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subject:"Finanzmarkt"
~isPartOf:"International journal of forecasting"
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Search: subject_exact:"Volatility"
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Finanzmarkt
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
ARCH-Modell
61
Time series analysis
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Capital income
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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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Exchange rate
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Aktienmarkt
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Estimation theory
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Stochastischer Prozess
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Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bluedorn, John Christopher
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Catania, Leopoldo
1
Chen Zhou
1
Chen, Cathy W. S.
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Decressin, Jörg
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Feng, Yuanhua
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1
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Sucarrat, Genaro
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International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
40
NBER working paper series
36
NBER Working Paper
29
Finance research letters
28
International review of financial analysis
27
Economic modelling
26
Applied economics
22
Research in international business and finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of econometrics
16
International review of economics & finance : IREF
15
Staff working paper / Bank of Canada
15
Journal of empirical finance
14
Journal of risk and financial management : JRFM
14
Applied economics letters
13
Journal of financial economics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Journal of international money and finance
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
CESifo working papers
11
Discussion paper / Centre for Economic Policy Research
11
Journal of banking & finance
11
Emerging markets, finance and trade : EMFT
10
Energy economics
10
International Journal of Financial Studies : open access journal
10
International journal of finance & economics : IJFE
10
Journal of international financial markets, institutions & money
10
Economics letters
9
International journal of economics and finance
9
Pacific-Basin finance journal
9
The European journal of finance
9
Working paper
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Applied financial economics
8
CFS working paper series
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ECONIS (ZBW)
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1
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:
2
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
3
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
4
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
5
Do asset price drops foreshadow recessions?
Bluedorn, John Christopher
;
Decressin, Jörg
;
Terrones, …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 518-526
Persistent link: https://www.econbiz.de/10011597180
Saved in:
6
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
7
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
8
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
9
MCMC methods for comparing stochastic volatility and GARCH models
Gerlach, Richard
;
Tuyl, Frank
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10003283955
Saved in:
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