//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatilität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
643
Volatilität
643
Estimation
195
Schätzung
195
ARCH model
191
ARCH-Modell
191
Börsenkurs
183
Share price
183
Oil price
153
Ölpreis
153
Capital income
125
Kapitaleinkommen
125
Welt
123
World
123
Aktienmarkt
121
Stock market
121
Theorie
108
Theory
108
Exchange rate
96
Wechselkurs
96
Prognoseverfahren
81
Time series analysis
69
Zeitreihenanalyse
69
Spillover effect
56
Spillover-Effekt
56
Stochastic process
53
Stochastischer Prozess
53
USA
53
United States
53
VAR model
45
VAR-Modell
45
Cointegration
38
Commodity derivative
38
Kointegration
38
Rohstoffderivat
38
volatility
38
Risiko
35
Risk
35
Aktienindex
31
more ...
less ...
Online availability
All
Undetermined
48
Free
8
Type of publication
All
Article
81
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Language
All
English
81
Author
All
Ma, Feng
6
Zhang, Yaojie
6
Russel, Edwin
3
Fameliti, Stavroula P.
2
Ghysels, Eric
2
He, Mengxi
2
Huang, Alex
2
Liang, Chao
2
Liu, Li
2
Mustofa Usman
2
Okou, Cédric
2
Olmo, Jose
2
Wahab, M. I. M.
2
Wang, Yudong
2
Wei, Yu
2
Wen, Danyan
2
Abuzayed, Bana
1
Ahoniemi, Katja
1
Al-Fayoumi, Nedal
1
Alam, Iskandar Ali
1
Ambya, Ambya
1
Amrouk, El Mamoun
1
An, Jaehyung
1
Asai, Manabu
1
Assimakopoulos, V.
1
Azhar, Rialdi
1
Barai, Parama
1
Barrientos, Jorge Hugo
1
Bekiros, Stelios
1
Boasson, Vigdis
1
Brownlees, Christian
1
Caldeira, João F.
1
Charfeddine, Lanouar
1
Chen, Yixiang
1
Chiang, Shu-Mei
1
Choo, Wei Chong
1
Corsi, Fulvio
1
Cover, James Peery
1
Diao, Xundi
1
Dong, Qingma
1
more ...
less ...
Published in...
All
Applied economics
International Journal of Energy Economics and Policy : IJEEP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
International journal of forecasting
118
Journal of forecasting
114
Energy economics
107
Finance research letters
92
International review of financial analysis
67
Economic modelling
57
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
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
30
Discussion paper / Tinbergen Institute
29
Quantitative finance
29
Applied financial economics
28
The European journal of finance
28
Journal of international financial markets, institutions & money
25
International journal of finance & economics : IJFE
24
Journal of financial econometrics
24
Journal of risk and financial management : JRFM
23
Economics letters
22
Pacific-Basin finance journal
22
Journal of financial economics
21
Journal of applied econometrics
19
Research in international business and finance
19
CREATES research paper
17
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
Emerging markets, finance and trade : EMFT
16
Finance and economics discussion series
16
NBER working paper series
16
CAMA working paper series
15
Econometric reviews
15
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana
;
Russel, Edwin
;
Alam, Iskandar Ali
;
Widiarti
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 579-591
Persistent link: https://www.econbiz.de/10014494811
Saved in:
2
Dynamic modeling and analysis of some energy companies of Indonesia over the year 2018 to 2022 by using VAR(p)-CCC GARCH(r,s) model
Mustofa Usman
;
Komarudin, M.
;
Nurhanurawati
;
Russel, Edwin
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
4
,
pp. 542-554
Persistent link: https://www.econbiz.de/10014373695
Saved in:
3
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
4
Uncertainty indices and stock market volatility predictability during the global pandemic : evidence from G7 countries
Fameliti, Stavroula P.
;
Skintz, Vasiliki D.
- In:
Applied economics
56
(
2024
)
19
,
pp. 2315-2336
Persistent link: https://www.econbiz.de/10014520768
Saved in:
5
Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago
;
Barrientos, Jorge Hugo
- In:
International Journal of Energy Economics and Policy : IJEEP
11
(
2021
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
Saved in:
6
Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models
Ma, Yuanyuan
;
Liu, Chenglong
;
Zhang, Jie Tian
;
Liu, Yanze
- In:
Applied economics
55
(
2023
)
43
,
pp. 5013-5032
Persistent link: https://www.econbiz.de/10014334940
Saved in:
7
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
8
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
9
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
10
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->