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isPartOf:"SFB 649 discussion paper"
subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatility"
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Prognoseverfahren
Volatility
Estimation
637
Schätzung
637
Theorie
167
Theory
167
Börsenkurs
143
Share price
143
Volatilität
138
Capital income
129
Kapitaleinkommen
129
Aktienmarkt
107
Stock market
107
Welt
93
World
93
USA
88
United States
88
Exchange rate
85
Wechselkurs
85
Forecasting model
70
ARCH model
64
ARCH-Modell
64
Time series analysis
62
Zeitreihenanalyse
62
Cointegration
54
Kointegration
54
Deutschland
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Risikoprämie
51
Risk premium
51
EU countries
48
EU-Staaten
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44
Panel study
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43
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43
CAPM
42
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37
Finanzkrise
37
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95
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44
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Article
144
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42
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Arbeitspapier
42
Graue Literatur
42
Non-commercial literature
42
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42
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1
Übersichtsarbeit
1
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Language
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English
186
Author
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Härdle, Wolfgang
22
Hautsch, Nikolaus
10
Narayan, Paresh Kumar
7
McMillan, David G.
4
Mihoci, Andrija
4
Bibinger, Markus
3
Grossmann, Axel
3
Gupta, Rangan
3
Kanas, Angelos
3
Ma, Feng
3
McKenzie, Michael D.
3
Sharma, Susan Sunila
3
Wei, Yu
3
Wohar, Mark E.
3
Balcilar, Mehmet
2
Bley, Jorg
2
Bocart, Fabian Y. R. P.
2
Bouri, Elie
2
Chen, Ying
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Gozgor, Giray
2
Groß-Klußmann, Axel
2
Hafner, Christian M.
2
Hammoudeh, Shawkat
2
Herwartz, Helmut
2
Hoffmann, Linda
2
Hou, Ai Jun
2
Kenourgios, Dimitris
2
Lau, Chi Keung
2
Malec, Peter
2
Moro, Rouslan
2
Mougoué, Mbodja
2
Mungo, Julius
2
Orlov, Alexei G.
2
Pigorsch, Uta
2
Reiß, Markus
2
Saad, Mohsen M.
2
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SFB 649 discussion paper
International journal of finance & economics : IJFE
Journal of international financial markets, institutions & money
Applied economics
184
Finance research letters
178
Energy economics
169
Economic modelling
160
International journal of forecasting
155
International review of financial analysis
142
Journal of econometrics
142
International review of economics & finance : IREF
140
Journal of banking & finance
137
Journal of empirical finance
128
Working paper / National Bureau of Economic Research, Inc.
124
The North American journal of economics and finance : a journal of financial economics studies
122
Applied economics letters
118
NBER working paper series
114
Journal of forecasting
113
Working paper
111
NBER Working Paper
108
Discussion paper / Centre for Economic Policy Research
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of international money and finance
97
Economics letters
93
Applied financial economics
91
CESifo working papers
84
Research in international business and finance
84
Journal of financial economics
81
Discussion paper / Tinbergen Institute
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
75
The journal of futures markets
73
Journal of risk and financial management : JRFM
68
The European journal of finance
66
Pacific-Basin finance journal
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of applied econometrics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Quantitative finance
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric reviews
43
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ECONIS (ZBW)
186
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
4
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
5
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
6
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
9
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
10
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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