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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
40,731
Volatilität
40,462
Wechselkurs
27,671
Exchange rate
26,481
Theorie
16,211
Theory
15,879
Schätzung
11,817
Estimation
11,544
Börsenkurs
10,130
Share price
9,972
Welt
8,244
World
8,086
USA
7,569
Kapitaleinkommen
7,406
Capital income
7,376
United States
7,212
ARCH-Modell
6,576
ARCH model
6,501
Aktienmarkt
6,108
Stock market
6,051
Forecasting model
4,994
US-Dollar
4,821
US dollar
4,624
Geldpolitik
4,545
Monetary policy
4,376
Stochastischer Prozess
3,933
Optionspreistheorie
3,932
Zeitreihenanalyse
3,887
Wechselkurspolitik
3,880
Option pricing theory
3,869
Stochastic process
3,866
Time series analysis
3,793
Exchange rate policy
3,769
Kaufkraftparität
3,430
Purchasing power parity
3,387
exchange rate
3,029
EU-Staaten
3,022
EU countries
2,916
Ölpreis
2,860
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Online availability
All
Free
1,814
Undetermined
1,696
Type of publication
All
Article
3,035
Book / Working Paper
2,024
Type of publication (narrower categories)
All
Article in journal
2,898
Aufsatz in Zeitschrift
2,898
Working Paper
906
Graue Literatur
892
Non-commercial literature
892
Arbeitspapier
853
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
14
Conference paper
11
Konferenzbeitrag
11
Systematic review
9
Übersichtsarbeit
9
Lehrbuch
7
Textbook
7
Konferenzschrift
5
Article
3
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
Dissertation u.a. Prüfungsschriften
1
Elektronischer Datenträger
1
Fallstudie
1
Mehrbändiges Werk
1
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English
4,969
German
62
French
12
Spanish
8
Italian
4
Polish
2
Portuguese
1
Russian
1
Undetermined
1
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Author
All
Gupta, Rangan
121
Ma, Feng
82
Pierdzioch, Christian
56
McAleer, Michael
50
Bollerslev, Tim
46
Zhang, Yaojie
40
Diebold, Francis X.
36
Lux, Thomas
35
Liang, Chao
33
Wang, Yudong
33
Bouri, Elie
30
Salisu, Afees A.
30
Wei, Yu
29
Christoffersen, Peter F.
28
Sarno, Lucio
26
Caporin, Massimiliano
25
McMillan, David G.
25
Cheung, Yin-Wong
24
Clements, Adam
24
Clark, Todd E.
23
Medeiros, Marcelo C.
23
Taylor, Mark P.
22
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Chinn, Menzie David
21
Degiannakis, Stavros
21
Engle, Robert F.
21
Gallo, Giampiero M.
21
MacDonald, Ronald
21
Zhou, Hao
19
Patton, Andrew J.
18
Bonato, Matteo
17
Demirer, Rıza
17
Lu, Xinjie
17
Marcellino, Massimiliano
17
Molnár, Peter
17
Chan, Joshua
16
Dijk, Dick van
16
Ghysels, Eric
16
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Institution
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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
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Published in...
All
Journal of forecasting
154
International journal of forecasting
151
Finance research letters
123
Energy economics
121
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 banking & finance
55
Journal of econometrics
54
Applied economics letters
45
The European journal of finance
43
Applied financial economics
38
Working paper
38
Department of Economics working paper series
37
International journal of finance & economics : IJFE
35
NBER working paper series
35
Journal of international financial markets, institutions & money
34
The journal of futures markets
34
Discussion paper / Tinbergen Institute
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
33
NBER Working Paper
31
Working paper / National Bureau of Economic Research, Inc.
31
Computational economics
29
Journal of risk and financial management : JRFM
27
Economics letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Discussion paper / Centre for Economic Policy Research
25
Journal of applied econometrics
25
Pacific-Basin finance journal
25
Journal of financial econometrics
24
Journal of financial economics
24
Research in international business and finance
22
Risks : open access journal
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of economic dynamics & control
19
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Source
All
ECONIS (ZBW)
4,996
EconStor
56
USB Cologne (EcoSocSci)
6
RePEc
1
Showing
1
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10
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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:
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