//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Modellierung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Modellierung
38
Scientific modelling
38
Theorie
18
Theory
18
Forecasting model
11
Prognoseverfahren
11
Time series analysis
10
Zeitreihenanalyse
10
Estimation
8
Schätzung
8
Bayes-Statistik
7
Bayesian inference
7
CAPM
6
Estimation theory
5
Portfolio selection
5
Portfolio-Management
5
Schätztheorie
5
Volatilität
5
Model uncertainty
4
Bayesian model averaging
3
Capital income
3
Deutschland
3
Exchange rate
3
Germany
3
Kapitaleinkommen
3
Realized volatility
3
Wechselkurs
3
Demand system
2
Forecasting
2
Großbritannien
2
Inflation
2
Interest rate
2
Logit model
2
Logit-Modell
2
Model selection
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nachfragesystem
2
Random Walk
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Caporin, Massimiliano
1
Costola, Michele
1
Louzis, Dimitrios P.
1
Nonejad, Nima
1
Qiao, Gaoxiu
1
Qiu, Yue
1
Refenes, Apostolos-Paul
1
Wang, Zongrun
1
Xanthopoulos-Sisinis, Spyros
1
Xie, Tian
1
Zhang, Gaoxun
1
Zhang, Xinyu
1
more ...
less ...
Published in...
All
Applied economics
Journal of empirical finance
CREATES research paper
9
Econometric reviews
8
Econometric Institute research papers
7
Working paper
7
Journal of econometrics
6
Journal of forecasting
6
Econometrics : open access journal
4
Energy economics
4
International journal of forecasting
4
Research series / Universiteit van Amsterdam
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Tinbergen Institute research series
4
Annals of finance
3
ECON PhD dissertations
3
European journal of operational research : EJOR
3
Forecasting volatility in the financial markets
3
Journal of economic dynamics & control
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
NBER working paper series
3
NCER working paper series
3
Quantitative finance
3
The journal of computational finance
3
The journal of futures markets
3
CAMA working paper series
2
Discussion paper / Tinbergen Institute
2
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Europäische Hochschulschriften / 5
2
Finance and economics discussion series
2
Journal of banking & finance
2
NBER Working Paper
2
Research in international business and finance
2
Review of economic dynamics
2
Review of finance : journal of the European Finance Association
2
SpringerLink / Bücher
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
2
Out-of-sample realized volatility forecasting : does the support vector regression compete combination methods
Zhang, Gaoxun
;
Qiao, Gaoxiu
- In:
Applied economics
53
(
2021
)
19
,
pp. 2192-2205
Persistent link: https://www.econbiz.de/10012501131
Saved in:
3
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
4
Forecasting aggregate stock market volatility using financial and macroeconomic predictors : Which models forecast best, when and why?
Nonejad, Nima
- In:
Journal of empirical finance
42
(
2017
),
pp. 131-154
Persistent link: https://www.econbiz.de/10011808557
Saved in:
5
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->