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Forecasting model
Indien
118,642
India
97,661
Volatility
40,960
Volatilität
40,692
Theorie
14,443
Theory
14,120
Börsenkurs
12,114
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12,050
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11,927
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11,779
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10,592
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10,411
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8,939
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8,903
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8,222
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8,143
Welt
6,836
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6,761
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6,720
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6,499
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6,303
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6,216
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5,866
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5,314
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5,228
Aktienindex
5,022
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4,894
Prognoseverfahren
4,878
Zeitreihenanalyse
4,633
Time series analysis
4,530
Optionspreistheorie
4,212
Option pricing theory
4,148
Stochastischer Prozess
4,027
Wirkungsanalyse
3,985
Stochastic process
3,959
Impact assessment
3,934
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3,860
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3,403
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3,362
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4,768
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32
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4
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Gupta, Rangan
127
Ma, Feng
84
McAleer, Michael
68
Pierdzioch, Christian
47
Bollerslev, Tim
45
Zhang, Yaojie
40
Caporin, Massimiliano
37
Liang, Chao
35
Wang, Yudong
34
Diebold, Francis X.
33
Bouri, Elie
32
Wei, Yu
29
Salisu, Afees A.
28
Lux, Thomas
27
McMillan, David G.
25
Christoffersen, Peter F.
24
Clements, Adam
24
Degiannakis, Stavros
24
Medeiros, Marcelo C.
24
Gallo, Giampiero M.
23
Andersen, Torben
22
Wang, Jiqian
22
Asai, Manabu
21
Engle, Robert F.
21
Bonato, Matteo
19
Molnár, Peter
19
Audrino, Francesco
18
Patton, Andrew J.
18
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Ravazzolo, Francesco
17
Chan, Joshua
16
Degiannakis, Stavros Antonios
16
Dijk, Dick van
16
Ghysels, Eric
16
Kumar, Dilip
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
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National Bureau of Economic Research
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3
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Federal Reserve Bank of Cleveland
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2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
World Demographic & Ageing Forum
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Books on Demand GmbH <Norderstedt>
1
Centre for Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Fertiliser Association of India
1
Hochschule für Bankwirtschaft
1
ICADABAI <5., 2017, Ahmedabad>
1
IGI Global
1
Institut for Finansiering <Frederiksberg>
1
Institut für Höhere Studien
1
Institute of Applied Manpower Research (India)
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
National Conference on Forecasting Financial Markets in India <2008, Kharagpur>
1
National Council of Applied Economic Research
1
National Institute of Bank Management
1
National Institute of Public Finance and Policy <Delhi>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
Silk and Art Silk Mills' Research Association
1
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International journal of forecasting
157
Journal of forecasting
142
Finance research letters
126
Energy economics
125
International review of financial analysis
76
Applied economics
69
International review of economics & finance : IREF
68
Journal of empirical finance
62
The North American journal of economics and finance : a journal of financial economics studies
61
Economic modelling
60
Journal of banking & finance
58
Journal of econometrics
54
Department of Economics working paper series
41
Applied economics letters
40
Discussion paper / Tinbergen Institute
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
The journal of futures markets
39
The European journal of finance
38
Working paper
37
Applied financial economics
36
Quantitative finance
32
International journal of finance & economics : IJFE
30
Journal of international financial markets, institutions & money
30
Journal of risk and financial management : JRFM
29
Computational economics
28
Research in international business and finance
28
Economics letters
27
Journal of financial econometrics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Pacific-Basin finance journal
27
Risks : open access journal
25
Working papers
24
Financial innovation : FIN
23
Journal of financial economics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometric Institute research papers
20
Journal of applied econometrics
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
NBER working paper series
19
Econometric reviews
18
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ECONIS (ZBW)
4,808
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1
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4,808
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date (oldest first)
1
Forecasting
volatility
of stock indices with
ARCH
model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
Saved in:
2
Predicting the
volatility
of the Russell 3000 stock index
Xiao, Bing
- In:
International journal of financial research
7
(
2016
)
4
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011578780
Saved in:
3
Volatility
forecasting and asymmetry effect : evidence from Dow Jones sustainability indices
Roy, Subrata
- In:
Paradigm : the journal of Institute of Management Technology
28
(
2024
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10014635197
Saved in:
4
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
5
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:
6
Volatility
Forecasting, Market Efficiency and Effect of Recession of SRI Indices
Roy, Subrata
- In:
Theoretical and applied economics : GAER review
28
(
2021
)
2/627
,
pp. 259-284
Persistent link: https://www.econbiz.de/10012693493
Saved in:
7
Dynamic forecasting : efficacy of rolling symmetric and asymmetric
GARCH
models
Talwar, Shalini
- In:
South Asian journal of management : SAJM
23
(
2016
)
3
,
pp. 102-142
Persistent link: https://www.econbiz.de/10011643885
Saved in:
8
Forecasting stock price
volatility
: empirical study in
India
Prabhakaran, K.
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
2
,
pp. 771-776
Persistent link: https://www.econbiz.de/10013477312
Saved in:
9
Modelling and forecasting intraday
volatility
with range-based
GARCH
models for Indian stock market
Shakeel, Moonis
;
Arya, Himani
- In:
International journal of economics and business …
27
(
2024
)
4
,
pp. 633-650
Persistent link: https://www.econbiz.de/10015063292
Saved in:
10
Volatility
and forecasting of BSE BANKEX
Bhattacharya, Basabi
;
Tanima Niyogi Sinha Roy
- In:
Journal of quantitative economics : official journal of …
7
(
2009
)
1
,
pp. 60-77
Persistent link: https://www.econbiz.de/10009153693
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