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~subject:"Volatility"
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Volatility
Prognoseverfahren
41,401
Forecasting model
40,406
Zeitreihenanalyse
29,869
Time series analysis
28,848
Theorie
26,924
Theory
26,263
Auktionstheorie
11,127
Schätzung
10,886
Auction theory
10,824
Estimation
10,650
Schätztheorie
7,226
Estimation theory
7,143
USA
6,680
Prognose
6,502
United States
6,462
Volatilität
6,224
Forecast
6,177
Kapitaleinkommen
5,968
Capital income
5,946
Auktion
5,642
Auction
5,611
Börsenkurs
5,150
Share price
5,062
Wirtschaftsprognose
4,000
Economic forecast
3,888
ARCH-Modell
3,203
Welt
3,199
ARCH model
3,146
World
3,133
Konjunktur
2,910
Business cycle
2,816
Deutschland
2,796
Frühindikator
2,627
Leading indicator
2,609
Aktienmarkt
2,581
Kointegration
2,566
Stock market
2,542
Cointegration
2,525
VAR-Modell
2,518
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Free
2,268
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2,153
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Article
3,765
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2,357
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3,620
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1,144
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1,138
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Thesis
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30
Sammlung
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Conference paper
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Konferenzbeitrag
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6,067
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51
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5
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1
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Gupta, Rangan
138
McAleer, Michael
95
Ma, Feng
82
Bollerslev, Tim
60
Pierdzioch, Christian
48
Caporale, Guglielmo Maria
47
Koopman, Siem Jan
44
Lux, Thomas
41
Diebold, Francis X.
40
Zhang, Yaojie
40
Andersen, Torben
36
Asai, Manabu
34
Gil-Alaña, Luis A.
34
Wang, Yudong
34
Caporin, Massimiliano
33
Liang, Chao
33
Härdle, Wolfgang
32
Bouri, Elie
31
Dijk, Dick van
29
Engle, Robert F.
29
Wei, Yu
29
Clements, Adam
28
Christoffersen, Peter F.
27
Salisu, Afees A.
27
Chan, Joshua
25
McMillan, David G.
25
Todorov, Viktor
25
Hansen, Peter Reinhard
24
Medeiros, Marcelo C.
24
Degiannakis, Stavros
23
Kumar, Dilip
23
Lucas, André
23
Tauchen, George Eugene
23
Chang, Chia-Lin
22
Gallo, Giampiero M.
22
Patton, Andrew J.
22
Wang, Jiqian
22
Allen, David E.
20
Bonato, Matteo
19
Clark, Todd E.
19
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National Bureau of Economic Research
26
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 Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Centre for Analytical Finance <Århus>
3
Institute of Finance and Accounting <London>
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
Federal Reserve Bank of San Francisco
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
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
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
EconWPA
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hamburgisches WeltWirtschaftsInstitut
1
Hochschule für Bankwirtschaft
1
Institut for Finansiering <Frederiksberg>
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
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Energy economics
159
Finance research letters
147
Journal of econometrics
138
International journal of forecasting
128
Journal of forecasting
118
International review of financial analysis
96
Economic modelling
95
Discussion paper / Tinbergen Institute
92
Journal of empirical finance
84
International review of economics & finance : IREF
79
Applied economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
The North American journal of economics and finance : a journal of financial economics studies
72
Journal of banking & finance
68
Economics letters
53
Quantitative finance
49
Working paper
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Applied economics letters
41
Computational economics
41
Econometric reviews
41
Journal of financial econometrics
41
Journal of risk and financial management : JRFM
41
Department of Economics working paper series
40
Research in international business and finance
40
Applied financial economics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
The journal of futures markets
39
CREATES research paper
38
Journal of international financial markets, institutions & money
38
International journal of finance & economics : IJFE
36
The European journal of finance
35
Journal of financial economics
30
Pacific-Basin finance journal
30
Journal of applied econometrics
27
Risks : open access journal
26
Econometrics : open access journal
25
Journal of economic dynamics & control
25
NBER working paper series
25
SFB 649 discussion paper
25
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ECONIS (ZBW)
6,114
EconStor
6
RePEc
2
Showing
1
-
10
of
6,122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Auctioning C02 emission allowances in Europe : a time series analysis of equilibrium prices
Bosco, Bruno
-
2020
Persistent link: https://www.econbiz.de/10012320323
Saved in:
2
Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago
;
Barrientos, Jorge Hugo
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
Saved in:
3
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
4
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:
5
Information content of stocks in call
auction
of shorter duration in emerging market
Bag, Dinabandhu
- In:
Copernican Journal of Finance & Accounting : CJF&A
8
(
2019
)
4
,
pp. 113-132
Persistent link: https://www.econbiz.de/10012242098
Saved in:
6
Treasury auctions and secondary market dynamics : an analysis based on the MTS market for Italy
Cafiso, Gianluca
-
2015
deeper and more accurately these two findings by taking Italy as a case study. Our results question the so-called
auction
…
Persistent link: https://www.econbiz.de/10010519950
Saved in:
7
Price volatility in the secondary market and bidders' heterogeneous behavior in Spanish Treasury auctions
Alvarez González, Francisco
;
Mazón, Cristina
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1435-1466
Persistent link: https://www.econbiz.de/10011481719
Saved in:
8
The pre-open call
auction
trading mechanism and its efficiency : a study on BSE sensex stocks
Mallikarjunappa, T.
;
Harush, S. N.
- In:
The IUP journal of applied finance : IJAF
22
(
2016
)
1
,
pp. 50-61
Persistent link: https://www.econbiz.de/10011536909
Saved in:
9
Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis
;
Kanas, Angelos
;
Papachristou, …
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
Saved in:
10
The impact of stock market structure on volatility : evidence from a call
auction
suspension
Camiller, Silvio John
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 44-53
Persistent link: https://www.econbiz.de/10011404766
Saved in:
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