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subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
~subject:"Prognose"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Prognose
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
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Börsenkurs
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Share price
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Realized volatility
22
Risikomaß
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Risk measure
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Volatility forecasting
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Exchange rate
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Forecasting
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Aktienmarkt
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Stock market
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Estimation theory
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Statistische Verteilung
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Sucarrat, Genaro
2
Andrada Félix, Julián
1
Audrino, Francesco
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Ballestra, Luca Vincenzo
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Ballinari, Daniele
1
Baumeister, Christiane
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
46
Finance research letters
45
NBER working paper series
42
International review of financial analysis
39
Energy economics
36
NBER Working Paper
34
Economic modelling
29
Applied economics
26
International review of economics & finance : IREF
25
The North American journal of economics and finance : a journal of financial economics studies
24
Research in international business and finance
23
Journal of econometrics
19
Journal of forecasting
19
Applied economics letters
16
Discussion paper / Centre for Economic Policy Research
16
Journal of empirical finance
16
Journal of financial economics
15
Journal of international money and finance
15
Staff working paper / Bank of Canada
15
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
CESifo working papers
13
Economics letters
13
Journal of banking & finance
13
The European journal of finance
13
Emerging markets, finance and trade : EMFT
12
Journal of international financial markets, institutions & money
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
International Journal of Financial Studies : open access journal
11
International journal of finance & economics : IJFE
11
Working paper
11
International journal of economics and finance
10
Quantitative finance
10
CFS working paper series
9
Computational economics
9
Pacific-Basin finance journal
9
Applied financial economics
8
Department of Economics working paper series
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ECONIS (ZBW)
22
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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
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:
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
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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
Volatility forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
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
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:
9
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
10
Forecasting and trading on the VIX futures market : a neural network approach based on open to close returns and coincident indicators
Ballestra, Luca Vincenzo
;
Guizzardi, Andrea
;
Palladini, …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1250-1262
Persistent link: https://www.econbiz.de/10012305272
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