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subject:"Schock"
subject:"Volatilität"
~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Forecasting model"
~subject:"Leading indicator"
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Schock
Volatilität
Forecasting model
Leading indicator
Estimation
655
Schätzung
654
Theorie
205
Theory
205
Prognoseverfahren
204
Volatility
156
Capital income
151
Kapitaleinkommen
151
Börsenkurs
119
Share price
119
Time series analysis
114
Zeitreihenanalyse
114
Stock market
94
Aktienmarkt
93
Welt
87
World
87
ARCH model
71
ARCH-Modell
71
Exchange rate
71
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69
USA
59
United States
59
Cointegration
50
Kointegration
50
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46
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45
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44
Wirtschaftswachstum
44
Inflation
43
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43
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43
Oil price
41
Ölpreis
41
Regression analysis
40
Regressionsanalyse
40
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2
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2
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1
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1
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319
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Koopman, Siem Jan
5
McAleer, Michael
5
Gupta, Rangan
4
Wang, Yudong
4
Xuan Vinh Vo
4
Athanasopoulos, George
3
Balcilar, Mehmet
3
Brooks, Robert
3
Chang, Chia-Lin
3
Huber, Florian
3
Yin, Libo
3
Ali, Syed Zahid
2
Asai, Manabu
2
Beckmann, Joscha
2
Blasques, Francisco
2
Bräuning, Falk
2
Caporin, Massimiliano
2
Chang, Kuang-Liang
2
Chortareas, Georgios E.
2
Do, Hung Xuan
2
Feng, Jiabao
2
Franses, Philip Hans
2
Gerlach, Richard
2
Giovannelli, Alessandro
2
González-Rivera, Gloria
2
Guérin, Pierre
2
Hammoudeh, Shawkat
2
Han, Liyan
2
He, Zhifang
2
Herwartz, Helmut
2
Hou, Chenghan
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Hyndman, Rob J.
2
Kang, Sang Hoon
2
Kapetanios, George
2
Klein, Tony
2
Kumar, Dilip
2
Lahiri, Kajal
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International journal of forecasting
International review of economics & finance : IREF
Applied economics
241
Economic modelling
217
Working paper / National Bureau of Economic Research, Inc.
209
NBER working paper series
203
Energy economics
193
Finance research letters
189
NBER Working Paper
189
Discussion paper / Centre for Economic Policy Research
173
Working paper
163
CESifo working papers
158
Journal of banking & finance
149
Journal of econometrics
149
International review of financial analysis
148
Applied economics letters
146
The North American journal of economics and finance : a journal of financial economics studies
136
Economics letters
132
Journal of empirical finance
131
Journal of international money and finance
131
Journal of forecasting
116
Discussion papers / CEPR
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Applied financial economics
96
Journal of international financial markets, institutions & money
93
Discussion paper / Tinbergen Institute
90
Journal of financial economics
86
Research in international business and finance
85
Discussion paper
84
Journal of economic dynamics & control
82
Discussion paper series / IZA
75
Journal of macroeconomics
75
Journal of risk and financial management : JRFM
74
The journal of futures markets
74
The European journal of finance
68
International journal of finance & economics : IJFE
66
Macroeconomic dynamics
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
Working paper series / European Central Bank
64
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ECONIS (ZBW)
319
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
Accelerating peak dating in a dynamic factor Markov-switching model
Os, Bram van
;
Dijk, Dick van
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 313-323
Persistent link: https://www.econbiz.de/10014450273
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5
2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.
;
Greenwood, David
; …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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6
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
7
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
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8
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
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9
Output volatility and exchange rates : New evidence from the updated de facto exchange rate regime classifications
Da̜browski, Marek A.
;
Papież, Monika
;
Śmiech, Sławomir
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 894-908
Persistent link: https://www.econbiz.de/10014446609
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10
The impact of retail investor sentiment on the conditional volatility of stocks and bonds : evidence from the Tel-Aviv stock exchange
Hadad, Elroi
;
Kedar-Levy, Haim
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1303-1313
Persistent link: https://www.econbiz.de/10014446625
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