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~subject:"Volatilität"
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Volatilität
Prognoseverfahren
41,239
Forecasting model
40,245
Zeitreihenanalyse
29,743
Time series analysis
28,721
Theorie
25,007
Theory
24,466
Prognose
21,787
Forecast
16,600
Schätzung
12,192
Estimation
11,924
Oil price
10,241
Ölpreis
10,173
USA
8,804
United States
8,292
Volatility
8,146
Welt
7,434
World
7,287
Schätztheorie
7,144
Estimation theory
7,060
Kapitaleinkommen
6,796
Capital income
6,770
Börsenkurs
6,330
Share price
6,234
Deutschland
4,863
Wirtschaftsprognose
4,412
Economic forecast
4,188
Germany
3,780
ARCH-Modell
3,699
ARCH model
3,638
VAR-Modell
3,509
Konjunktur
3,480
VAR model
3,444
Aktienmarkt
3,310
Kointegration
3,292
Inflation
3,289
Business cycle
3,274
Stock market
3,274
Cointegration
3,261
Wechselkurs
3,187
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Online availability
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Free
3,112
Undetermined
2,970
Type of publication
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Article
5,183
Book / Working Paper
3,081
Journal
1
Type of publication (narrower categories)
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Article in journal
5,001
Aufsatz in Zeitschrift
5,001
Working Paper
1,494
Graue Literatur
1,449
Non-commercial literature
1,449
Arbeitspapier
1,387
Aufsatz im Buch
171
Book section
171
Hochschulschrift
133
Thesis
101
Collection of articles of several authors
40
Sammelwerk
40
Collection of articles written by one author
30
Sammlung
30
Aufsatzsammlung
23
Conference paper
20
Konferenzbeitrag
20
Systematic review
9
Übersichtsarbeit
9
Bibliografie enthalten
8
Bibliography included
8
Dissertation u.a. Prüfungsschriften
7
Lehrbuch
7
Textbook
7
Article
6
Amtsdruckschrift
5
Government document
5
Konferenzschrift
5
Rezension
5
Handbook
4
Handbuch
4
Festschrift
3
Reprint
3
Research Report
3
Bibliografie
2
Case study
2
Conference proceedings
2
Fallstudie
2
Glossar enthalten
2
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2
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English
8,173
German
81
French
7
Spanish
3
Undetermined
2
Czech
1
Italian
1
Russian
1
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Author
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Gupta, Rangan
161
McAleer, Michael
123
Ma, Feng
90
Bollerslev, Tim
63
Caporale, Guglielmo Maria
63
Bouri, Elie
51
Pierdzioch, Christian
49
Koopman, Siem Jan
47
Lux, Thomas
46
Diebold, Francis X.
44
Wang, Yudong
44
Chang, Chia-Lin
42
Zhang, Yaojie
42
Hammoudeh, Shawkat
40
Salisu, Afees A.
40
Wei, Yu
39
Andersen, Torben
38
Asai, Manabu
36
Gil-Alaña, Luis A.
35
Liang, Chao
35
Caporin, Massimiliano
34
Härdle, Wolfgang
34
Ji, Qiang
34
Tiwari, Aviral Kumar
34
Degiannakis, Stavros
32
Clements, Adam
31
Christoffersen, Peter F.
29
Dijk, Dick van
29
Filis, George
29
Kumar, Dilip
29
Chan, Joshua
28
Engle, Robert F.
28
Mensi, Walid
28
McMillan, David G.
27
Demirer, Rıza
25
Hansen, Peter Reinhard
25
Medeiros, Marcelo C.
25
Todorov, Viktor
25
Wohar, Mark E.
25
Lucas, André
24
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National Bureau of Economic Research
35
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
3
University of Canterbury / Dept. of Economics and Finance
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
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
European University Institute / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Institut für Finanzwirtschaft <Braunschweig>
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
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
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Chambre de commerce et d'industrie de Paris
1
Columbia University / Center on Global Energy Policy
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Frankreich / Délégation à l'Aménagement du Territoire et à l'Action Régionale
1
Großbritannien / Office for Budget Responsibility
1
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Energy economics
453
Finance research letters
192
International Journal of Energy Economics and Policy : IJEEP
134
Journal of econometrics
133
Economic modelling
129
International journal of forecasting
129
International review of financial analysis
122
Journal of forecasting
119
International review of economics & finance : IREF
110
Applied economics
103
The North American journal of economics and finance : a journal of financial economics studies
96
Discussion paper / Tinbergen Institute
95
Journal of empirical finance
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Working paper
73
Journal of banking & finance
72
Research in international business and finance
69
Economics letters
59
Applied economics letters
54
Quantitative finance
52
The journal of futures markets
52
International journal of finance & economics : IJFE
50
Journal of international financial markets, institutions & money
48
Journal of risk and financial management : JRFM
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Applied financial economics
43
Department of Economics working paper series
43
Computational economics
41
Econometric reviews
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
The European journal of finance
41
CESifo working papers
39
Journal of financial econometrics
39
CREATES research paper
38
The energy journal
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric Institute research papers
33
NBER working paper series
33
OPEC energy review
33
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
32
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Source
All
ECONIS (ZBW)
8,123
EconStor
116
USB Cologne (EcoSocSci)
15
USB Cologne (business full texts)
10
RePEc
1
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1
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
2
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
3
Predicting crude oil prices during a pandemic : a comparison of Arima and Garch models
Haque, Mohammad Imdadul
;
Shaik, Abdul Rahman
- In:
Montenegrin journal of economics
17
(
2021
)
1
,
pp. 197-207
Persistent link: https://www.econbiz.de/10012436043
Saved in:
4
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
5
The power of investors' optimism and pessimism in oil market forecasting
Mustanen, Dmitri
;
Maaitah, Ahmad
;
Mishra, Tapas
;
Parhi, …
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477597
Saved in:
6
Quantifying time-varying
forecast
uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
7
Forecasting VIX with stock and oil prices
Huang, Hung-Hsi
;
Lin, Yi-Ru
- In:
Finance a úvěr
73
(
2023
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10014249134
Saved in:
8
The convenience yield and the informational content of the oil futures price
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
The energy journal
36
(
2015
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10010528362
Saved in:
9
Predicting oil prices : an analysis of oil price volatility cycle and financial markets
Zhao, Lu-Tao
;
Wang, Zi-Jie
;
Wang, Shu-Ping
;
He, Ling-yun
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
4
,
pp. 1068-1087
Persistent link: https://www.econbiz.de/10012483300
Saved in:
10
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
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