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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of forecasting"
~subject:"Regressionsanalyse"
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Volatilität
Regressionsanalyse
Estimation
143
Schätzung
143
Forecasting model
107
Prognoseverfahren
107
Theorie
74
Theory
74
Time series analysis
49
Zeitreihenanalyse
49
Capital income
31
Kapitaleinkommen
31
Volatility
28
Börsenkurs
24
Share price
24
Estimation theory
18
Schätztheorie
18
USA
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United States
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Forecast
16
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16
forecasting
14
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13
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12
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12
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10
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9
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9
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8
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Article in journal
39
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39
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English
39
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Karathanasopoulos, Andreas
2
Taylor, James W.
2
Wang, Yudong
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Breitung, Jörg
1
Cai, Wensheng
1
Cepni, Oguzhan
1
Chan, Ngai Hang
1
Chang, Shu-Lien
1
Chen, Cathy W. S.
1
Chen, Langnan
1
Cheng, Yihan
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Chong, Choo Wei
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
Clements, Adam
1
Cross, Jamie
1
Fan, Xinyue
1
Fang, Kuangnan
1
Fei, Tianlun
1
Feng, Yuqing
1
Fischer, Henning
1
Gerlach, Richard
1
Granger, C. W. J.
1
Groß-Klußmann, Axel
1
Guo, Na
1
Gupta, Rangan
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Huang, Mao-Lung
1
Härdle, Wolfgang
1
Jeon, Jooyoung
1
Jeong, Kiho
1
Jin, Wei
1
Kiss, Tamás
1
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Journal of forecasting
Applied economics
178
Journal of econometrics
175
Economic modelling
159
Energy economics
157
Finance research letters
132
International review of economics & finance : IREF
127
Applied economics letters
118
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
Journal of empirical finance
90
Journal of banking & finance
89
Economics letters
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Journal of international financial markets, institutions & money
77
Research in international business and finance
77
Applied financial economics
76
Journal of international money and finance
73
Journal of risk and financial management : JRFM
63
International journal of forecasting
62
The journal of futures markets
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
International journal of finance & economics : IJFE
49
The European journal of finance
47
Journal of applied econometrics
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Econometric reviews
43
International Journal of Energy Economics and Policy : IJEEP
41
International journal of economics and finance
40
Journal of financial economics
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
The empirical economics letters : a monthly international journal of economics
38
Empirical economics : a quarterly journal of the Institute for Advanced Studies
37
Cogent economics & finance
36
Pacific-Basin finance journal
36
International journal of economics and financial issues : IJEFI
35
Quantitative finance
35
Journal of financial econometrics
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
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ECONIS (ZBW)
39
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
5
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
6
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
7
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
8
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
9
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
10
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
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