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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
41,071
Volatilität
40,802
Brasilien
36,820
Brazil
28,601
Theorie
16,815
Theory
16,515
Derivat
13,990
Derivative
13,953
Börsenkurs
11,154
Share price
11,006
Schätzung
10,451
Estimation
10,219
Kapitaleinkommen
8,146
Capital income
8,116
USA
7,347
Welt
7,222
United States
7,114
World
7,109
Aktienmarkt
6,770
Stock market
6,702
ARCH-Modell
6,611
ARCH model
6,537
Devisenmarkt
6,356
Wechselkurs
6,322
Exchange rate
6,132
Foreign exchange market
6,017
Optionspreistheorie
5,815
Option pricing theory
5,723
Forecasting model
4,326
Stochastischer Prozess
4,293
Stochastic process
4,226
Portfolio-Management
3,632
Portfolio selection
3,614
Zeitreihenanalyse
3,542
Time series analysis
3,459
Risk
3,332
Risiko
3,287
Finanzmarkt
3,217
Financial market
3,153
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Undetermined
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1,588
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Article
2,709
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2,607
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2,607
Graue Literatur
738
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738
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737
Arbeitspapier
694
Aufsatz im Buch
89
Book section
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Hochschulschrift
82
Thesis
66
Collection of articles of several authors
30
Sammelwerk
30
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21
Sammlung
21
Aufsatzsammlung
16
Lehrbuch
9
Textbook
9
Bibliografie enthalten
8
Bibliography included
8
Conference paper
6
Konferenzbeitrag
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Systematic review
6
Übersichtsarbeit
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5
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3
Bibliografie
3
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3
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3
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3
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3
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3
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2
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2
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English
4,328
German
31
Portuguese
12
French
3
Spanish
3
Polish
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Author
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Gupta, Rangan
123
Ma, Feng
82
McAleer, Michael
52
Pierdzioch, Christian
52
Bollerslev, Tim
46
Zhang, Yaojie
42
Diebold, Francis X.
40
Wang, Yudong
35
Lux, Thomas
34
Liang, Chao
33
Bouri, Elie
30
Wei, Yu
29
Medeiros, Marcelo C.
27
Salisu, Afees A.
27
Christoffersen, Peter F.
26
Caporin, Massimiliano
25
Clements, Adam
25
Engle, Robert F.
25
McMillan, David G.
25
Patton, Andrew J.
23
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Degiannakis, Stavros
21
Molnár, Peter
19
Bonato, Matteo
18
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Chan, Joshua
16
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Taylor, Mark P.
16
Kumar, Dilip
15
Wu, Xinyu
15
Ji, Qiang
14
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National Bureau of Economic Research
24
Federal Reserve Bank of St. Louis
7
Gottfried Wilhelm Leibniz Universität Hannover
5
Banco Central do Brasil
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
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
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
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of forecasting
145
Journal of forecasting
124
Energy economics
121
Finance research letters
119
International review of financial analysis
84
International review of economics & finance : IREF
63
Economic modelling
61
The North American journal of economics and finance : a journal of financial economics studies
59
Applied economics
58
Journal of empirical finance
58
Journal of banking & finance
52
Journal of econometrics
52
The journal of futures markets
46
Department of Economics working paper series
39
Applied economics letters
36
The European journal of finance
35
Working paper
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
33
Applied financial economics
30
Discussion paper / Tinbergen Institute
30
Research in international business and finance
30
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
28
Pacific-Basin finance journal
28
Journal of financial economics
26
Computational economics
25
Economics letters
25
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
NBER working paper series
23
Journal of international money and finance
21
NBER Working Paper
21
Working paper / National Bureau of Economic Research, Inc.
21
Journal of applied econometrics
20
Risks : open access journal
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
CREATES research paper
17
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Source
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ECONIS (ZBW)
4,327
EconStor
46
USB Cologne (EcoSocSci)
4
RePEc
1
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1
Multiscale analysis of foreign exchange order flows and technical trading profitability
Gradojevic, Nikola
;
Lento, Camillo
- In:
Economic modelling
47
(
2015
),
pp. 156-165
Persistent link: https://www.econbiz.de/10011439041
Saved in:
2
Contemporaneous intraday volume, option, and futures
volatility
transmissions across parallel markets
Chng, Michael
;
Gannon, Gerard L.
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10001769954
Saved in:
3
The Intraday Analysis of
Volatility
, Volume and Spreads : A Review with Applications to Futures Markets
Fantazzini, Dean
-
2011
of
volatility
, volume and spreads. We review the main econometric models used for
volatility
analysis in an intraday …
Persistent link: https://www.econbiz.de/10013130773
Saved in:
4
Testing the informativeness of non-price variables with MIDAS touch
Kotyan, Avinash
;
Mallikarjunappa, T.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10012489685
Saved in:
5
Directional predictability between trading volume and price returns in the agricultural futures markets : risk implications for traders
Panagiotou, Dimitrios
;
Tseriki, Alkistis
- In:
The journal of risk finance : JRF
23
(
2022
)
3
,
pp. 264-288
Persistent link: https://www.econbiz.de/10013370546
Saved in:
6
Predicting exchange rate
volatility
in
Brazil
: an approach using quantile autoregression
Viola, Alessandra Pasqualina
;
Klotzle, Marcelo Cabus
; …
-
2017
Persistent link: https://www.econbiz.de/10011944952
Saved in:
7
Forecasting
volatility
via stock return, range, trading volume and spillover effects : the case of
Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
8
Three essays on financial markets and institutions
Souto, Marcos Rietti
-
2005
Persistent link: https://www.econbiz.de/10003904272
Saved in:
9
Forecasting USD-BRL currency rate
volatility
using realized and implied volatilities data
Campani, Carlos Heitor
;
Durães, Assis Gustavo da Silva
- In:
Estudos econômicos : publicação trimestral do …
48
(
2018
)
4
,
pp. 687-719
Persistent link: https://www.econbiz.de/10012056878
Saved in:
10
Trading foreign exchange portfolios with
volatility
filters : the carry model revisited
Dunis, Christian
;
Miao, Jia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
Saved in:
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