//--> //--> //--> //-->
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:"Exchange rate"
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
Exchange rate
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
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
18
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Sucarrat, Genaro
2
Ahmed, Shamim
1
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
Bekierman, Jeremias
1
Bluedorn, John Christopher
1
Catania, Leopoldo
1
Cecen, A. A.
1
Chen Zhou
1
Chen, Cathy W. S.
1
Cho, Dooyeon
1
Chortareas, Georgios E.
1
Decressin, Jörg
1
Erkal, Cahit
1
Feng, Yuanhua
1
Fu, Jin-Yu
1
Gallo, Giampiero M.
1
Gerlach, Richard
1
Guérin, Pierre
1
Hao, Hong-Xia
1
Jiang, Ying
1
Kang, Kyu Ho
1
Kearney, Fearghal
1
Kilian, Lutz
1
Kim, Dongwhan
1
Lanne, Markku
1
Li, Xingyi
1
Lin, Jin-Guan
1
Liu, Xiaoquan
1
Lux, Thomas
1
Lyócsa, Štefan
1
Manner, Hans
1
Mauad, Roberto Baltieri
1
McKenzie, Michael D.
1
Morana, Claudio
1
Nankervis, John C.
1
Ornelas, José Renato Haas
1
Otranto, Edoardo
1
more ...
less ...
Published in...
All
International journal of forecasting
NBER working paper series
92
Journal of international money and finance
90
NBER Working Paper
82
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics
79
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
67
Journal of international financial markets, institutions & money
60
Finance research letters
56
International review of economics & finance : IREF
56
Applied economics letters
49
International journal of finance & economics : IJFE
49
Research in international business and finance
49
International review of financial analysis
48
CESifo working papers
47
Applied financial economics
41
Discussion paper / Centre for Economic Policy Research
41
IMF working papers
38
Energy economics
37
International journal of economics and financial issues : IJEFI
37
Working paper
36
Economics letters
35
Journal of banking & finance
35
International Journal of Energy Economics and Policy : IJEEP
34
Journal of empirical finance
34
Journal of risk and financial management : JRFM
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Journal of econometrics
29
International journal of economics and finance
28
Discussion paper / Tinbergen Institute
26
IMF working paper
25
Open economies review
25
The European journal of finance
25
Cogent economics & finance
23
Journal of financial economics
23
International economic journal
22
The empirical economics letters : a monthly international journal of economics
21
Global business review
20
Emerging markets, finance and trade : EMFT
19
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
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
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
Saved in:
4
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:
5
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:
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
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
9
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->