//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Prognoseverfahren"
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:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Volatility
608
Volatilität
607
Theorie
184
Theory
184
Estimation
160
Schätzung
160
Estimation theory
120
Schätztheorie
120
Börsenkurs
119
Share price
119
Stochastic process
113
Stochastischer Prozess
113
Time series analysis
113
Zeitreihenanalyse
113
ARCH model
108
ARCH-Modell
108
Capital income
105
Kapitaleinkommen
105
Exchange rate
83
Wechselkurs
83
Forecasting model
73
Aktienmarkt
58
Stock market
58
Welt
57
World
57
Market microstructure
47
Marktmikrostruktur
47
Option pricing theory
44
Optionspreistheorie
44
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
USA
39
United States
39
Statistical distribution
37
Statistische Verteilung
37
Financial market
34
Finanzmarkt
34
Stochastic volatility
34
Emerging economies
31
more ...
less ...
Online availability
All
Undetermined
49
Free
3
Type of publication
All
Article
73
Type of publication (narrower categories)
All
Article in journal
73
Aufsatz in Zeitschrift
73
Language
All
English
73
Author
All
Ma, Feng
6
Bollerslev, Tim
5
Liang, Chao
5
Patton, Andrew J.
5
Li, Xiafei
4
Wei, Yu
4
Andersen, Torben
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Zhou, Hao
3
Barigozzi, Matteo
2
Chen, Zhonglu
2
Fan, Jianqing
2
Gupta, Rangan
2
Quaedvlieg, Rogier
2
Valkanov, Rossen I.
2
Zhang, Yaojie
2
Ahmed, Rizwan
1
Andreou, Elena
1
Asai, Manabu
1
Azhar Mohamad
1
Aït-Sahalia, Yacine
1
Bai, Lan
1
Bauer, Gregory H.
1
Bekaert, Geert
1
Blair, Bevan J.
1
Busch, Thomas
1
Calvet, Laurent E.
1
Carriero, Andrea
1
Chan, Joshua C. C.
1
Chen, Wang
1
Chen, Xiaodan
1
Choi, Yongok
1
Chortareas, Georgios E.
1
Christensen, Bent Jesper
1
Clark, Todd E.
1
Corsi, Fulvio
1
Cross, Jamie
1
Cui, Xiangyu
1
more ...
less ...
Published in...
All
Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
International journal of forecasting
118
Journal of forecasting
114
Energy economics
107
Finance research letters
92
International review of financial analysis
67
Economic modelling
57
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
52
Applied economics
50
Journal of banking & finance
48
Applied economics letters
33
The journal of futures markets
33
Department of Economics working paper series
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Working paper
30
Discussion paper / Tinbergen Institute
29
Quantitative finance
29
Applied financial economics
28
The European journal of finance
28
Journal of international financial markets, institutions & money
25
Journal of financial econometrics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Pacific-Basin finance journal
22
Journal of financial economics
21
Journal of applied econometrics
19
Research in international business and finance
19
CREATES research paper
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
Emerging markets, finance and trade : EMFT
16
Finance and economics discussion series
16
NBER working paper series
16
CAMA working paper series
15
Econometric reviews
15
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
3
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
4
Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao
;
Zhang, Yaojie
;
Li, Xiafei
;
Ma, Feng
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
9
High frequency volatility forecasting : a new approach using a hybrid ANN-MC-GARCH model
Jumoorty, Aneessa Firdaus
;
Thoplan, Ruben
;
Narsoo, Jason
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4156-4175
Persistent link: https://www.econbiz.de/10014429300
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->