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Forecasting model
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64
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International journal of forecasting
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882
Finance research letters
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Technological forecasting & social change : an international journal
332
Energy economics
318
Applied economics
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Journal of econometrics
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European journal of operational research : EJOR
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Applied economics letters
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International review of financial analysis
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Economics letters
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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Working paper series / European Central Bank
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Computational economics
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Journal of applied econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
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International journal of production economics
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IMF working papers
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International journal of production research
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Risks : open access journal
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Journal of risk and financial management : JRFM
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Journal of financial economics
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Applied financial economics
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ECB Working Paper
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Finance and economics discussion series
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Pacific-Basin finance journal
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ECONIS (ZBW)
40,222
RePEc
9
BASE
1
Other ZBW resources
1
Showing
1
-
10
of
40,233
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving
volatility
forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano
;
Mattera, Raffaele
;
Cozzucoli, …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
7
,
pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
Saved in:
2
Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.
;
Diebold, Francis X.
;
Mariano, …
-
2007
Persistent link: https://www.econbiz.de/10003729191
Saved in:
3
Average idiosyncratic
volatility
in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
4
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
5
Volatility
forecast comparison using imperfect
volatility
proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
6
A multivariate nonparametric test for return and
volatility
timing
Marquering, Wessel A.
;
Verbeek, Marno
- In:
Finance research letters
1
(
2004
)
4
,
pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
Saved in:
7
Estimating and predicting multivariate
volatility
thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
8
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo
;
Engle, Robert F.
-
2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic
volatility
; Long …
Persistent link: https://www.econbiz.de/10003821063
Saved in:
9
Expected returns and
volatility
of Fama-French factors
Chabi-Yo, Fousseni
-
2009
-
This version: September 25, 2009
Persistent link: https://www.econbiz.de/10003887678
Saved in:
10
Option pricing under stochastic
volatility
and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
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