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~subject:"Volatilität"
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Volatilität
Prognoseverfahren
41,280
Forecasting model
40,286
Theorie
31,797
Theory
31,123
Zeitreihenanalyse
29,798
Time series analysis
28,776
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27,846
Exchange rate
26,655
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14,636
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14,295
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10,733
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Volatility
10,133
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9,407
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8,945
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7,310
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7,049
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6,782
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6,765
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6,586
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6,473
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6,462
Capital income
6,445
Forecast
6,371
Börsenkurs
5,982
Share price
5,873
Deutschland
4,651
Eurozone
4,473
Forecasting
4,390
Euro area
4,358
Wechselkurspolitik
4,236
Germany
4,134
Exchange rate policy
4,113
Wirtschaftsprognose
4,062
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3,935
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3,919
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Gupta, Rangan
142
McAleer, Michael
113
Ma, Feng
82
Pierdzioch, Christian
78
Caporale, Guglielmo Maria
73
Bollerslev, Tim
72
Bahmani-Oskooee, Mohsen
71
Diebold, Francis X.
55
Koopman, Siem Jan
48
Lux, Thomas
47
Andersen, Torben
44
Belke, Ansgar
41
Zhang, Yaojie
40
Asai, Manabu
38
Caporin, Massimiliano
38
Gil-Alaña, Luis A.
36
Härdle, Wolfgang
36
McMillan, David G.
35
Wang, Yudong
35
Chang, Chia-Lin
34
Salisu, Afees A.
34
Bouri, Elie
33
Engle, Robert F.
33
Liang, Chao
33
Kočenda, Evžen
31
Dijk, Dick van
30
Christoffersen, Peter F.
29
Hegerty, Scott W.
29
Wei, Yu
29
Clements, Adam
28
Rodriguez, Gabriel
28
Schnabl, Gunther
28
Bos, Charles S.
26
Medeiros, Marcelo C.
26
Chan, Joshua
25
Degiannakis, Stavros
25
Hansen, Peter Reinhard
25
Kumar, Dilip
25
Lucas, André
25
Neely, Christopher J.
25
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National Bureau of Economic Research
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Federal Reserve Bank of St. Louis
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Rodney L. White Center for Financial Research
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Ekonomiska forskningsinstitutet <Stockholm>
5
European University Institute / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Centre for Growth and Business Cycle Research <Manchester>
4
Institute of Finance and Accounting <London>
4
Internationaler Währungsfonds / Research Department
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Centre for Analytical Finance <Århus>
3
Federal Reserve System / Board of Governors
3
Instituto Valenciano de Investigaciones Económicas
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International Monetary Fund
3
The Wharton Financial Institutions Center
3
William Davidson Institute <Ann Arbor, Mich.>
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Europäisches Institut für Internationale Wirtschaftsbeziehungen
2
Federal Reserve Bank of San Francisco
2
Institut für Weltwirtschaft
2
School of Economics and Finance <Brisbane>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University <Nottingham> / Department of Economics
2
University of Canterbury / Dept. of Economics and Finance
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
African Economic Research Consortium
1
American Enterprise Institute for Public Policy Research
1
Australian National University / Faculty of Economics and Commerce
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Birkbeck College / Department of Economics
1
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Energy economics
187
Finance research letters
169
Journal of econometrics
146
Economic modelling
131
International journal of forecasting
131
Applied economics
129
Journal of forecasting
119
International review of economics & finance : IREF
114
International review of financial analysis
110
The North American journal of economics and finance : a journal of financial economics studies
110
Discussion paper / Tinbergen Institute
106
Journal of international money and finance
101
Journal of empirical finance
98
Journal of banking & finance
82
Journal of international financial markets, institutions & money
82
NBER working paper series
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
75
Working paper
74
NBER Working Paper
73
International journal of finance & economics : IJFE
72
Applied economics letters
71
Research in international business and finance
69
Working paper / National Bureau of Economic Research, Inc.
66
Applied financial economics
62
Journal of risk and financial management : JRFM
56
CESifo working papers
55
Quantitative finance
51
Computational economics
47
Econometric reviews
47
International Journal of Energy Economics and Policy : IJEEP
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of economics and financial issues : IJEFI
46
The European journal of finance
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The journal of futures markets
43
Department of Economics working paper series
42
Discussion paper / Centre for Economic Policy Research
41
Journal of financial econometrics
41
Journal of financial economics
40
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ECONIS (ZBW)
10,064
EconStor
199
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
6
BASE
1
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
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:
2
Regimes and long memory in realized volatility
Goldman, Elena
;
Nam, Jouahn
;
Tsurumi, Hiroki
;
Jun, Wang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
Saved in:
3
Modelling volatility and
forecasting
of exchange rate of British pound sterling and Indian rupee
Gupta, Sanjeev
;
Kashyap, Sachin
- In:
Journal of modelling in management
11
(
2016
)
2
,
pp. 389-404
Persistent link: https://www.econbiz.de/10011529491
Saved in:
4
Volatility modeling and
forecasting
of Istanbul Gold Exchange (IGE)
Gencer, Gaye Hatice
;
Musoglu, Zafer
- In:
International journal of financial research
5
(
2014
)
2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10010442903
Saved in:
5
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
6
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
7
Trading and non-trading period realized market volatility : does it matter for
forecasting
the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
8
Forecasting
implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
9
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
10
Forecasting
and trading high frequency volatility on large indices
Liu, Fei
;
Pantelous, Athanasios A.
;
Mettenheim, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
Saved in:
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