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Forecasting model
Börsenkurs
52,642
Share price
51,117
Volatility
41,064
Volatilität
40,795
Kapitaleinkommen
39,489
Capital income
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Prognoseverfahren
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Behavioural finance
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CAPM
8,392
ARCH-Modell
7,566
ARCH model
7,473
Ankündigungseffekt
6,815
Announcement effect
6,760
Risk
6,070
Finanzmarkt
5,991
Risiko
5,969
Terrorismus
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Financial market
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Wechselkurs
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Exchange rate
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Terrorism
5,597
Zeitreihenanalyse
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Gupta, Rangan
164
Ma, Feng
97
McMillan, David G.
79
Pierdzioch, Christian
77
Zhang, Yaojie
54
McAleer, Michael
53
Wang, Yudong
52
Bollerslev, Tim
51
Diebold, Francis X.
44
Timmermann, Allan
42
Wohar, Mark E.
42
Zaremba, Adam
42
Guidolin, Massimo
41
Bouri, Elie
39
Liang, Chao
39
Salisu, Afees A.
37
Zhou, Guofu
35
Narayan, Paresh Kumar
33
Wei, Yu
30
Lux, Thomas
29
Caporin, Massimiliano
28
Clements, Adam
26
Jiang, Fuwei
26
Medeiros, Marcelo C.
26
Zhou, Hao
26
Christoffersen, Peter F.
25
Andersen, Torben
24
Degiannakis, Stavros
24
Gallo, Giampiero M.
24
Ghysels, Eric
24
Wang, Jiqian
24
Demirer, Rıza
22
Li, Yan
22
Pesaran, M. Hashem
22
Bekaert, Geert
21
Engle, Robert F.
21
Lu, Xinjie
21
Prokopczuk, Marcel
21
Asai, Manabu
20
Bonato, Matteo
20
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Federal Reserve Bank of San Francisco
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Birkbeck College / Department of Economics
3
Federal Reserve System / Division of Research and Statistics
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Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of Cleveland
2
Institut für Höhere Studien
2
Institute of Finance and Accounting <London>
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bonn Graduate School of Economics
1
Books on Demand GmbH <Norderstedt>
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Deutschland / Bundeskriminalamt
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
IGI Global
1
INSEAD
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Institut for Finansiering <Frederiksberg>
1
Institut für Industriebetriebsforschung <Hamburg>
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
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Finance research letters
233
International journal of forecasting
183
Journal of forecasting
181
International review of financial analysis
144
Energy economics
140
Journal of empirical finance
135
Journal of banking & finance
128
International review of economics & finance : IREF
111
Journal of financial economics
102
The North American journal of economics and finance : a journal of financial economics studies
94
Applied economics
89
Economic modelling
86
Journal of econometrics
83
Pacific-Basin finance journal
79
NBER working paper series
70
The European journal of finance
65
Applied financial economics
63
Applied economics letters
60
Quantitative finance
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
The journal of futures markets
54
Journal of international financial markets, institutions & money
53
NBER Working Paper
53
Working paper
51
Computational economics
50
Economics letters
50
Research in international business and finance
50
Working paper / National Bureau of Economic Research, Inc.
50
Discussion paper / Tinbergen Institute
46
Management science : journal of the Institute for Operations Research and the Management Sciences
46
The review of financial studies
46
Journal of risk and financial management : JRFM
44
Department of Economics working paper series
43
International journal of finance & economics : IJFE
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Financial innovation : FIN
41
Journal of financial markets
39
CREATES research paper
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Journal of economic dynamics & control
34
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ECONIS (ZBW)
8,740
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1
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10
of
8,740
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1
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
2
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:
3
Realized skewness and the short-term predictability for aggregate stock market
volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
4
Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard
-
2016
Persistent link: https://www.econbiz.de/10012991280
Saved in:
5
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:
6
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:
7
Forecasting stock market
volatility
using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
Saved in:
8
Forecasting the U.S. stock
volatility
: an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
9
Forecasting JSE and AEX
volatility
with GARCH models
Cheteni, Priviledge
;
Matsongoni, Herrison
;
Umejesi, …
- In:
African journal of business and economic research : AJBER
18
(
2023
)
4
,
pp. 461-473
Persistent link: https://www.econbiz.de/10014574435
Saved in:
10
Energy-related uncertainty and international stock market
volatility
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 280-293
Persistent link: https://www.econbiz.de/10014631538
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