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~subject:"Volatilität"
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Volatilität
Prognoseverfahren
41,241
Forecasting model
40,247
Inflation
32,874
Theorie
23,260
Theory
22,762
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21,786
Forecast
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inflation
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6,125
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5,636
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5,612
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5,504
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5,359
Deutschland
5,030
Volatility
4,660
Börsenkurs
4,433
Wirtschaftsprognose
4,424
Forecasting
4,389
Share price
4,368
Economic forecast
4,207
EU-Staaten
4,069
EU countries
3,861
Germany
3,752
forecasting
3,567
Economic growth
3,190
Wirtschaftswachstum
3,140
Wechselkurs
2,864
Inflationserwartung
2,821
Inflation expectations
2,796
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2,786
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Gupta, Rangan
127
Ma, Feng
82
McAleer, Michael
55
Pierdzioch, Christian
51
Bollerslev, Tim
48
Zhang, Yaojie
40
Diebold, Francis X.
36
Lux, Thomas
34
Wang, Yudong
34
Liang, Chao
33
Bouri, Elie
30
Wei, Yu
29
Salisu, Afees A.
28
Caporin, Massimiliano
26
Christoffersen, Peter F.
26
McMillan, David G.
25
Clements, Adam
24
Andersen, Torben
23
Asai, Manabu
23
Degiannakis, Stavros
22
Gallo, Giampiero M.
22
Medeiros, Marcelo C.
22
Wang, Jiqian
22
Engle, Robert F.
21
Clark, Todd E.
20
Koopman, Siem Jan
19
Bonato, Matteo
18
Chan, Joshua
18
Molnár, Peter
18
Patton, Andrew J.
18
Demirer, Rıza
17
Ghysels, Eric
17
Lu, Xinjie
17
Wu, Xinyu
17
Dijk, Dick van
16
Li, Yan
16
Liu, Jing
16
Marcellino, Massimiliano
16
Nonejad, Nima
16
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3
The Wharton Financial Institutions Center
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Alfred-Weber-Institut für Sozial- und Staatswissenschaften <Heidelberg>
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European University Institute / Department of Economics
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Institut für Finanzwirtschaft <Braunschweig>
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Institut für Schweizerisches Bankwesen <Zürich>
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Institute of Finance and Accounting <London>
2
Rodney L. White Center for Financial Research
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank <New York, NY>
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Instituto Valenciano de Investigaciones Económicas
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International Workshop on Statistics and Finance <1999, Hongkong>
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Massachusetts Institute of Technology / Department of Economics
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
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International journal of forecasting
125
Energy economics
124
Finance research letters
118
Journal of forecasting
115
International review of financial analysis
76
International review of economics & finance : IREF
65
Applied economics
60
Economic modelling
60
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of empirical finance
55
Journal of econometrics
50
Journal of banking & finance
48
Applied economics letters
39
Department of Economics working paper series
39
Discussion paper / Tinbergen Institute
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
The journal of futures markets
35
Working paper
35
Economics letters
34
The European journal of finance
34
Quantitative finance
32
International journal of finance & economics : IJFE
31
Applied financial economics
30
Working paper / National Bureau of Economic Research, Inc.
30
Research in international business and finance
29
NBER working paper series
27
Journal of financial econometrics
26
Journal of international financial markets, institutions & money
25
Journal of risk and financial management : JRFM
25
Journal of applied econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of financial economics
24
Pacific-Basin finance journal
24
NBER Working Paper
23
Journal of economic dynamics & control
21
CAMA working paper series
20
Computational economics
20
Finance and economics discussion series
20
Risks : open access journal
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
4,586
EconStor
77
USB Cologne (business full texts)
14
USB Cologne (EcoSocSci)
13
ArchiDok
1
RePEc
1
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1
Inflation
and professional
forecast
dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2018
-
Current draft: February 16, 2018
Persistent link: https://www.econbiz.de/10011867086
Saved in:
2
The stochastic volatility in mean model with time-varying parameters : an application to
inflation
modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
3
A new time-varying parameter autoregressive model for U.S.
inflation
expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
4
Inflation
and professional
forecast
dynamics : an evaluation of stickiness, persistence, and volatility
Mertens, Elmar
;
Nason, James Michael
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746888
Saved in:
5
Realized volatility
forecasting
in an international context
Taylor, Nicholas
- In:
Applied economics letters
22
(
2015
)
4/6
,
pp. 503-509
Persistent link: https://www.econbiz.de/10010510802
Saved in:
6
A multiplicative error model with heterogeneous components for
forecasting
realized volatility
Han, Heejoon
;
Park, Myung D.
;
Zhang, Shen
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Saved in:
7
Forecasting
carbon futures volatility using GARCH models with energy volatilities
Byun, Suk Joon
;
Cho, Hangjun
- In:
Energy economics
40
(
2013
),
pp. 207-221
Persistent link: https://www.econbiz.de/10010349571
Saved in:
8
Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
-
2022
Persistent link: https://www.econbiz.de/10013166706
Saved in:
9
Forecasting
volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
10
Forecasting
realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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