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Forecasting model
Börsenkurs
52,487
Share price
50,961
Aktienmarkt
29,989
Stock market
29,882
Theorie
19,204
Theory
18,813
Kapitaleinkommen
18,573
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18,536
Spillover-Effekt
18,442
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18,042
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16,987
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16,833
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14,349
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14,023
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11,804
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11,517
ARCH-Modell
10,576
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10,395
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8,462
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8,339
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6,640
Behavioural finance
6,562
Virtuelle Währung
6,081
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6,026
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5,954
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5,905
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5,766
Portfolio-Management
5,401
Portfolio selection
5,379
China
5,234
Finanzkrise
5,047
CAPM
5,045
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5,037
Finanzmarkt
4,882
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4,816
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Gupta, Rangan
118
Ma, Feng
82
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59
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50
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46
McAleer, Michael
40
Liang, Chao
36
Salisu, Afees A.
33
Bouri, Elie
32
Wang, Yudong
32
Caporin, Massimiliano
30
Zaremba, Adam
30
Narayan, Paresh Kumar
28
Lux, Thomas
27
Bollerslev, Tim
24
Wei, Yu
22
Wohar, Mark E.
22
Guidolin, Massimo
20
Jiang, Fuwei
20
Timmermann, Allan
20
Wang, Jiqian
20
Bekaert, Geert
19
Li, Yan
19
Lu, Xinjie
18
Ravazzolo, Francesco
18
Degiannakis, Stavros
17
Molnár, Peter
17
Audrino, Francesco
16
He, Mengxi
16
Medeiros, Marcelo C.
16
Zhou, Guofu
16
Gallo, Giampiero M.
15
Guo, Hui
15
Kumar, Dilip
15
Liu, Jing
15
Trojani, Fabio
15
Zhou, Hao
15
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14
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14
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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Federal Reserve Bank of Cleveland
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IGI Global
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Institut für Industriebetriebsforschung <Hamburg>
1
International Center for Financial Asset Management and Engineering
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International Workshop on Statistics and Finance <1999, Hongkong>
1
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Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
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Robert Schuman Centre for Advanced Studies
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Stanford Institute for Economic Policy Research
1
The Wharton Financial Institutions Center
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1
Verlag Dr. Kovač
1
Victoria University of Wellington / School of Economics and Finance
1
Westfälische Wilhelms-Universität Münster
1
World Scientific Publishing Co. Pte. Ltd.
1
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Finance research letters
187
Journal of forecasting
129
International journal of forecasting
116
International review of financial analysis
113
Energy economics
99
International review of economics & finance : IREF
81
Journal of empirical finance
81
The North American journal of economics and finance : a journal of financial economics studies
81
Journal of banking & finance
74
Applied economics
71
Economic modelling
55
Pacific-Basin finance journal
54
Journal of financial economics
46
Computational economics
45
Journal of international financial markets, institutions & money
44
Research in international business and finance
44
Journal of risk and financial management : JRFM
43
Applied economics letters
42
Applied financial economics
42
The European journal of finance
41
Journal of econometrics
39
Financial innovation : FIN
38
Department of Economics working paper series
37
NBER working paper series
37
International journal of finance & economics : IJFE
35
Economics letters
34
Quantitative finance
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Discussion paper / Tinbergen Institute
31
Working paper
29
Working paper / National Bureau of Economic Research, Inc.
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Review of quantitative finance and accounting
25
NBER Working Paper
24
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
23
The journal of futures markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of economic dynamics & control
22
Journal of financial markets
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ECONIS (ZBW)
5,690
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1
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1
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:
2
Forecasting
Bitcoin
realized volatility by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
3
Cryptocurrencies intraday high-frequency volatility spillover effects using univariate and multivariate GARCH models
Ampountolas, Apostolos
- In:
International Journal of Financial Studies : open …
10
(
2022
)
3
,
pp. 1-22
volatility of four widely traded cryptocurrencies, i.e.,
Bitcoin
, Ethereum, Litecoin, and Ripple, by modeling volatility to …
Persistent link: https://www.econbiz.de/10013368338
Saved in:
4
Bitcoin
returns and risk : a general GARCH and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
5
Forecasting volatility of
Bitcoin
Bergsli, Lykke Øverland
;
Lind, Andrea Falk
;
Molnár, Peter
- In:
Research in international business and finance
59
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013402137
Saved in:
6
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
7
The effect of spillover on volatility forecasting : an empirical study in Indian Stock Market
Karmakar, Madhusudan
;
Shukla, Girja Kant
- In:
Metamorphosis : a journal of management research
15
(
2016
)
1
,
pp. 20-30
Persistent link: https://www.econbiz.de/10011625682
Saved in:
8
On equity risk prediction and tail
spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
9
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
10
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
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