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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~subject:"Spillover effect"
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Prognoseverfahren
Spillover effect
Volatility
339
Volatilität
339
Estimation
116
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116
ARCH model
108
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108
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5
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2
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2
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Economic modelling
Energy economics
231
Finance research letters
181
International review of financial analysis
144
International journal of forecasting
124
The North American journal of economics and finance : a journal of financial economics studies
122
International review of economics & finance : IREF
119
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114
Applied economics
90
Research in international business and finance
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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Financial innovation : FIN
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Journal of international money and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
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CESifo working papers
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ECONIS (ZBW)
104
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1
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
2
The asymmetric dynamics of stock-bond liquidity correlation in China : the role of macro-financial determinants
Pan, Beier
- In:
Economic modelling
124
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463273
Saved in:
3
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
4
Extreme risk spillovers across financial markets under different crises
Cao, Yufei
- In:
Economic modelling
116
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014512465
Saved in:
5
Dynamic volatility spillover effects between wind and solar power generations : implications for hedging strategies and a sustainable power sector
Song, Feng
;
Cui, Jian
;
Yu, Yihua
- In:
Economic modelling
116
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014513221
Saved in:
6
Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators
Naimoli, Antonio
;
Gerlach, Richard
;
Storti, Giuseppe
- In:
Economic modelling
107
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013367470
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7
Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui
;
Zhang, Yi
- In:
Economic modelling
106
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
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8
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
9
The existence of flight-to-quality under extreme conditions : evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
Deng, Chao
;
Su, Xiaojian
;
Wang, Gangjin
;
Peng, Cheng
- In:
Economic modelling
113
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013349183
Saved in:
10
Spillovers from the European Central Bank's asset purchases to countries in Central and Eastern Europe
Antal, Mark
;
Kaszab, Lorant
- In:
Economic modelling
113
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013349300
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