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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of forecasting"
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Volatilität
Estimation
143
Schätzung
143
Forecasting model
107
Prognoseverfahren
107
Theorie
74
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Kapitaleinkommen
31
Volatility
28
Börsenkurs
24
Share price
24
Estimation theory
18
Schätztheorie
18
USA
18
United States
18
Forecast
16
Prognose
16
forecasting
14
Regression analysis
13
Regressionsanalyse
13
Bayes-Statistik
12
Bayesian inference
12
ARCH model
11
ARCH-Modell
11
Aktienmarkt
10
Inflation
10
Stock market
10
EU countries
9
EU-Staaten
9
Frühindikator
9
Leading indicator
9
VAR model
9
VAR-Modell
9
Yield curve
9
Zinsstruktur
9
Deutschland
8
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8
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Undetermined
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3
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Article in journal
28
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English
28
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Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Cepni, Oguzhan
1
Chen, Langnan
1
Cheng, Yihan
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Chong, Choo Wei
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
Clements, Adam
1
Cross, Jamie
1
Fei, Tianlun
1
Fischer, Henning
1
Granger, C. W. J.
1
Groß-Klußmann, Axel
1
Guo, Na
1
Gupta, Rangan
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Huang, Mao-Lung
1
Härdle, Wolfgang
1
Jeon, Jooyoung
1
Jeong, Kiho
1
Karathanasopoulos, Andreas
1
Kiss, Tamás
1
Koubaa, Yosra
1
Leppin, Julian Sebastian
1
Liao, Shu-Yi
1
Liao, Yin
1
Lin, Kuo-Chin
1
Liu, Xiaoquan
1
Louzis, Dimitrios P.
1
Luciani, Matteo
1
López, José A.
1
Man, Kasing
1
Mazur, Stepan
1
Muniain, Peru
1
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Journal of forecasting
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Applied economics letters
75
Applied financial economics
75
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Economics letters
57
Journal of risk and financial management : JRFM
54
International journal of forecasting
46
The European journal of finance
45
International journal of finance & economics : IJFE
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
International Journal of Energy Economics and Policy : IJEEP
36
Quantitative finance
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
Journal of economic dynamics & control
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Econometric reviews
27
Journal of financial markets
26
Emerging markets, finance and trade : EMFT
24
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ECONIS (ZBW)
28
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
6
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
7
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
8
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
9
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
10
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
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