//--> //--> //--> //-->
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
isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~subject:"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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting
Volatility
353
Volatilität
265
Theorie
130
Theory
130
Forecasting model
126
Prognoseverfahren
126
USA
88
United States
88
volatility
83
Capital income
76
Kapitaleinkommen
76
ARCH model
65
ARCH-Modell
64
Börsenkurs
61
Share price
61
Time series analysis
61
Zeitreihenanalyse
61
Estimation
53
Schätzung
53
Stock market
29
Aktienmarkt
27
GARCH
25
Realized volatility
22
Risikoprämie
22
Risk premium
22
Exchange rate
21
Portfolio selection
21
Portfolio-Management
21
Stochastic process
21
Stochastischer Prozess
21
CAPM
19
Risikomaß
18
Risk
18
Risk measure
18
Volatility forecasting
18
Wechselkurs
18
Yield curve
18
Zinsstruktur
18
Estimation theory
16
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Liao, Yin
2
Lyócsa, Štefan
2
Asai, Manabu
1
Ballestra, Luca Vincenzo
1
Chan, Joshua
1
Cipollini, Fabrizio
1
Clements, Ada
1
Clements, Adam
1
Cubadda, Gianluca
1
Eraslan, Sercan
1
Fuentes, Fernanda
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Guardabascio, Barbara
1
Guizzardi, Andrea
1
Gupta, Rangan
1
Hecq, Alain W. J.
1
Herrera, Rodrigo
1
Koop, Gary
1
Ma, Feng
1
McAleer, Michael
1
Molnár, Peter
1
Naimoli, Antonio
1
Otranto, Edoardo
1
Palladini, Fabio
1
Papantonis, Ioannis
1
Poon, Aubrey
1
Rombouts, Jeroen V. K.
1
Rompolis, Leonidas
1
Schröder, Maximilian
1
Shin, Minchul
1
Stentoft, Lars
1
Storti, Giuseppe
1
Todorova, Neda
1
Tzavalis, Elias
1
Violante, Franceso
1
Výrost, Tomáš
1
Zhang, Yaojie
1
Zhong, Molin
1
more ...
less ...
Published in...
All
MPRA Paper
International journal of forecasting
The review of financial studies
Department of Economics working paper series
19
Energy economics
18
Economic modelling
12
Finance research letters
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
7
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion paper / Tinbergen Institute
5
Journal of banking & finance
5
Economics Working Paper
4
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
4
International review of economics & finance : IREF
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
Quantitative finance
4
CAMA working paper series
3
Computational economics
3
Discussion papers / CEPR
3
Economics letters
3
Asia-Pacific journal of financial studies
2
Bonn Econ Discussion Papers
2
CBN journal of applied statistics
2
Documentos de Trabajo / Working Papers
2
Econometric reviews
2
Economic Modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and financial issues : IJEFI
2
Journal of Asian economics
2
Journal of Risk Finance
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
Research in international business and finance
2
Studies in Nonlinear Dynamics & Econometrics
2
Technological forecasting & social change : an international journal
2
The energy journal
2
The journal of prediction markets
2
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
2
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
3
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
4
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
5
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
6
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
7
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
8
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
9
Forecasting global equity market volatilities
Zhang, Yaojie
;
Ma, Feng
;
Liao, Yin
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1454-1475
Persistent link: https://www.econbiz.de/10012546804
Saved in:
10
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->