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~isPartOf:"Journal of forecasting"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Prognoseverfahren
Stochastic process
Volatility
131
Volatilität
131
Forecasting model
114
ARCH model
57
ARCH-Modell
57
Theorie
55
Theory
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Capital income
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realized volatility
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forecasting
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volatility forecasting
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So, Mike Ka-pui
5
Wang, Yudong
5
Gupta, Rangan
4
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4
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4
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3
McMillan, David G.
3
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2
Balakrishna, N.
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Chen, Langnan
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He, Mengxi
2
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2
Lin, Edward M. H.
2
Ma, Zhiren
2
Park, Myung D.
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Speight, Alan E. H.
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Tang, Xiaolong
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2
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2
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2
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1
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1
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Asai, Manabu
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1
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1
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1
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Journal of forecasting
International journal of theoretical and applied finance
139
Journal of econometrics
138
Energy economics
131
Finance research letters
125
International journal of forecasting
120
Quantitative finance
108
Journal of banking & finance
82
Discussion paper / Tinbergen Institute
79
The North American journal of economics and finance : a journal of financial economics studies
79
International review of financial analysis
77
Journal of empirical finance
77
Economic modelling
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Applied economics
68
International review of economics & finance : IREF
65
Applied mathematical finance
61
Computational economics
60
The journal of futures markets
60
Working paper
59
Journal of economic dynamics & control
58
Econometric reviews
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The journal of computational finance
50
Economics letters
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
Finance and stochastics
47
European journal of operational research : EJOR
45
Applied economics letters
44
Journal of risk and financial management : JRFM
43
The European journal of finance
43
Journal of mathematical finance
42
Applied financial economics
41
Risks : open access journal
41
Journal of financial economics
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
CREATES research paper
37
Journal of financial econometrics
37
Research paper series / Swiss Finance Institute
37
Insurance / Mathematics & economics
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ECONIS (ZBW)
115
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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
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
4
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
5
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
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
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
8
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
9
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
10
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
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