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subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
~subject:"Realized volatility"
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Finanzmarkt
Realized volatility
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
ARCH-Modell
61
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Volatility forecasting
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Aktienmarkt
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Cipollini, Fabrizio
2
Gallo, Giampiero M.
2
Lyócsa, Štefan
2
Andrada Félix, Julián
1
Audrino, Francesco
1
Ballinari, Daniele
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1
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International journal of forecasting
Finance research letters
50
Economic modelling
40
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
36
International review of financial analysis
35
Journal of econometrics
33
International review of economics & finance : IREF
32
The North American journal of economics and finance : a journal of financial economics studies
31
NBER Working Paper
29
Energy economics
27
Research in international business and finance
27
Journal of empirical finance
26
Applied economics
25
Journal of banking & finance
19
Applied economics letters
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Economics letters
17
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16
Quantitative finance
16
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
Journal of international financial markets, institutions & money
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Working paper
12
CESifo working papers
11
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
10
Emerging markets, finance and trade : EMFT
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Global finance journal
10
International Journal of Financial Studies : open access journal
10
International journal of finance & economics : IJFE
10
Pacific-Basin finance journal
10
Computational economics
9
International journal of economics and finance
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of economic dynamics & control
9
Review of quantitative finance and accounting
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ECONIS (ZBW)
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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
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:
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
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:
6
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:
7
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
8
Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter
;
Lindström, Erik
;
Møller, Jan K.
; …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
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
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
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