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Forecasting model
Kapitaleinkommen
39,373
Capital income
39,273
Börsenkurs
13,850
Share price
13,820
Theorie
8,174
Aktienmarkt
8,156
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8,121
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8,009
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7,987
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7,289
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7,267
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6,778
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6,765
USA
5,171
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5,119
CAPM
5,094
Prognoseverfahren
4,744
Anlageverhalten
4,109
Behavioural finance
4,101
Risikoprämie
3,034
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3,023
Risk
2,940
Risiko
2,885
Welt
2,836
World
2,819
Investmentfonds
2,647
Investment Fund
2,641
ARCH-Modell
2,332
Ankündigungseffekt
2,329
Announcement effect
2,326
ARCH model
2,322
Zeitreihenanalyse
1,747
Time series analysis
1,738
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China
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15
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Gupta, Rangan
96
McMillan, David G.
56
Pierdzioch, Christian
50
Zaremba, Adam
41
Ma, Feng
40
Wang, Yudong
37
Wohar, Mark E.
37
Zhou, Guofu
33
Guidolin, Massimo
32
Timmermann, Allan
32
Bollerslev, Tim
31
Narayan, Paresh Kumar
31
Diebold, Francis X.
28
Zhang, Yaojie
28
Bouri, Elie
26
Li, Yan
19
McAleer, Michael
19
Salisu, Afees A.
19
Jiang, Fuwei
18
Bekaert, Geert
16
Cakici, Nusret
16
Kim, Jae H.
16
Liang, Chao
16
Lux, Thomas
16
Pettenuzzo, Davide
15
Tamoni, Andrea
15
Andersen, Torben
14
Bali, Turan G.
14
Engsted, Tom
14
Guo, Hui
14
Long, Huaigang
14
Reeves, Jonathan J.
14
Tu, Jun
14
Balcilar, Mehmet
13
Bonato, Matteo
13
Caporin, Massimiliano
13
Dai, Zhifeng
13
Kelly, Bryan T.
13
Nonejad, Nima
13
Pan, Zhiyuan
13
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National Bureau of Economic Research
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Gottfried Wilhelm Leibniz Universität Hannover
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Federal Reserve System / Division of Research and Statistics
3
Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
2
The Wharton Financial Institutions Center
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Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Centre for Analytical Finance <Århus>
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Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
IGI Global
1
INSEAD
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Internationaler Währungsfonds / European Department <2>
1
University of Canterbury / Dept. of Economics and Finance
1
University of Chicago / Center for Research in Security Prices
1
University of Exeter / Department of Economics
1
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Finance research letters
149
Journal of empirical finance
100
Journal of banking & finance
97
International review of financial analysis
93
Journal of financial economics
93
International journal of forecasting
89
Journal of forecasting
82
International review of economics & finance : IREF
73
Pacific-Basin finance journal
65
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of econometrics
46
NBER working paper series
45
The European journal of finance
42
Applied economics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Economic modelling
40
Energy economics
39
NBER Working Paper
36
Journal of financial markets
34
The review of financial studies
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Journal of international financial markets, institutions & money
31
Working paper / National Bureau of Economic Research, Inc.
31
Applied economics letters
30
Research in international business and finance
30
Quantitative finance
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Economics letters
27
Applied financial economics
25
Working paper
25
Research paper series / Swiss Finance Institute
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of financial and quantitative analysis : JFQA
23
Review of quantitative finance and accounting
23
The journal of finance : the journal of the American Finance Association
23
CREATES research paper
22
Department of Economics working paper series
22
Discussion paper / Tinbergen Institute
21
Finance and economics discussion series
21
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
20
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ECONIS (ZBW)
4,728
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1
Global equity market volatility spillovers : a broader role for the United State
Buncic, Daniel
;
Gisler, Katja I. M.
-
2015
Persistent link: https://www.econbiz.de/10011289264
Saved in:
2
Time-variation in the impact of news sentiment
Smales, Lee A.
- In:
International review of financial analysis
37
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011316615
Saved in:
3
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
4
Improving asset price prediction when all models are false
Durham, Garland
;
Geweke, John
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 278-306
Persistent link: https://www.econbiz.de/10010351546
Saved in:
5
Can implied volatility predict returns on the currency carry trade?
Egbers, Tom
;
Swinkels, Laurens
- In:
Journal of banking & finance
59
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011544270
Saved in:
6
The
VIX
, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
7
US stock market uncertainty and cross-market European stock returns
Sarwar, Ghulam
- In:
Journal of multinational financial management
28
(
2014
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011297727
Saved in:
8
New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
9
Factor momentum, option-implied volatility scaling, and investor sentiment
Grobys, Klaus
;
Kolari, James W.
;
Rutanen, Jere
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 138-155
Persistent link: https://www.econbiz.de/10013171033
Saved in:
10
Global equity market volatility forecasting : new evidence
Liang, Chao
;
Wei, Yu
;
Lei, Likun
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 594-609
Persistent link: https://www.econbiz.de/10012814844
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