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~accessRights:"free"
~isPartOf:"Journal of forecasting"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
Forecasting model
46
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46
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25
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25
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12
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forecasting
11
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Gupta, Rangan
2
Bonato, Matteo
1
Cepni, Oguzhan
1
Cheng, Yihan
1
Clements, Adam
1
Demirer, Rıza
1
Dhifaoui, Zouhaier
1
García, I. Marta Miranda
1
Jabeur, Sami Ben
1
Khalfaoui, Rabeh
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Kiss, Tamás
1
Lai, Yu-Sheng
1
Lozano, Jose A.
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Mazur, Stepan
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Mori, Usue
1
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1
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1
Pierdzioch, Christian
1
Salisu, Afees A.
1
Segovia-Vargas, María-Jesús
1
Vasnev, Andrey L
1
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1
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Journal of forecasting
Journal of risk and financial management : JRFM
197
International Journal of Energy Economics and Policy : IJEEP
157
International journal of economics and financial issues : IJEFI
102
Cogent economics & finance
100
Risks : open access journal
92
Financial innovation : FIN
57
International Journal of Financial Studies : open access journal
49
Economies : open access journal
38
Quantitative finance and economics
36
Econometrics : open access journal
35
CBN journal of applied statistics
26
Iranian economic review : journal of University of Tehran
23
Romanian journal of economic forecasting
21
Borsa Istanbul Review
20
Quantitative economics : QE ; journal of the Econometric Society
19
Quantitative finance
19
Journal of Asian finance, economics and business : JAFEB
16
Journal of applied economics
16
The journal of futures markets
16
Pakistan journal of commerce and social sciences
15
Revista Brasileira de Finanças : RBFin
14
Journal of applied finance & banking
13
Future Business Journal
12
International journal of economic perspectives : IJEP
12
Journal of business economics and management
12
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
11
Cogent business & management
11
Economics and Business Letters : EBL
11
Journal of central banking theory and practice
11
Journal of economics, finance & administrative science
10
Economics, management and financial markets
9
Intereconomics : review of European economic policy
9
Computational economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of finance & economics : IJFE
8
International journal of food and agricultural economics : IJFAEC
8
Journal of economic and financial sciences : JEF
8
Journal of financial econometrics
8
Montenegrin journal of economics
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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
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
3
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
4
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:
5
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
6
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
7
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:
8
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
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