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subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
~subject:"Bayes-Statistik"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Bayes-Statistik
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
ARCH-Modell
61
Time series analysis
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Capital income
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Schätzung
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Börsenkurs
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Realized volatility
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Poon, Aubrey
2
Audrino, Francesco
1
Ballinari, Daniele
1
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Catania, Leopoldo
1
Chan, Joshua
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Chen Zhou
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
41
Journal of econometrics
38
NBER working paper series
37
Finance research letters
34
Economic modelling
33
NBER Working Paper
30
International review of financial analysis
27
Applied economics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
23
Research in international business and finance
22
Working paper
22
CAMA working paper series
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Discussion paper / Tinbergen Institute
18
Journal of risk and financial management : JRFM
18
Journal of empirical finance
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Applied economics letters
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Econometric reviews
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International review of economics & finance : IREF
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Economics letters
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Staff working paper / Bank of Canada
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Computational economics
14
International journal of finance & economics : IJFE
14
Journal of financial economics
14
Journal of international money and finance
14
Discussion paper / Centre for Economic Policy Research
13
Journal of banking & finance
13
Journal of economic dynamics & control
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Discussion papers / CEPR
12
Journal of forecasting
12
Macroeconomic dynamics
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
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The European journal of finance
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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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
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:
3
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
4
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:
5
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
6
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:
7
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:
8
Oil price shocks and economic growth : the volatility link
Maheu, John M.
;
Song, Yong
;
Yang, Qiao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 570-587
Persistent link: https://www.econbiz.de/10012415259
Saved in:
9
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:
10
Realized volatility forecast with the Bayesian random compressed multivariate HAR model
Luo, Jiawen
;
Chen, Langnan
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 781-799
Persistent link: https://www.econbiz.de/10012496859
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