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type_genre:"Article in journal"
type_genre:"Ranking"
~accessRights:"restricted"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economics and finance"
~subject:"Volatility"
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Search: subject_exact:"Estimation"
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Volatility
Estimation
148
Schätzung
148
Forecasting model
107
Prognoseverfahren
107
Theorie
61
Theory
61
Time series analysis
56
Zeitreihenanalyse
56
Volatilität
50
Capital income
38
Kapitaleinkommen
38
ARCH model
31
ARCH-Modell
31
Börsenkurs
24
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24
Forecast
19
Exchange rate
18
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Estimation theory
17
Forecasting
17
Regression analysis
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Regressionsanalyse
17
Schätztheorie
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Wirtschaftsprognose
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Bayes-Statistik
16
Bayesian inference
16
Factor analysis
15
Faktorenanalyse
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Statistical distribution
14
Statistische Verteilung
14
Risikomaß
13
Risk measure
13
Realized volatility
12
VAR model
12
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Article in journal
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50
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Gupta, Rangan
3
Klein, Tony
2
Ahmed, Shamim
1
Anjum, Hassan
1
Antonakakis, Nikolaos
1
Asai, Manabu
1
Audrino, Francesco
1
Auer, Benjamin R.
1
Bahmani-Oskooee, Mohsen
1
Balcilar, Mehmet
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bauwens, Luc
1
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1
Bluedorn, John Christopher
1
Budd, Bruce Q.
1
Catania, Leopoldo
1
Chan, Joshua
1
Chang, Yung-ho
1
Chen, Langnan
1
Chiu, Ching Wai Jeremy
1
Cho, Dooyeon
1
Clements, Adam
1
Cross, Jamie
1
Croux, Christophe
1
Decressin, Jörg
1
Degiannakis, Stavros
1
Demirer, Rıza
1
Eraslan, Sercan
1
Filis, George
1
Fu, Jin-Yu
1
Fuentes, Fernanda
1
Gallo, Giampiero M.
1
Gerlach, Richard
1
Guérin, Pierre
1
Hajilee, Massomeh
1
Hao, Hong-Xia
1
Haq, Sanzid
1
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International journal of forecasting
Journal of economics and finance
Energy economics
124
Finance research letters
116
International review of economics & finance : IREF
87
Applied economics
81
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
79
International review of financial analysis
75
Journal of econometrics
71
Research in international business and finance
57
Journal of banking & finance
48
Journal of international financial markets, institutions & money
47
Journal of empirical finance
45
Economics letters
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Applied economics letters
39
Journal of international money and finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of financial econometrics
29
International journal of finance & economics : IJFE
28
Pacific-Basin finance journal
28
Quantitative finance
28
The European journal of finance
25
Emerging markets, finance and trade : EMFT
24
Journal of financial economics
23
Journal of economic dynamics & control
22
Journal of financial markets
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Global finance journal
17
Econometric reviews
16
International journal of emerging markets
16
Macroeconomic dynamics
16
Review of quantitative finance and accounting
16
International journal of economics and finance
15
The journal of futures markets
15
Journal of risk
14
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ECONIS (ZBW)
50
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
8
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:
9
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
10
On the predictability of the distribution of excess returns in currency markets
Cho, Dooyeon
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 511-530
Persistent link: https://www.econbiz.de/10012792849
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