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Forecasting model
Volatility
40,904
Volatilität
39,815
Taiwan
14,160
Theorie
11,239
Theory
11,209
Börsenkurs
10,349
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10,315
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9,062
Estimation
9,020
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7,391
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7,390
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6,429
ARCH model
6,419
Aktienmarkt
6,415
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6,388
Welt
4,932
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4,926
World
4,914
United States
4,879
Wechselkurs
4,810
Exchange rate
4,804
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3,892
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3,876
Option pricing theory
3,864
Stochastischer Prozess
3,859
Stochastic process
3,852
Zeitreihenanalyse
3,271
Time series analysis
3,255
Market microstructure
3,228
China
3,061
Marktmikrostruktur
3,040
Risk
2,700
volatility
2,645
Risiko
2,631
Finanzmarkt
2,490
Financial market
2,485
Spillover-Effekt
2,381
Spillover effect
2,377
Oil price
2,367
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2,465
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2,382
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605
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605
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53
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Conference paper
6
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6
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5
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4
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3
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3
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3
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English
3,860
German
19
French
2
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1
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Gupta, Rangan
120
Ma, Feng
82
McAleer, Michael
54
Pierdzioch, Christian
47
Bollerslev, Tim
45
Zhang, Yaojie
40
Liang, Chao
33
Wang, Yudong
33
Diebold, Francis X.
32
Bouri, Elie
29
Wei, Yu
29
Lux, Thomas
27
Salisu, Afees A.
27
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Engle, Robert F.
21
Asai, Manabu
20
Medeiros, Marcelo C.
20
Bonato, Matteo
18
Molnár, Peter
18
Patton, Andrew J.
18
Chan, Joshua
17
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Kumar, Dilip
15
Wu, Xinyu
15
Ji, Qiang
14
Marcellino, Massimiliano
14
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National Bureau of Economic Research
17
Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Jingji-Yanjiusuo <Taipeh>
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
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International journal of forecasting
127
Energy economics
117
Finance research letters
116
Journal of forecasting
116
International review of financial analysis
74
International review of economics & finance : IREF
61
Economic modelling
58
The North American journal of economics and finance : a journal of financial economics studies
55
Applied economics
53
Journal of empirical finance
53
Journal of econometrics
49
Journal of banking & finance
48
Department of Economics working paper series
38
Quantitative finance
35
The journal of futures markets
35
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Working paper
33
The European journal of finance
32
Discussion paper / Tinbergen Institute
30
Applied financial economics
29
Pacific-Basin finance journal
29
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Journal of risk and financial management : JRFM
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Economics letters
22
Journal of financial economics
22
Research in international business and finance
22
Computational economics
20
Journal of applied econometrics
19
Risks : open access journal
19
CREATES research paper
17
Finance and economics discussion series
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Financial innovation : FIN
16
Journal of economic dynamics & control
16
NBER working paper series
16
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ECONIS (ZBW)
3,882
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1
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3,882
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1
Order flow, bid–ask spread and trading density in foreign exchange markets
Chen, Shikuan
;
Chien, Chih-Chung
;
Chang, Ming-Jen
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 597-612
Persistent link: https://www.econbiz.de/10009511764
Saved in:
2
Volatility
forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
3
Realized
volatility
forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
4
How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.
;
Chen, Jing
;
Williams, Julian
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
Saved in:
5
Multifractal models, intertrade durations and return
volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
6
Forecasting
volatility
with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664660
Saved in:
7
Realized
volatility
forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
8
Forecasting
volatility
with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Saved in:
9
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
10
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
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