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subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Volatility
336
Volatilität
336
Estimation
116
Schätzung
116
ARCH model
108
ARCH-Modell
108
Börsenkurs
93
Share price
93
Theorie
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76
Aktienmarkt
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Stock market
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70
Welt
61
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57
Time series analysis
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Zeitreihenanalyse
56
Exchange rate
47
Wechselkurs
47
Oil price
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Spillover effect
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Ölpreis
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Risiko
36
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China
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Commodity derivative
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Rohstoffderivat
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Correlation
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Ma, Feng
5
Todorova, Neda
4
Zhang, Yaojie
4
Liu, Jing
3
Cross, Jamie
2
Hou, Chenghan
2
Huang, Zhuo
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
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Li, Bin
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2
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2
Amendola, Alessandra
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Bao Hoang Nguyen
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1
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1
Candila, Vincenzo
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Charfeddine, Lanouar
1
Chen, Junping
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Chen, Mei-Ping
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1
Chevallier, Julien
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Chundakkadan, Radeef
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Economic modelling
International journal of forecasting
118
Journal of forecasting
114
Energy economics
107
Finance research letters
92
International review of financial analysis
67
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 econometrics
49
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
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Discussion paper / Tinbergen Institute
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Quantitative finance
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Applied financial economics
28
The European journal of finance
28
Journal of international financial markets, institutions & money
25
International journal of finance & economics : IJFE
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Economics letters
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Pacific-Basin finance journal
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Journal of financial economics
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Journal of applied econometrics
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Research in international business and finance
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CREATES research paper
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
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Emerging markets, finance and trade : EMFT
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Finance and economics discussion series
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NBER working paper series
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ECONIS (ZBW)
57
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1
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:
2
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
Saved in:
3
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
Saved in:
4
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:
5
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
6
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
7
Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
95
(
2021
),
pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
Saved in:
8
Impacts of asymmetry on forecasting realized volatility in Japanese stock markets
Maki, Daiki
;
Ota, Yasushi
- In:
Economic modelling
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
Saved in:
9
Social media sentiment, model uncertainty, and volatility forecasting
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Economic modelling
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012796577
Saved in:
10
Market instability and technical trading at high frequency : evidence from NASDAQ stocks
Erdemlioglu, Deniz
;
Petitjean, Mikael
;
Vargas, Nicolas
- In:
Economic modelling
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012797344
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