//--> //--> //--> //-->
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 financial economics"
~language:"eng"
~subject:"ARCH model"
~type:"article"
~type_genre:"Article in journal"
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:"Forecast"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Forecasting model
110
Prognoseverfahren
110
Capital income
30
Forecast
30
Kapitaleinkommen
30
Prognose
30
Volatility
29
Volatilität
29
USA
28
United States
28
Estimation
27
Schätzung
27
Theorie
26
Theory
26
Aktienmarkt
20
Stock market
20
ARCH-Modell
19
Exchange rate
19
Wechselkurs
19
Börsenkurs
18
Share price
18
Time series analysis
16
Zeitreihenanalyse
16
Großbritannien
14
United Kingdom
14
Financial analysis
10
Finanzanalyse
10
Yield curve
9
Zinsstruktur
9
Aktienindex
8
Gewinn
8
Interest rate
8
Portfolio selection
8
Portfolio-Management
8
Profit
8
Stock index
8
Welt
8
World
8
Zins
8
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
19
Language
All
English
Author
All
Degiannakis, Stavros
2
Akdemir, A.
1
Akgül, Işıl
1
Alper, C. Emre
1
Antonakakis, Nikolaos
1
Chong, James
1
Chuang, I.-yuan
1
Corredor, Pilar
1
Darby, Julia
1
Davis, Nicole
1
Ding, Jie
1
Duqi, Andi
1
Elyasiani, Elyas
1
Franci, Leonardo
1
Garg, S.
1
Kazimov, K.
1
Kutan, Ali Mustafa
1
Lee, Pei-hsuan
1
Li, Kui-wai
1
Li, Xiaoming
1
Lu, Jin-ray
1
Meade, Nigel
1
Miralles Marcelo, José Luis
1
Miralles-Quirós, José Luis
1
Miralles-Quirós, María del Mar
1
Oxley, Les
1
Puri, Tribhuvan N.
1
Reale, Marco
1
Reeves, Jonathan J.
1
Santamaría Aquilué, Rafael
1
Sayyan, Hülya
1
Scarrott, Carl
1
Torluccio, Giuseppe
1
Ulu, Yasemin
1
Vipul
1
Westbrook, Jilleen R.
1
Xekalaki, Evdokia
1
Xie, Xuan
1
Xu, Qing
1
Zhao, Xin
1
more ...
less ...
Published in...
All
Applied financial economics
International journal of forecasting
78
Journal of forecasting
73
Energy economics
70
Finance research letters
50
Applied economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
International review of financial analysis
37
Journal of empirical finance
35
International review of economics & finance : IREF
30
Economic modelling
27
Applied economics letters
21
Journal of econometrics
20
Journal of international financial markets, institutions & money
19
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Economics letters
15
International journal of finance & economics : IJFE
14
Quantitative finance
14
Research in international business and finance
14
The European journal of finance
14
Journal of risk and financial management : JRFM
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Computational economics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial econometrics
11
Pacific-Basin finance journal
11
Risks : open access journal
11
International Journal of Energy Economics and Policy : IJEEP
10
Journal of risk
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International journal of economics and finance
8
Journal of commodity markets
8
Econometric reviews
7
Econometrics : open access journal
7
Emerging markets, finance and trade : EMFT
7
Financial innovation : FIN
7
Journal of applied econometrics
7
Review of quantitative finance and accounting
7
The journal of futures markets
6
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
5
Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis
;
Miralles-Quirós, José Luis
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
Saved in:
6
A study on the volatility
forecast
of the US housing market in the 2008 crisis
Li, Kui-wai
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1869-1880
Persistent link: https://www.econbiz.de/10009719324
Saved in:
7
Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
Ding, Jie
;
Meade, Nigel
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 771-783
Persistent link: https://www.econbiz.de/10009009838
Saved in:
8
Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming
;
Xu, Qing
- In:
Applied financial economics
18
(
2008
)
1/3
,
pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
Saved in:
9
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Saved in:
10
Forecasting volatility in the financial markets : a comparison of alternative distributional assumptions
Chuang, I.-yuan
;
Lu, Jin-ray
;
Lee, Pei-hsuan
- In:
Applied financial economics
17
(
2007
)
13/15
,
pp. 1051-1060
Persistent link: https://www.econbiz.de/10003590371
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->