//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatility forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Evolution of Market Uncertaint...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility forecasting
Volatilität
40,508
Volatility
39,476
Theorie
12,781
Theory
12,539
Börsenkurs
11,412
Share price
11,272
Schätzung
9,714
Estimation
9,525
Kapitaleinkommen
8,068
Capital income
8,041
Effizienzmarkthypothese
7,781
Efficient market hypothesis
7,778
Aktienmarkt
7,477
Stock market
7,351
ARCH-Modell
6,488
ARCH model
6,418
USA
5,424
Welt
5,373
World
5,290
United States
5,281
Wechselkurs
4,788
Exchange rate
4,674
Prognoseverfahren
4,138
Forecasting model
4,090
Empirical method
4,042
Empirische Methode
4,042
Optionspreistheorie
3,965
Stochastischer Prozess
3,914
Option pricing theory
3,901
Stochastic process
3,850
Zeitreihenanalyse
3,399
Time series analysis
3,321
Finanzmarkt
3,062
Financial market
3,001
Risk
2,687
Risiko
2,684
Portfolio-Management
2,631
Portfolio selection
2,620
Ölpreis
2,391
Oil price
2,377
more ...
less ...
Online availability
All
Undetermined
202
Free
22
Type of publication
All
Article
240
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
238
Aufsatz in Zeitschrift
238
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
248
Author
All
Ma, Feng
37
Zhang, Yaojie
21
Liang, Chao
11
Liu, Jing
11
Wei, Yu
10
Lu, Xinjie
9
Wahab, M. I. M.
9
Wang, Lu
8
Wang, Yudong
8
Wang, Jiqian
7
Zeng, Qing
6
Gupta, Rangan
5
Huang, Dengshi
5
Kumar, Dilip
5
Li, Yan
5
Molnár, Peter
5
Wu, Xinyu
5
Andersen, Torben
4
Chen, Wang
4
Degiannakis, Stavros
4
Gong, Xu
4
He, Mengxi
4
Todorova, Neda
4
Zhong, Juandan
4
Feng, Lingbing
3
Lai, Xiaodong
3
Li, Tao
3
Liu, Li
3
Lucey, Brian M.
3
Luo, Xingguo
3
Luu Duc Toan Huynh
3
Lyócsa, Štefan
3
Maheswaran, S.
3
Niu, Zibo
3
Tang, Yusui
3
Wen, Fenghua
3
Wu, Chongfeng
3
Xu, Weiju
3
Zhang, Hongwei
3
Zhang, Yue-jun
3
more ...
less ...
Published in...
All
Energy economics
36
Finance research letters
30
International journal of forecasting
20
International review of economics & finance : IREF
19
International review of financial analysis
15
Applied economics
11
Economic modelling
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Pacific-Basin finance journal
6
Quantitative finance
6
Journal of international financial markets, institutions & money
5
Computational economics
4
Department of Economics working paper series
4
Journal of banking & finance
4
Journal of econometrics
4
Research in international business and finance
4
Economics letters
3
Journal of financial markets
3
Revista Brasileira de Finanças : RBFin
3
Applied economics letters
2
China finance review international
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Financial innovation : FIN
2
Journal of commodity markets
2
Journal of economic behavior & organization
2
Journal of management science and engineering
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Academic journal of economic studies
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Asia Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Computational Management Science : CMS
1
Decision
1
Discussion paper / Tinbergen Institute
1
Economic systems
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
more ...
less ...
Source
All
ECONIS (ZBW)
248
Showing
1
-
10
of
248
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting using support vector regression and a hybrid genetic algorithm
Santamaría-Bonfil, Guillermo
;
Frausto-Solís, Juan
; …
- In:
Computational economics
45
(
2015
)
1
,
pp. 111-133
Persistent link: https://www.econbiz.de/10010511334
Saved in:
2
Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark
;
Olmo, Jose
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
Saved in:
3
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
4
Forecasting spot price volatility using the short-term forward curve
Haugom, Erik
;
Ullrich, Carl J.
- In:
Energy economics
34
(
2012
)
6
,
pp. 1826-1833
Persistent link: https://www.econbiz.de/10009687854
Saved in:
5
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
6
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard
;
Voev, Valeri
- In:
Journal of empirical finance
20
(
2013
),
pp. 83-95
Persistent link: https://www.econbiz.de/10009717873
Saved in:
7
Forecasting volatility with Copula-based time series models
Sokolinskiy, Oleg
;
Dijk, Dick van
-
2011
Persistent link: https://www.econbiz.de/10009720755
Saved in:
8
A comparative assessment of different fuzzy regression methods for volatility forecasting
Muzzioli, Silvia
;
De Beats, B.
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
4
,
pp. 433-450
Persistent link: https://www.econbiz.de/10010232663
Saved in:
9
Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market
Kumar, Dilip
;
Maheswaran, S.
- In:
Decision
40
(
2013
)
1/2
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010381136
Saved in:
10
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->