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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Volatilität
692
Volatility
690
Theorie
258
Theory
258
Estimation
179
Schätzung
179
Forecasting model
170
Börsenkurs
145
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145
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138
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138
Capital income
131
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131
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128
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128
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126
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118
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118
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96
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96
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48
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43
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43
Statistische Verteilung
43
Business cycle
42
Konjunktur
41
Nichtparametrisches Verfahren
40
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40
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35
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34
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Bollerslev, Tim
6
Patton, Andrew J.
5
Wang, Yudong
5
Gupta, Rangan
4
Ma, Feng
4
So, Mike Ka-pui
4
Zhang, Yaojie
4
Andersen, Torben
3
Chen, Cathy W. S.
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Marcellino, Massimiliano
3
McMillan, David G.
3
Song, Yuping
3
Zhou, Hao
3
Abraham, Bovas
2
Balakrishna, N.
2
Barigozzi, Matteo
2
Bianchi, Francesco
2
Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
2
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2
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2
Chen, Langnan
2
Clark, Todd E.
2
Cross, Jamie
2
Demirer, Rıza
2
Fan, Jianqing
2
Han, Heejoon
2
He, Mengxi
2
Hou, Chenghan
2
Ji, Qiang
2
Lettau, Martin
2
Lin, Edward M. H.
2
Ludvigson, Sydney C.
2
Ma, Zhiren
2
Park, Myung D.
2
Pierdzioch, Christian
2
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
Journal of forecasting
International journal of forecasting
118
Energy economics
107
Finance research letters
92
International review of financial analysis
67
Economic modelling
57
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
52
Applied economics
50
Journal of banking & finance
48
Applied economics letters
33
The journal of futures markets
33
Department of Economics working paper series
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
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30
Discussion paper / Tinbergen Institute
29
Quantitative finance
29
Applied financial economics
28
The European journal of finance
28
Journal of international financial markets, institutions & money
25
International journal of finance & economics : IJFE
24
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Pacific-Basin finance journal
22
Journal of financial economics
21
Journal of applied econometrics
19
Research in international business and finance
19
CREATES research paper
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
Emerging markets, finance and trade : EMFT
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Finance and economics discussion series
16
NBER working paper series
16
CAMA working paper series
15
Econometric reviews
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ECONIS (ZBW)
170
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
4
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
5
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
8
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
9
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
10
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
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