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
Causes of Appreciation and Vol...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
41,066
Volatilität
40,797
Wechselkurs
27,909
Exchange rate
26,718
Theorie
16,402
Theory
16,069
Schätzung
11,891
Estimation
11,618
Börsenkurs
10,199
Share price
10,041
Welt
8,348
World
8,190
USA
7,599
Kapitaleinkommen
7,441
Capital income
7,411
United States
7,242
ARCH-Modell
6,649
ARCH model
6,574
Aktienmarkt
6,158
Stock market
6,101
Prognoseverfahren
5,094
US-Dollar
4,861
US dollar
4,666
Geldpolitik
4,592
Monetary policy
4,419
Optionspreistheorie
3,960
Stochastischer Prozess
3,955
Wechselkurspolitik
3,935
Zeitreihenanalyse
3,920
Option pricing theory
3,897
Stochastic process
3,888
Time series analysis
3,826
Exchange rate policy
3,824
Kaufkraftparität
3,482
Purchasing power parity
3,439
exchange rate
3,055
EU-Staaten
3,026
EU countries
2,920
Risk
2,889
more ...
less ...
Online availability
All
Free
1,774
Undetermined
1,713
Type of publication
All
Article
3,055
Book / Working Paper
1,974
Type of publication (narrower categories)
All
Article in journal
2,921
Aufsatz in Zeitschrift
2,921
Graue Literatur
900
Non-commercial literature
900
Arbeitspapier
860
Working Paper
860
Aufsatz im Buch
124
Book section
124
Hochschulschrift
108
Thesis
90
Collection of articles of several authors
32
Collection of articles written by one author
32
Sammelwerk
32
Sammlung
32
Bibliografie enthalten
16
Bibliography included
16
Aufsatzsammlung
15
Conference paper
12
Konferenzbeitrag
12
Systematic review
9
Übersichtsarbeit
9
Lehrbuch
7
Textbook
7
Konferenzschrift
5
Bibliografie
3
Festschrift
3
Handbook
3
Handbuch
3
Conference proceedings
2
Glossar enthalten
2
Glossary included
2
Reprint
2
Rezension
2
CD-ROM, DVD
1
Case study
1
Elektronischer Datenträger
1
Fallstudie
1
Mehrbändiges Werk
1
Multi-volume publication
1
Statistik
1
more ...
less ...
Language
All
English
4,943
German
59
French
12
Spanish
8
Italian
4
Polish
2
Portuguese
1
Russian
1
more ...
less ...
Author
All
Gupta, Rangan
126
Ma, Feng
82
Pierdzioch, Christian
57
McAleer, Michael
47
Bollerslev, Tim
45
Zhang, Yaojie
40
Diebold, Francis X.
34
Liang, Chao
33
Wang, Yudong
33
Bouri, Elie
31
Salisu, Afees A.
31
Wei, Yu
29
Lux, Thomas
28
Christoffersen, Peter F.
26
Sarno, Lucio
26
McMillan, David G.
25
Caporin, Massimiliano
24
Clements, Adam
24
Cheung, Yin-Wong
23
Clark, Todd E.
23
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Chinn, Menzie David
21
Degiannakis, Stavros
21
Engle, Robert F.
21
MacDonald, Ronald
21
Medeiros, Marcelo C.
21
Taylor, Mark P.
21
Asai, Manabu
20
Patton, Andrew J.
19
Zhou, Hao
19
Bonato, Matteo
18
Molnár, Peter
18
Demirer, Rıza
17
Lu, Xinjie
17
Marcellino, Massimiliano
17
Chan, Joshua
16
Dijk, Dick van
16
Ghysels, Eric
16
more ...
less ...
Institution
All
National Bureau of Economic Research
37
Federal Reserve Bank of St. Louis
7
Gottfried Wilhelm Leibniz Universität Hannover
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Bonn Graduate School of Economics
1
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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
Research Seminar in International Economics
1
Rheinische Friedrich-Wilhelms-Universität Bonn
1
Rodney L. White Center for Financial Research
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
University of California Berkeley / Department of Economics
1
University of Exeter / Department of Economics
1
University of Michigan / Department of Economics
1
more ...
less ...
Published in...
All
Journal of forecasting
154
International journal of forecasting
151
Finance research letters
127
Energy economics
122
International review of financial analysis
81
Applied economics
74
Economic modelling
69
International review of economics & finance : IREF
69
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of international money and finance
59
Journal of econometrics
56
Journal of banking & finance
55
Applied economics letters
46
The European journal of finance
43
Department of Economics working paper series
39
Working paper
39
Applied financial economics
38
International journal of finance & economics : IJFE
35
NBER working paper series
35
Discussion paper / Tinbergen Institute
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of international financial markets, institutions & money
34
The journal of futures markets
34
Quantitative finance
33
NBER Working Paper
31
Working paper / National Bureau of Economic Research, Inc.
31
Computational economics
30
Journal of risk and financial management : JRFM
27
Economics letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research in international business and finance
26
Journal of applied econometrics
25
Journal of financial economics
25
Pacific-Basin finance journal
25
Discussion paper / Centre for Economic Policy Research
24
Journal of financial econometrics
24
Risks : open access journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Finance and economics discussion series
19
more ...
less ...
Source
All
ECONIS (ZBW)
5,029
Showing
1
-
10
of
5,029
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric impact of the COVID-19 pandemic on foreign exchange markets : evidence from an extreme quantile approach
Ngo Thai Hung
;
Xuan Vinh Vo
- In:
Economics and Business Letters : EBL
12
(
2023
)
1
,
pp. 20-32
Persistent link: https://www.econbiz.de/10014250446
Saved in:
2
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
3
The predictive ability of several models of exchange rate
volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892226
Saved in:
4
Volatility
forecasts for the Mexican peso - U.S. dollar exchange rate : an empirical analysis of garch, option implied and composite forecast models
Benavides, Guillermo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003317351
Saved in:
5
Out-of-sample forecasting performance of won/dollar exchange rate return
volatility
model
Lee, Ho Jin
- In:
Dae oe gyeong je yeon gu
13
(
2009
)
1
,
pp. 57-89
Persistent link: https://www.econbiz.de/10003865914
Saved in:
6
A generalized multiscale analysis of the predictive content of Eurodollar implied volatilities
Cardinali, Alessandro
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003847543
Saved in:
7
Essays on the
volatility
of macroeconomic and financial time series
Yu, Wei-choun
-
2006
Persistent link: https://www.econbiz.de/10003973905
Saved in:
8
Long memory versus structural breaks in modeling and forecasting realized
volatility
Choi, Kyongwook
;
Yu, Wei-choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
Saved in:
9
Time series modeling of daily log-price ranges for CHF/USD and USD/GBP
Brunetti, Celso
;
Lildholdt, Peter M.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10003673308
Saved in:
10
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:
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...
