paper series / Swiss Finance Institute
72
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
2
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EconStor
1
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1
Multivariate
volatility
forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
2
A latent dynamic factor approach to forecasting multivariate stock market
volatility
Gribisch, Bastian
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
Saved in:
3
A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns
Haas, Markus
;
Liu, Ji-Chun
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011897499
Saved in:
4
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
Saved in:
5
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
Saved in:
6
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
7
Estimation of
volatility
and correlation with multivariate generalized autoregressive conditional heteroskedasticity models : an application to Moroccan stock markets
Belasri, Yassine
;
Ellaia, Rachid
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 384-396
Persistent link: https://www.econbiz.de/10011789279
Saved in:
8
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
9
Investigating
volatility
transmission across international equity markets using multivariate fractional models
Saâdaoui, Foued
;
Ghadhab, Imen
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2139-2157
Persistent link: https://www.econbiz.de/10014259113
Saved in:
10
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
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