//--> //--> //--> //-->
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
Modelling exchange rate variat...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
40,378
Volatilität
40,201
Brasilien
36,593
Brazil
27,985
Wechselkurs
27,598
Schock
26,639
Exchange rate
26,392
Shock
25,950
Theorie
25,210
Theory
24,596
Schätzung
16,812
Estimation
16,360
Börsenkurs
11,222
USA
11,146
Share price
11,031
United States
10,648
ARCH-Modell
10,441
ARCH model
10,260
Welt
9,719
Geldpolitik
9,639
World
9,548
Monetary policy
9,249
Kapitaleinkommen
8,315
Capital income
8,279
Aktienmarkt
7,001
Stock market
6,932
Konjunktur
5,941
Wirkungsanalyse
5,825
Business cycle
5,769
Prognoseverfahren
5,768
Impact assessment
5,736
VAR-Modell
5,386
VAR model
5,289
Zeitreihenanalyse
5,199
Time series analysis
5,068
EU-Staaten
4,870
EU countries
4,688
Finanzkrise
4,609
Financial crisis
4,572
more ...
less ...
Online availability
All
Free
2,083
Undetermined
1,858
Type of publication
All
Article
3,372
Book / Working Paper
2,308
Type of publication (narrower categories)
All
Article in journal
3,225
Aufsatz in Zeitschrift
3,225
Graue Literatur
1,109
Non-commercial literature
1,109
Arbeitspapier
1,061
Working Paper
1,061
Aufsatz im Buch
137
Book section
137
Hochschulschrift
127
Thesis
103
Collection of articles of several authors
36
Collection of articles written by one author
36
Sammelwerk
36
Sammlung
36
Bibliografie enthalten
18
Bibliography included
18
Aufsatzsammlung
15
Systematic review
12
Übersichtsarbeit
12
Conference paper
11
Konferenzbeitrag
11
Lehrbuch
7
Textbook
7
Konferenzschrift
6
Bibliografie
3
Case study
3
Fallstudie
3
Festschrift
3
Handbook
3
Handbuch
3
Amtliche Publikation
2
Conference proceedings
2
Glossar enthalten
2
Glossary included
2
Reprint
2
Rezension
2
CD-ROM, DVD
1
Fallstudiensammlung
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
5,571
German
66
French
13
Portuguese
12
Spanish
10
Italian
5
Polish
3
Russian
1
more ...
less ...
Author
All
Gupta, Rangan
122
Ma, Feng
80
McAleer, Michael
67
Pierdzioch, Christian
53
Bollerslev, Tim
45
Zhang, Yaojie
39
Caporin, Massimiliano
37
Diebold, Francis X.
34
Wang, Yudong
33
Liang, Chao
32
Medeiros, Marcelo C.
29
Wei, Yu
29
Bouri, Elie
28
Cheung, Yin-Wong
28
Lux, Thomas
28
Salisu, Afees A.
28
Sarno, Lucio
27
Chinn, Menzie David
26
Christoffersen, Peter F.
26
McMillan, David G.
25
Clements, Adam
24
Degiannakis, Stavros
24
Clark, Todd E.
23
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Engle, Robert F.
21
MacDonald, Ronald
21
Marcellino, Massimiliano
21
Kilian, Lutz
20
Bonato, Matteo
18
Molnár, Peter
18
Patton, Andrew J.
18
Ravazzolo, Francesco
18
Taylor, Mark P.
18
Audrino, Francesco
17
Lu, Xinjie
17
Satchell, Stephen
17
Chan, Joshua
16
more ...
less ...
Institution
All
National Bureau of Economic Research
38
Federal Reserve Bank of St. Louis
7
Gottfried Wilhelm Leibniz Universität Hannover
5
University of Canterbury / Dept. of Economics and Finance
5
Banco Central do Brasil
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Birkbeck College / Department of Economics
2
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
Instituto Valenciano de Investigaciones Económicas
2
International Monetary Fund
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
Georgetown University / Economics Department
1
Handelsbank N. W. Zürich
1
Hochschule für Bankwirtschaft
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Research Department
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Research Seminar in International Economics
1
Rheinische Friedrich-Wilhelms-Universität Bonn
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
1
more ...
less ...
Published in...
All
International journal of forecasting
188
Journal of forecasting
176
Energy economics
121
Finance research letters
112
Applied economics
90
International review of financial analysis
85
Economic modelling
73
International review of economics & finance : IREF
68
Journal of empirical finance
65
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of international money and finance
64
Journal of econometrics
61
Journal of banking & finance
60
Applied economics letters
50
Working paper
45
The European journal of finance
44
Applied financial economics
42
Discussion paper / Tinbergen Institute
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Department of Economics working paper series
38
The journal of futures markets
37
NBER working paper series
36
Computational economics
35
International journal of finance & economics : IJFE
35
Quantitative finance
35
Journal of international financial markets, institutions & money
34
Working paper / National Bureau of Economic Research, Inc.
33
Discussion paper / Centre for Economic Policy Research
32
Economics letters
32
NBER Working Paper
32
Journal of risk and financial management : JRFM
30
Journal of applied econometrics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of financial econometrics
27
Pacific-Basin finance journal
27
Research in international business and finance
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of economic dynamics & control
25
Journal of financial economics
25
Risks : open access journal
24
more ...
less ...
Source
All
ECONIS (ZBW)
5,680
Showing
1
-
10
of
5,680
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting exchange rate
volatility
in
Brazil
: an approach using quantile autoregression
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
-
2017
Persistent link: https://www.econbiz.de/10011944952
Saved in:
2
Forecasting USD-BRL currency rate
volatility
using realized and implied volatilities data
Campani, Carlos Heitor
;
Durães, Assis Gustavo da Silva
- In:
Estudos econômicos : publicação trimestral do …
48
(
2018
)
4
,
pp. 687-719
Persistent link: https://www.econbiz.de/10012056878
Saved in:
3
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
4
Does VIX or volume improve
GARCH
volatility
forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
5
Forecasting VaR using analytic higher moments for
GARCH
processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
6
Modeling and forecasting realized
volatility
in German-Austrian continuous intraday electricity prices
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10011861404
Saved in:
7
Evaluating
volatility
forecasts with ultra-high-frequency data : evidence from the Australian equity market
Zhang, Kai
;
De Mello, Lurion
;
Sadeghi, Mehdi
- In:
Theoretical economics letters
8
(
2018
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011842038
Saved in:
8
Is intraday data useful for forecasting VaR? : the evidence from EUR/PLN exchange rate
Będowska-Sójka, Barbara
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
4
,
pp. 326-346
Persistent link: https://www.econbiz.de/10011962183
Saved in:
9
Forecasting exchange rate
volatility
: the superior performance of conditional combinations of time series and option implied forecasts
Benavides, Guillermo
;
Capistrán Carmona, Carlos
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 627-639
Persistent link: https://www.econbiz.de/10009700616
Saved in:
10
Improving
volatility
forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
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...
//-->