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subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
~subject:"Time series analysis"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Time series analysis
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
ARCH-Modell
61
Zeitreihenanalyse
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Capital income
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Kapitaleinkommen
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Schätzung
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Börsenkurs
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Realized volatility
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Risikomaß
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Risk measure
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Volatility forecasting
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Forecasting
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Aktienmarkt
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Estimation theory
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Lucas, André
3
Arroyo, Javier
2
Bauwens, Luc
2
Catania, Leopoldo
2
Chan, Joshua
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Clements, Adam
2
Cross, Jamie
2
Gerlach, Richard
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International journal of forecasting
Journal of econometrics
110
Economic modelling
82
Discussion paper / Tinbergen Institute
80
Energy economics
77
Finance research letters
63
Journal of empirical finance
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Applied economics
54
International review of financial analysis
53
The North American journal of economics and finance : a journal of financial economics studies
50
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
46
Economics letters
43
International review of economics & finance : IREF
42
Research in international business and finance
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
NBER Working Paper
38
Journal of forecasting
37
Econometric reviews
36
Journal of banking & finance
34
Journal of risk and financial management : JRFM
34
Working paper
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Journal of financial econometrics
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Quantitative finance
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Applied economics letters
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CREATES research paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
CESifo working papers
24
Computational economics
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Journal of economic dynamics & control
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Journal of financial economics
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Journal of international financial markets, institutions & money
23
Applied financial economics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
International journal of finance & economics : IJFE
20
Journal of international money and finance
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SFB 649 discussion paper
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CAMA working paper series
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International journal of economics and finance
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ECONIS (ZBW)
62
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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
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
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