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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~isPartOf:"Journal of forecasting"
~subject:"Schätztheorie"
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Volatilität
Schätztheorie
Estimation
394
Schätzung
392
Forecasting model
111
Prognoseverfahren
111
Theorie
106
Theory
106
Cointegration
87
Kointegration
87
Economic growth
71
Wirtschaftswachstum
70
Time series analysis
69
Zeitreihenanalyse
69
Börsenkurs
62
Share price
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Capital income
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Kapitaleinkommen
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Volatility
58
Exchange rate
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Estimation theory
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88
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Article in journal
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88
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English
88
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Dritsaki, Chaido
3
Balibey, Mesut
2
Chan, Ngai Hang
2
Gencer, Hatice Gaye
2
Hamzaoui, Nessrine
2
Härdle, Wolfgang
2
Mighri, Zouheir Ahmed
2
Regaieg, Boutheina
2
Turkyilmaz, Serpil
2
Abaoub, Ezzeddine
1
Abdullah, Mat Yusoff
1
Abdurehman, Abderezak Ali
1
Ahmad, Muhammad Idrees
1
Ahmad, Shabbir
1
Ai, Chunrong
1
Al Saggaf, Majid Ibrahim
1
Altintas, Halil
1
Amiri, Ashkan
1
An, Yang
1
Anjum, Ghulam Abbas
1
Arvas, M. Akif
1
Avsar, Veysel
1
Belasri, Yassine
1
Belhaj, Fethi
1
Bermejo, Miguel Ángel
1
Biyase, Mduduzi
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Bora, Ivani
1
Boubker, Ahlem
1
Bristy, Humyra Jabeen
1
Brou, Jean Marcelin Bosson
1
Brännäs, Kurt
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
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International journal of economics and financial issues : IJEFI
Journal of forecasting
Journal of econometrics
272
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Applied economics
165
Energy economics
159
Economic modelling
158
Economics letters
156
Applied economics letters
129
Finance research letters
128
International review of economics & finance : IREF
116
International review of financial analysis
107
Journal of banking & finance
107
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of empirical finance
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
91
Applied financial economics
84
Journal of international money and finance
79
Econometric reviews
75
Journal of international financial markets, institutions & money
74
Research in international business and finance
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Journal of risk and financial management : JRFM
66
International journal of forecasting
65
The journal of futures markets
62
Journal of applied econometrics
61
The European journal of finance
52
International journal of finance & economics : IJFE
48
Quantitative economics : QE ; journal of the Econometric Society
48
Journal of financial economics
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Empirical economics : a quarterly journal of the Institute for Advanced Studies
43
Journal of economic dynamics & control
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International Journal of Energy Economics and Policy : IJEEP
41
Econometrics : open access journal
40
Journal of financial econometrics
40
Quantitative finance
40
International journal of economics and finance
39
Pacific-Basin finance journal
34
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ECONIS (ZBW)
88
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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
Does exchange rates swings affect trade? : Evidence from an emerging open economy
Gbadebo, Adedeji Daniel
- In:
International journal of economics and financial issues …
13
(
2023
)
1
,
pp. 132-143
Persistent link: https://www.econbiz.de/10014228390
Saved in:
3
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:
4
Does economic policy uncertainty affect exchange rate in China and Japan? : evidence from threshold cointegration with asymmetric adjustment
El Abed, Riadh
;
Mighri, Zouheir Ahmed
;
Hamouda, …
- In:
International journal of economics and financial issues …
12
(
2022
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10012802921
Saved in:
5
The interaction between policy mix in Lebanon : applications of the nonlinear and linear ARDL models
Hachem, Mahmoud
- In:
International journal of economics and financial issues …
13
(
2023
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10014251656
Saved in:
6
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:
7
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:
8
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
9
The impact of real exchange rate volatility on foreign direct investment inflows in Tunisia
Hniya, Sakli
;
Boubker, Ahlem
;
Mrad, Fatma
;
Nafti, Sawssen
- In:
International journal of economics and financial issues …
11
(
2021
)
5
,
pp. 52-67
Persistent link: https://www.econbiz.de/10012643733
Saved in:
10
Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International journal of economics and financial issues …
11
(
2021
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
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