//--> //--> //--> //-->
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
subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
~subject:"Capital income"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Capital income
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
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
17
Forecasting
16
Aktienmarkt
15
Stock market
15
Estimation theory
14
Forecast
14
Schätztheorie
14
Markov chain
13
Markov-Kette
13
Prognose
13
Statistical distribution
13
Statistische Verteilung
13
Stochastic process
13
Stochastischer Prozess
13
Bayes-Statistik
11
Bayesian inference
11
Stochastic volatility
11
Aktienindex
10
Portfolio selection
10
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Arroyo, Javier
2
Catania, Leopoldo
2
Cipollini, Fabrizio
2
Clements, Adam
2
Gallo, Giampiero M.
2
González-Rivera, Gloria
2
Liao, Yin
2
Lucas, André
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Viceira, Luis M.
2
Asai, Manabu
1
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bluedorn, John Christopher
1
Boudt, Kris
1
Breitung, Jörg
1
Buccheri, Giuseppe
1
Buncic, Daniel
1
Chen Zhou
1
Chen, Cathy W. S.
1
Chen, Chun-Hung
1
Cho, Dooyeon
1
Clements, Ada
1
Corsi, Fulvio
1
Croux, Christophe
1
Daníelsson, Jón
1
Decressin, Jörg
1
Demetrescu, Matei
1
Dijk, Dick van
1
Drovandi, Christopher
1
Feng, Yuanhua
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Gerlach, Richard
1
Gisler, Katja Ida Maria
1
Grassi, Stefano
1
Gupta, Rangan
1
more ...
less ...
Published in...
All
International journal of forecasting
Finance research letters
166
International review of financial analysis
145
International review of economics & finance : IREF
118
Journal of banking & finance
118
The North American journal of economics and finance : a journal of financial economics studies
110
Journal of empirical finance
107
NBER working paper series
101
Energy economics
97
Research in international business and finance
96
Applied economics
92
Working paper / National Bureau of Economic Research, Inc.
92
Journal of financial economics
91
Economic modelling
90
Journal of econometrics
84
Applied financial economics
83
NBER Working Paper
79
Journal of international financial markets, institutions & money
74
Applied economics letters
71
Pacific-Basin finance journal
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Journal of risk and financial management : JRFM
65
The European journal of finance
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Journal of forecasting
45
Working paper
45
Economics letters
44
Journal of international money and finance
42
International journal of finance & economics : IJFE
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Discussion paper / Tinbergen Institute
36
Investment management and financial innovations
36
Journal of financial markets
36
Review of quantitative finance and accounting
36
Journal of financial econometrics
34
Research paper series / Swiss Finance Institute
34
Cogent economics & finance
32
Global finance journal
32
International journal of economics and finance
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
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
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
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:
6
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:
7
Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
Saved in:
8
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:
9
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:
10
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->