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Volatility
Prognoseverfahren
41,460
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40,465
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9,363
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3,757
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3,496
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2,550
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Gupta, Rangan
122
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82
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48
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47
Bollerslev, Tim
46
Zhang, Yaojie
40
Liang, Chao
33
Wang, Yudong
33
Diebold, Francis X.
32
Lux, Thomas
31
Bouri, Elie
30
Wei, Yu
29
Salisu, Afees A.
27
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Asai, Manabu
20
Engle, Robert F.
20
Medeiros, Marcelo C.
20
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19
Bonato, Matteo
18
Molnár, Peter
18
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Chan, Joshua
16
Dijk, Dick van
16
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16
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16
Liu, Jing
16
Nonejad, Nima
16
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Ji, Qiang
14
Marcellino, Massimiliano
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Federal Reserve Bank of San Francisco
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Institute of Finance and Accounting <London>
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
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University of Canterbury / Dept. of Economics and Finance
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1
Banca nazionale del lavoro / Ufficio studi
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Birkbeck College / Department of Economics
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Bonn Graduate School of Economics
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
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Instituto Valenciano de Investigaciones Económicas
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Springer International Publishing
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Stanford Institute for Economic Policy Research
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Technische Universität Braunschweig
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University of Exeter / Department of Economics
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Université de Montréal / Département de sciences économiques
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Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of forecasting
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Energy economics
118
Finance research letters
116
Journal of forecasting
114
International review of financial analysis
73
International review of economics & finance : IREF
60
Economic modelling
58
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
53
Journal of econometrics
52
Applied economics
51
Journal of banking & finance
48
Department of Economics working paper series
39
Applied economics letters
35
The journal of futures markets
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Quantitative finance
31
The European journal of finance
31
Working paper
31
Discussion paper / Tinbergen Institute
30
Applied financial economics
28
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Pacific-Basin finance journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Research in international business and finance
23
Economics letters
22
Journal of financial economics
22
Computational economics
21
Journal of applied econometrics
19
Risks : open access journal
19
CREATES research paper
17
Finance and economics discussion series
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial innovation : FIN
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NBER working paper series
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ECONIS (ZBW)
3,767
EconStor
5
RePEc
4
Showing
1
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10
of
3,776
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date (newest first)
date (oldest first)
1
Forecasting metals returns a Bayesian decision theoretic approach
Halperin, David
-
2010
Persistent link: https://www.econbiz.de/10008822671
Saved in:
2
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
3
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
4
Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
Saved in:
5
Energieorientierte Losgrößen- und Reihenfolgeplanung bei zeitabhängigen Energiepreisen : Konzeption quantitativer Planungsmodelle zur Entscheidungsunterstützung
Johannes, Christoph
-
2020
-
1st ed. 2020.
Grundlagen und Veränderungen im Strommarkt 2.0 -- Ansätze der simultanen Losgrößen- und Reihenfolgeplanung -- Mathematische Optimierungsmodelle zur energieorientierten Losgrößen- und Reihenfolgeplanung -- Fallstudienbasierte Anwendung und Validierung.
Persistent link: https://www.econbiz.de/10012403156
Saved in:
6
Energieorientierte Losgrößen- und Reihenfolgeplanung bei zeitabhängigen Energiepreisen : Konzeption quantitativer Planungsmodelle zur Entscheidungsunterstützung
Johannes, Christoph
-
2020
Persistent link: https://www.econbiz.de/10012231105
Saved in:
7
Optimal payoffs under smooth ambiguity
Chen, An
;
Vanduffel, Steven
;
Wilke, Morten
- In:
European journal of operational research : EJOR
320
(
2025
)
3
,
pp. 754-764
Persistent link: https://www.econbiz.de/10015085373
Saved in:
8
Measuring macroeconomic uncertainty : an application for Iran
Heybati, Reza
- In:
Iranian economic review : journal of University of Tehran
25
(
2021
)
3
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012664177
Saved in:
9
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:
10
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
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