//--> //--> //--> //-->
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:"Forecasting"
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
Forecasting
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
17
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
22
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Liao, Yin
2
Lyócsa, Štefan
2
Asai, Manabu
1
Audrino, Francesco
1
Ballestra, Luca Vincenzo
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bluedorn, John Christopher
1
Catania, Leopoldo
1
Chan, Joshua
1
Chen Zhou
1
Chen, Cathy W. S.
1
Cipollini, Fabrizio
1
Clements, Ada
1
Clements, Adam
1
Cubadda, Gianluca
1
Decressin, Jörg
1
Eraslan, Sercan
1
Feng, Yuanhua
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Gallo, Giampiero M.
1
Gefang, Deborah
1
Gerlach, Richard
1
Guardabascio, Barbara
1
Guizzardi, Andrea
1
Gupta, Rangan
1
Guérin, Pierre
1
Hao, Hong-Xia
1
Hecq, Alain W. J.
1
Herrera, Rodrigo
1
Kilian, Lutz
1
Koop, Gary
1
Lin, Jin-Guan
1
Ma, Feng
1
McAleer, Michael
1
Molnár, Peter
1
Naimoli, Antonio
1
Otranto, Edoardo
1
Palladini, Fabio
1
more ...
less ...
Published in...
All
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
40
Finance research letters
38
Economic modelling
36
NBER working paper series
36
International review of financial analysis
33
NBER Working Paper
29
Energy economics
28
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics
22
Journal of empirical finance
22
Research in international business and finance
22
Journal of econometrics
20
Department of Economics working paper series
19
International review of economics & finance : IREF
19
Journal of banking & finance
15
Staff working paper / Bank of Canada
15
Journal of financial economics
14
Journal of international financial markets, institutions & money
14
Journal of international money and finance
14
Journal of risk and financial management : JRFM
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics letters
13
Discussion paper / Tinbergen Institute
13
Economics letters
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Quantitative finance
12
CESifo working papers
11
Discussion paper / Centre for Economic Policy Research
11
Emerging markets, finance and trade : EMFT
11
Working paper
11
Computational economics
10
International Journal of Financial Studies : open access journal
10
International journal of finance & economics : IJFE
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
Pacific-Basin finance journal
10
Discussion papers / CEPR
9
International journal of economics and finance
9
The European journal of finance
9
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
4
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
5
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:
6
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:
7
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->