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subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
~subject:"Aktienindex"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Aktienindex
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
ARCH-Modell
61
Time series analysis
58
Zeitreihenanalyse
58
Capital income
50
Kapitaleinkommen
50
Estimation
46
Schätzung
46
Börsenkurs
25
Share price
25
Realized volatility
22
Risikomaß
18
Risk measure
18
Volatility forecasting
18
Exchange rate
17
Wechselkurs
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Forecasting
16
Aktienmarkt
15
Stock market
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Estimation theory
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Forecast
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Schätztheorie
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Markov chain
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Markov-Kette
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Prognose
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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11
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11
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19
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Clements, Adam
2
Audrino, Francesco
1
Awartani, Basel M. A.
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Becker, Ralf
1
Bluedorn, John Christopher
1
Catania, Leopoldo
1
Chen Zhou
1
Chen, Cathy W. S.
1
Clements, Ada
1
Corradi, Valentina
1
Croux, Christophe
1
Cubadda, Gianluca
1
Decressin, Jörg
1
Feng, Yuanhua
1
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1
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Fuentes, Fernanda
1
Gerlach, Richard
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Ghijsels, Hendrik
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Guardabascio, Barbara
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Guérin, Pierre
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Hao, Hong-Xia
1
Hecq, Alain W. J.
1
Herrera, Rodrigo
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Kilian, Lutz
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Liao, Yin
1
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Linton, Oliver
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Lux, Thomas
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Proietti, Tommaso
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Scharth, Marcel
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Sigrist, Fabio Roman Albert
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So, Mike Ka-pui
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Sucarrat, Genaro
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International journal of forecasting
International review of financial analysis
49
Finance research letters
47
The North American journal of economics and finance : a journal of financial economics studies
43
Working paper / National Bureau of Economic Research, Inc.
43
NBER working paper series
41
Economic modelling
39
Applied economics
38
International review of economics & finance : IREF
35
Applied financial economics
33
NBER Working Paper
33
Journal of risk and financial management : JRFM
31
Research in international business and finance
31
Applied economics letters
29
Journal of banking & finance
28
Journal of international financial markets, institutions & money
25
Journal of econometrics
24
Journal of empirical finance
23
The journal of futures markets
23
Discussion paper / Tinbergen Institute
20
Energy economics
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Pacific-Basin finance journal
17
Working paper
17
Economics letters
16
CESifo working papers
15
Emerging markets, finance and trade : EMFT
15
Finance India : the quarterly journal of Indian Institute of Finance
15
International Journal of Financial Studies : open access journal
15
Journal of financial economics
15
Journal of forecasting
15
Staff working paper / Bank of Canada
15
International journal of economics and finance
14
Journal of international money and finance
14
Cogent economics & finance
13
International Journal of Energy Economics and Policy : IJEEP
13
International journal of finance & economics : IJFE
13
The European journal of finance
13
The empirical economics letters : a monthly international journal of economics
13
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
19
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1
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:
2
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
3
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
4
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
5
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
6
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
7
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
8
Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada
;
Liao, Yin
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
Saved in:
9
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
International journal of forecasting
33
(
2017
)
2
,
pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Saved in:
10
Do asset price drops foreshadow recessions?
Bluedorn, John Christopher
;
Decressin, Jörg
;
Terrones, …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 518-526
Persistent link: https://www.econbiz.de/10011597180
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