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Forecasting model
Volatility
388
Volatilität
381
high-frequency data
379
High-frequency data
349
Börsenkurs
250
Schätzung
247
Share price
239
Estimation
235
Zeitreihenanalyse
229
Time series analysis
221
Theorie
213
Theory
202
Capital income
171
Kapitaleinkommen
171
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148
Prognoseverfahren
127
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117
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113
Schätztheorie
101
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100
central limit theorem
90
ARCH-Modell
78
ARCH model
77
Aktienmarkt
73
Stock market
70
High-Frequency Data
69
Stochastischer Prozess
68
Noise Trading
67
Stochastic process
67
Finanzmarkt
64
Noise trading
64
Financial market
60
Market microstructure noise
57
Nichtparametrisches Verfahren
55
Ankündigungseffekt
53
Correlation
53
Korrelation
52
Nonparametric statistics
52
jumps
47
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Article
101
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24
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Article in journal
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Graue Literatur
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Non-commercial literature
24
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Working Paper
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English
125
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Bollerslev, Tim
7
Ma, Feng
6
Lai, Yu-Sheng
5
Xu, Yongdeng
4
Bauwens, Luc
3
Dijk, Dick van
3
Gong, Xue
3
Huang, Dengshi
3
Martens, Martin
3
Patton, Andrew J.
3
Quaedvlieg, Rogier
3
Todorov, Viktor
3
Andersen, Torben
2
Chen, Yi-Ting
2
Deschamps, Bruno
2
Dyussekeneva, Karima
2
Glocker, Christian
2
Goodwin, Paul
2
Halbleib, Roxana
2
Huang, Yisu
2
Ioannidis, Christos
2
Izzeldin, Marwan
2
Ka, Kook
2
Karanasos, Menelaos
2
Liu, Xiaoquan
2
Medeiros, Marcelo C.
2
Meeran, Sheik
2
Mettenheim, Hans-Jörg von
2
Nolte, Ingmar
2
Papavassiliou, Vassilios G.
2
Pooter, Michiel de
2
Qu, Hui
2
Sun, Edward W.
2
Tsionas, Efthymios G.
2
Voev, Valeri
2
Wang, Jiqian
2
Wang, Tianyang
2
Wegmüller, Philipp
2
Yfanti, Stavroula
2
Zhang, Weiguo
2
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Gottfried Wilhelm Leibniz Universität Hannover
1
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International journal of forecasting
7
Journal of econometrics
5
Journal of forecasting
5
Energy economics
4
Applied economics
3
Applied economics letters
3
Discussion paper / Tinbergen Institute
3
Econometrics : open access journal
3
Economic modelling
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Cardiff economics working papers
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of financial economics
2
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
2
Quantitative finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Technological forecasting & social change : an international journal
2
The journal of futures markets
2
Annals of economics and statistics
1
BOK working paper
1
Bulletin of economic research
1
Business horizons
1
CFS working paper series
1
CREATES research paper
1
China economic review : an international journal
1
China finance review international
1
Computational economics
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
ERID working paper
1
Econometric reviews
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FAU discussion papers in economics
1
Finance research letters
1
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ECONIS (ZBW)
125
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1
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Modeling seasonality in new product diffusion
Peers, Yuri
;
Fok, Dennis
;
Franses, Philip Hans
- In:
Marketing science : the marketing journal of the …
31
(
2012
)
2
,
pp. 351-364
Persistent link: https://www.econbiz.de/10009548691
Saved in:
4
The challenges of pre-launch forecasting of adoption time series for new durable products
Goodwin, Paul
;
Meeran, Sheik
;
Dyussekeneva, Karima
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 1082-1097
Persistent link: https://www.econbiz.de/10010517769
Saved in:
5
The use of analogies in forecasting the annual sales of new electronics products
Goodwin, Paul
;
Dyussekeneva, Karima
;
Meeran, Sheik
- In:
IMA journal of management mathematics
24
(
2013
)
4
,
pp. 407-422
Persistent link: https://www.econbiz.de/10009789416
Saved in:
6
Diffusion of multi-generational high-technology products
Shi, Xiaohui
;
Fernandes, Kiran
;
Pattarin Chumnumpan
- In:
Technovation : the international journal of …
34
(
2014
)
3
,
pp. 162-176
Persistent link: https://www.econbiz.de/10010399503
Saved in:
7
Network traces on penetration : uncovering degree distribution from adoption data
Dover, Yaniv
;
Goldenberg, Jacob
;
Shapira, Daniel
- In:
Marketing science : the marketing journal of the …
31
(
2012
)
4
,
pp. 689-712
Persistent link: https://www.econbiz.de/10009614313
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8
Forecasting in telecommunications and ICT : a review
Meade, Nigel
;
Islam, Towhidul
- In:
International journal of forecasting
31
(
2015
)
4
,
pp. 1105-1126
Persistent link: https://www.econbiz.de/10011474916
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9
A novel diffusion-based model for estimating cases, and fatalities in epidemics : the case of COVID-19
Eryarsoy, Enes
;
Delen, Dursun
;
Davazdahemami, Behrooz
; …
- In:
Journal of business research : JBR
124
(
2021
),
pp. 163-178
Persistent link: https://www.econbiz.de/10012493848
Saved in:
10
Forecasting branded and generic pharmaceuticals
Nikolopoulos, Konstantinos
;
Buxton, Samantha
;
Khammash, …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 344-357
Persistent link: https://www.econbiz.de/10011596831
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