//--> //--> //--> //-->
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:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~subject:"Exchange rate"
~subject:"Theorie"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Theorie
Volatility
353
Volatilität
265
Theory
130
Forecasting model
126
Prognoseverfahren
126
USA
88
United States
88
volatility
83
Capital income
76
Kapitaleinkommen
76
ARCH model
65
ARCH-Modell
64
Börsenkurs
61
Share price
61
Time series analysis
61
Zeitreihenanalyse
61
Estimation
53
Schätzung
53
Stock market
29
Aktienmarkt
27
GARCH
25
Realized volatility
22
Risikoprämie
22
Risk premium
22
Portfolio selection
21
Portfolio-Management
21
Stochastic process
21
Stochastischer Prozess
21
CAPM
19
Risikomaß
18
Risk
18
Risk measure
18
Volatility forecasting
18
Wechselkurs
18
Yield curve
18
Zinsstruktur
18
Estimation theory
16
Forecasting
16
more ...
less ...
Online availability
All
Undetermined
63
Free
4
Type of publication
All
Article
135
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
135
Aufsatz in Zeitschrift
135
Language
All
English
135
Undetermined
3
Author
All
Viceira, Luis M.
3
Arroyo, Javier
2
Bekaert, Geert
2
Chan, Joshua
2
Cross, Jamie
2
Gallo, Giampiero M.
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Lucas, André
2
Opschoor, Anne
2
Rice, Gregory
2
Ruiz, Esther
2
Storti, Giuseppe
2
Taylor, Nicholas
2
Veronesi, Pietro
2
Wu, Chongfeng
2
Wu, Guojun
2
Ahmed, Shamim
1
Ajello, Andrea
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Amin, Kaushik I.
1
Andrada Félix, Julián
1
Andrei, Daniel
1
Ang, Andrew
1
Arvanitis, Stelios
1
Atmaz, Adem
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Bakshi, Gurdip S.
1
Ballinari, Daniele
1
Banerjee, Snehal
1
Bansal, Ravi
1
Bauwens, Luc
1
Başak, Suleyman
1
Bekierman, Jeremias
1
Benzoni, Luca
1
Bhamra, Harjoat Singh
1
Bluedorn, John Christopher
1
Bouoiyour, Jamal
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Published in...
All
MPRA Paper
International journal of forecasting
The review of financial studies
NBER working paper series
206
NBER Working Paper
186
Working paper / National Bureau of Economic Research, Inc.
184
Journal of econometrics
131
Journal of banking & finance
124
Journal of international money and finance
112
Economic modelling
109
Applied economics
104
Finance research letters
100
Economics letters
99
Discussion paper / Centre for Economic Policy Research
92
Journal of empirical finance
90
Discussion paper / Tinbergen Institute
89
Working paper
88
International review of economics & finance : IREF
85
The North American journal of economics and finance : a journal of financial economics studies
85
Energy economics
81
International journal of theoretical and applied finance
79
Journal of financial economics
77
Journal of international financial markets, institutions & money
77
Applied economics letters
76
International review of financial analysis
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of economic dynamics & control
71
The European journal of finance
68
International journal of finance & economics : IJFE
63
Applied financial economics
62
CESifo working papers
61
Journal of forecasting
61
Journal of risk and financial management : JRFM
56
Econometric reviews
54
IMF working papers
52
Quantitative finance
51
Research in international business and finance
51
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
Applied mathematical finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
more ...
less ...
Source
All
ECONIS (ZBW)
135
RePEc
3
Showing
1
-
10
of
138
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
2
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:
3
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:
4
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
5
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:
6
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:
7
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:
8
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
9
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->