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~subject:"Forecasting model"
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Forecasting model
Finanzkrise
59,040
Financial crisis
58,767
Volatility
40,916
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40,648
Kapitaleinkommen
39,391
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17,603
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17,308
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10,635
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9,966
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9,802
Finanzmarkt
9,519
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9,389
Financial market
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Prognoseverfahren
9,116
Economic crisis
9,000
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8,643
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8,512
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Gupta, Rangan
166
Ma, Feng
96
Pierdzioch, Christian
81
McMillan, David G.
75
McAleer, Michael
60
Zhang, Yaojie
54
Diebold, Francis X.
52
Bollerslev, Tim
51
Marcellino, Massimiliano
51
Wang, Yudong
51
Guidolin, Massimo
41
Wohar, Mark E.
41
Zaremba, Adam
41
Bouri, Elie
39
Timmermann, Allan
39
Liang, Chao
38
Salisu, Afees A.
36
Zhou, Guofu
34
Lux, Thomas
33
Narayan, Paresh Kumar
32
Ghysels, Eric
30
Wei, Yu
30
Caporin, Massimiliano
25
Christoffersen, Peter F.
25
Clements, Adam
25
Degiannakis, Stavros
24
Jiang, Fuwei
24
Wang, Jiqian
24
Andersen, Torben
23
Engle, Robert F.
22
Gallo, Giampiero M.
22
Koopman, Siem Jan
22
Li, Yan
22
Pesaran, M. Hashem
22
Zhou, Hao
22
Demirer, Rıza
21
Lu, Xinjie
21
Medeiros, Marcelo C.
21
Asai, Manabu
20
Bonato, Matteo
20
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National Bureau of Economic Research
70
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8
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8
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5
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4
Innocenzo Gasparini Institute for Economic Research <Mailand>
4
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3
European University Institute / Department of Law
3
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3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
European University Institute / Department of Economics
2
Institute of Finance and Accounting <London>
2
Rodney L. White Center for Financial Research
2
Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Asian Development Bank
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bonn Graduate School of Economics
1
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Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
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1
IGI Global
1
INSEAD
1
Institut für Weltwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
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Finance research letters
232
International journal of forecasting
215
Journal of forecasting
199
International review of financial analysis
141
Energy economics
139
Journal of empirical finance
134
Journal of banking & finance
128
International review of economics & finance : IREF
112
Journal of financial economics
95
Economic modelling
93
The North American journal of economics and finance : a journal of financial economics studies
91
Applied economics
86
Journal of econometrics
81
Pacific-Basin finance journal
77
NBER working paper series
68
The European journal of finance
65
Applied economics letters
62
Working paper series / European Central Bank
58
Working paper
57
Quantitative finance
55
Applied financial economics
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Journal of international financial markets, institutions & money
53
NBER Working Paper
53
Economics letters
50
Working paper / National Bureau of Economic Research, Inc.
50
Computational economics
49
The journal of futures markets
49
Research in international business and finance
48
Discussion paper / Tinbergen Institute
45
Department of Economics working paper series
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Management science : journal of the Institute for Operations Research and the Management Sciences
43
ECB Working Paper
42
International journal of finance & economics : IJFE
42
Journal of risk and financial management : JRFM
41
The review of financial studies
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Finance and economics discussion series
38
Journal of financial markets
38
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ECONIS (ZBW)
9,011
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1
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of
9,011
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date (oldest first)
1
Anatomy of a Sovereign Debt Crisis : Machine Learning, Real-time Macro Fundamentals, and CDS Spreads
Lucia, Alessi
-
2020
-specific macro indicators during the
eurozone
sovereign debt crisis. Macro fundamentals explain 66% of the time-series variance of …. Hence, while CDS spreads reflect macro fundamentals, they also display
volatility
unrelated to fundamentals. We identify … sensitivities predict the VSTOXX European equity
volatility
index out of sample …
Persistent link: https://www.econbiz.de/10012840194
Saved in:
2
An empirical examination of jump risk in asset pricing and
volatility
forecasting in China's equity and bond markets
Zhou, Haigang
;
Zhu, John Qi
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 857-880
Persistent link: https://www.econbiz.de/10009619749
Saved in:
3
Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G.
- In:
International journal of monetary economics and finance …
13
(
2020
)
5
,
pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
Saved in:
4
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
5
Volatility
forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Saved in:
6
Flight to Safety in
Volatility
Forecasting
Ruzzi, Dario
-
2018
The benefits of using flight-to-safety (FTS) in
volatility
forecasting are assessed within a multivariate GARCH …
volatility
. Moreover, when comparing with a benchmark and controlling for data snooping, we find that the proposed model yields …
Persistent link: https://www.econbiz.de/10012916710
Saved in:
7
Asymmetric semi-
volatility
spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
8
Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme
volatility
Chukiat Chaiboonsri
;
Prasert Chaitip
- In:
International journal of trade and global markets
10
(
2017
)
1
,
pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
Saved in:
9
Directional predictability and
volatility
spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
Saved in:
10
Forecasting the realized
volatility
of stock markets with financial stress
Guo, Chuan
;
Feng, Yiyun
- In:
Journal of risk
25
(
2022
)
1
,
pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
Saved in:
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