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subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
~subject:"Stochastic process"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Stochastic process
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
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Volatility forecasting
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Exchange rate
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Wechselkurs
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Forecasting
16
Aktienmarkt
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Stock market
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Estimation theory
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Schätztheorie
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Markov chain
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Markov-Kette
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Statistical distribution
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Statistische Verteilung
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Stochastischer Prozess
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Chan, Joshua
2
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bluedorn, John Christopher
1
Breitung, Jörg
1
Catania, Leopoldo
1
Chen Zhou
1
Chen, Cathy W. S.
1
Chiu, Ching Wai Jeremy
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Cross, Jamie
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Decressin, Jörg
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Eraslan, Sercan
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Feng, Yuanhua
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Hao, Hong-Xia
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Huber, Florian
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Kang, Kyu Ho
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Kilian, Lutz
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Kim, Dongwhan
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Lin, Jin-Guan
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Lucas, André
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Mao, Xiuping
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Sigrist, Fabio Roman Albert
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Sucarrat, Genaro
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International journal of forecasting
International journal of theoretical and applied finance
138
Journal of econometrics
117
Quantitative finance
91
Discussion paper / Tinbergen Institute
63
Applied mathematical finance
62
Finance research letters
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of economic dynamics & control
54
NBER working paper series
53
Computational economics
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
Working paper / National Bureau of Economic Research, Inc.
50
The journal of computational finance
49
Econometric reviews
47
Finance and stochastics
47
The North American journal of economics and finance : a journal of financial economics studies
46
Economic modelling
45
Working paper
44
NBER Working Paper
43
Applied economics
42
Journal of banking & finance
42
Journal of empirical finance
42
European journal of operational research : EJOR
39
Journal of mathematical finance
39
Energy economics
38
Economics letters
36
International review of financial analysis
36
Journal of risk and financial management : JRFM
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Annals of finance
32
Research paper series / Swiss Finance Institute
32
Journal of financial economics
31
The journal of futures markets
31
Risks : open access journal
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
International review of economics & finance : IREF
27
CAMA working paper series
26
Research in international business and finance
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ECONIS (ZBW)
22
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1
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:
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
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:
4
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:
5
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
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
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
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
10
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
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