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Volatility
Prognoseverfahren
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Gupta, Rangan
122
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82
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49
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47
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47
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40
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34
Liang, Chao
34
Wang, Yudong
34
Lux, Thomas
31
Bouri, Elie
29
Wei, Yu
29
Salisu, Afees A.
28
Caporin, Massimiliano
25
Andersen, Torben
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Wang, Jiqian
22
Asai, Manabu
21
Degiannakis, Stavros
21
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20
Medeiros, Marcelo C.
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18
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Demirer, Rıza
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Springer International Publishing
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International journal of forecasting
125
Energy economics
122
Finance research letters
115
Journal of forecasting
115
International review of financial analysis
74
International review of economics & finance : IREF
62
Economic modelling
58
Journal of empirical finance
55
The North American journal of economics and finance : a journal of financial economics studies
54
Applied economics
51
Journal of econometrics
51
Journal of banking & finance
48
Department of Economics working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
The journal of futures markets
35
Applied economics letters
33
The European journal of finance
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Discussion paper / Tinbergen Institute
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Working paper
32
Quantitative finance
31
Applied financial economics
28
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
25
Economics letters
24
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Pacific-Basin finance journal
24
Journal of risk and financial management : JRFM
23
Research in international business and finance
23
Journal of financial economics
22
Working paper / National Bureau of Economic Research, Inc.
21
Computational economics
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NBER working paper series
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Journal of applied econometrics
19
Risks : open access journal
19
NBER Working Paper
18
CREATES research paper
17
Finance and economics discussion series
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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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ECONIS (ZBW)
3,929
EconStor
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1
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000666770
Saved in:
2
Speculation, hedging and commodity price forecasts
Labys, Walter C.
;
Granger, C. W. J.
-
1970
Persistent link: https://www.econbiz.de/10000571163
Saved in:
3
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003341264
Saved in:
4
Forecasting random walks under drift instability
Pesaran, M. Hashem
;
Pick, Andreas
-
2008
Persistent link: https://www.econbiz.de/10003850869
Saved in:
5
A nonparametric approach to forecasting realized volatility
Clements, Adam
;
Becker, Ralf
-
2009
Persistent link: https://www.econbiz.de/10003880632
Saved in:
6
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
7
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
8
Forecasting random walks under drift instability
Pesaran, M. Hashem
(
contributor
);
Pick, Andreas
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003711763
Saved in:
9
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2007
-
3. ed.
Persistent link: https://www.econbiz.de/10003556404
Saved in:
10
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas
;
Christensen, Bent Jesper
;
Nielsen, …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 48-57
Persistent link: https://www.econbiz.de/10009242554
Saved in:
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