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Forecasting model
Theorie
622,080
Theory
606,994
USA
44,535
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43,370
Volatility
40,397
Volatilität
40,220
Schätzung
35,415
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14,229
Wirtschaftswachstum
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Kapitaleinkommen
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Capital income
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Economic growth
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Spieltheorie
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Game theory
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Stochastischer Prozess
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Stochastic process
11,541
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11,350
Finanzmarkt
10,996
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Gupta, Rangan
150
Diebold, Francis X.
131
Timmermann, Allan
100
Franses, Philip Hans
90
Clark, Todd E.
87
Ma, Feng
86
Marcellino, Massimiliano
81
Clements, Michael P.
77
Pierdzioch, Christian
74
Swanson, Norman R.
65
McAleer, Michael
63
Ravazzolo, Francesco
61
Hyndman, Rob J.
58
Bollerslev, Tim
54
Pesaran, M. Hashem
54
Hendry, David F.
53
McCracken, Michael W.
53
Koop, Gary
51
Kilian, Lutz
48
Koopman, Siem Jan
48
Wang, Yudong
47
Giannone, Domenico
45
Schorfheide, Frank
45
Zhang, Yaojie
44
Dijk, Dick van
41
Ghysels, Eric
40
Dijk, Herman K. van
39
Korobilis, Dimitris
39
McMillan, David G.
39
Patton, Andrew J.
39
Granger, C. W. J.
38
Härdle, Wolfgang
38
Shin, Minchul
36
Armstrong, J. Scott
35
Christoffersen, Peter F.
35
Rossi, Barbara
35
Fildes, Robert
34
Gallo, Giampiero M.
34
Liang, Chao
34
Makridakis, Spyros G.
34
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National Bureau of Economic Research
108
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9
European University Institute / Department of Law
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Economics
5
Federal Reserve System / Division of Research and Statistics
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Centre for International Research on Economic Tendency Surveys
4
Christian-Albrechts-Universität zu Kiel
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of San Francisco
4
IGI Global
4
Rutgers University / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
Brown University / Department of Economics
3
Erasmus Research Institute of Management
3
Robert Schuman Centre for Advanced Studies
3
School of Economics and Finance <Brisbane>
3
The Wharton Financial Institutions Center
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
University of Canterbury / Dept. of Economics and Finance
3
Verlag Dr. Kovač
3
Akademia Ekonomiczna w Krakowie
2
Boston College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Fachhochschule Jena / Fachbereich Betriebswirtschaft
2
Federal Reserve Bank of Cleveland
2
Federal Reserve System / Board of Governors
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
Forschungsinstitut zur Zukunft der Arbeit
2
INSEAD
2
Institut für Höhere Studien
2
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International journal of forecasting
770
Journal of forecasting
510
Energy economics
170
Journal of econometrics
157
Finance research letters
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economic modelling
120
European journal of operational research : EJOR
118
Applied economics
115
Discussion paper / Tinbergen Institute
112
International review of financial analysis
108
Journal of empirical finance
102
Computational economics
99
Journal of banking & finance
99
Economics letters
95
NBER working paper series
95
NBER Working Paper
94
Discussion paper / Centre for Economic Policy Research
92
Working paper / National Bureau of Economic Research, Inc.
92
Working paper
88
International review of economics & finance : IREF
87
Applied economics letters
86
The North American journal of economics and finance : a journal of financial economics studies
85
Technological forecasting & social change : an international journal
78
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Journal of applied econometrics
74
Risks : open access journal
72
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The European journal of finance
67
Quantitative finance
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
CESifo working papers
58
Journal of economic dynamics & control
55
The journal of futures markets
54
CREATES research paper
53
International journal of production economics
53
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
Journal of international money and finance
52
Journal of risk and financial management : JRFM
51
SFB 649 discussion paper
50
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ECONIS (ZBW)
15,898
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1
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1
Early news is good news : the effects of market opening on market
volatility
Gallo, Giampiero M.
;
Pacini, Barbara
-
1998
Persistent link: https://www.econbiz.de/10000993737
Saved in:
2
The quality of market
volatility
forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
3
Early news is good news : the effects of market opening on market
volatility
Gallo, Giampiero M.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
4
Persistent link: https://www.econbiz.de/10001769681
Saved in:
4
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
5
Early news is good news : the effects of market opening on market
volatility
Gallo, Giampiero M.
;
Pacini, Barbara
-
1998
Persistent link: https://www.econbiz.de/10013420167
Saved in:
6
Predicting
volatility
of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
7
Implied
volatility
smirk and future stock returns : evidence from the German market
Mo, Di
;
Todorova, Neda
;
Gupta, Rakesh
- In:
Managerial finance
41
(
2015
)
12
,
pp. 1357-1379
Persistent link: https://www.econbiz.de/10011504242
Saved in:
8
Implied
volatility
index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
9
Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index
Jothimani, Dhanya
;
Shankar, Ravi
;
Yadav, Surendra S.
- In:
Journal of financial management and analysis : …
28
(
2015
)
2
,
pp. 35-49
Persistent link: https://www.econbiz.de/10011535334
Saved in:
10
On forecasting Taiwanese stock index option prices : the role of implied
volatility
index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
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