//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Internet information arrival a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
GARCH
2,392
ARCH-Modell
1,054
ARCH model
1,012
Volatility
852
Volatilität
784
Schätzung
466
Estimation
456
Börsenkurs
395
Share price
384
Kapitaleinkommen
311
Capital income
307
Theorie
307
Theory
280
Zeitreihenanalyse
273
Time series analysis
263
Aktienmarkt
234
Stock market
232
Prognoseverfahren
224
volatility
204
Risikomaß
147
Risk measure
147
Schätztheorie
144
Estimation theory
140
Exchange rate
138
Wechselkurs
136
EGARCH
117
Welt
95
World
91
Aktienindex
86
ARCH
84
Stock index
83
Portfolio selection
81
Portfolio-Management
80
Financial crisis
79
Finanzkrise
75
USA
75
Finanzmarkt
71
Financial market
69
Value-at-Risk
69
more ...
less ...
Online availability
All
Undetermined
103
Free
64
Type of publication
All
Article
174
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
171
Aufsatz in Zeitschrift
171
Graue Literatur
39
Non-commercial literature
39
Arbeitspapier
36
Working Paper
36
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
214
German
1
Author
All
Gupta, Rangan
6
Ardia, David
5
Chlebus, Marcin
5
Mittnik, Stefan
5
Claessen, Holger
4
Segnon, Mawuli
4
Walther, Thomas
4
Bluteau, Keven
3
Choudhry, Taufiq
3
Clark, Todd E.
3
Lazar, Emese
3
Liu, Hung-Chun
3
Lux, Thomas
3
Lönnbark, Carl
3
Ravazzolo, Francesco
3
Zhang, Yuanyuan
3
Afonso, António
2
Alexander, Carol
2
Barigozzi, Matteo
2
Buczyński, Mateusz
2
Cardós, Manuel
2
Ding, Yashuang
2
Dufays, Arnaud
2
Fantazzini, Dean
2
Gatheral, Jim
2
Hallin, Marc
2
Hol Uspensky, Eugenie
2
Hoogerheide, Lennart
2
Hoogerheide, Lennart F.
2
Iqbal, Farhat
2
Ivashchenko, Sergey
2
Jaisson, Thibault
2
Jalles, João Tovar
2
Kiss, Tamás
2
Klein, Tony
2
Koopman, Siem Jan
2
Kourentzes, Nikolaos
2
Kumar, Dilip
2
Lee, Chien-chiang
2
Lilla, Francesca
2
more ...
less ...
Published in...
All
Energy economics
7
International journal of forecasting
7
Working papers
7
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of econometrics
5
Applied economics
4
Economics letters
4
Journal of empirical finance
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
The European journal of finance
4
Computational economics
3
Discussion paper / Tinbergen Institute
3
Finance research letters
3
International journal of economics and finance
3
International journal of financial research
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
Theoretical economics letters
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
2
CFS working paper series
2
Cambridge working papers in economics
2
Department of Economics working paper series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Financial innovation : FIN
2
Finmap working paper
2
Journal of banking & finance
2
Journal of time series econometrics
2
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
Quantitative finance
2
Studies in economics and finance
2
The North American journal of economics and finance : a journal of theory and practice
2
Theoretical and applied economics : GAER review
2
Working paper
2
Working papers on finance
2
AWI discussion paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
215
Showing
1
-
10
of
215
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
;
Ghulam, Younis Ahmed
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
2
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
Saved in:
3
Volatility persistence in the presence of structural breaks in the Indian banking sector
Kumar, Dilip
;
Maheswaran, S.
- In:
Paradigm : the journal of Institute of Management Technology
15
(
2011
)
1/2
,
pp. 8-17
Persistent link: https://www.econbiz.de/10011758435
Saved in:
4
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
Saved in:
5
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
6
Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
40
(
2013
)
1/2
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
Saved in:
7
The economic impact of daily volatility persistence on energy markets
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014426848
Saved in:
8
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
9
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
10
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->