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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
Volatilität
Theorie
2,354
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2,354
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157
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157
General equilibrium
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Ma, Feng
3
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Claveria, Oscar
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Kiani, Khurshid M.
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Li, Yong
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Lin, Shih-kuei
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Review of international economics
Economic modelling
International journal of forecasting
687
Journal of forecasting
440
Journal of econometrics
229
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
184
Economics letters
155
Journal of banking & finance
155
European journal of operational research : EJOR
123
Journal of empirical finance
123
Finance research letters
120
Applied economics
117
Computational economics
117
Energy economics
113
Journal of economic dynamics & control
110
Journal of financial economics
98
Journal of international money and finance
98
Applied economics letters
97
International review of financial analysis
94
The European journal of finance
91
International journal of theoretical and applied finance
87
Journal of applied econometrics
86
Econometric reviews
83
Risks : open access journal
83
The review of financial studies
82
International review of economics & finance : IREF
81
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Quantitative finance
78
Technological forecasting & social change : an international journal
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The North American journal of economics and finance : a journal of financial economics studies
74
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Journal of risk and financial management : JRFM
66
Macroeconomic dynamics
63
Insurance / Mathematics & economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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The journal of finance : the journal of the American Finance Association
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International journal of production economics
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The journal of futures markets
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ECONIS (ZBW)
145
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
4
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
Saved in:
5
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
6
Diligent forecasters can make accurate predictions despite disagreeing with the consensus
An, Zidong
;
Zheng, Xinye
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463639
Saved in:
7
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
8
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
9
Modelling pandemic risks for policy analysis and forecasting
Angelini, Elena
;
Damjanović, Milan
;
Darracq Pariès, …
- In:
Economic modelling
120
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014384173
Saved in:
10
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
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