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~isPartOf:"Asia-Pacific financial markets"
~subject:"Forecasting model"
~subject:"Theorie"
~type_genre:"Article in journal"
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Search: "ECB" OR "Financial crisis" OR "Financial markets" OR "Monetary policy" OR "Volatility"
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Forecasting model
Theorie
Theory
118
Option pricing theory
77
Optionspreistheorie
77
Volatility
59
Volatilität
59
Japan
47
Portfolio selection
47
Portfolio-Management
47
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47
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47
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44
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44
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40
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40
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37
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30
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19
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18
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Chiarella, Carl
3
Ishijima, Hiroshi
3
Kariya, Takeaki
3
Platen, Eckhard
3
Shirakawa, Hiroshi
3
Takahashi, Akihiko
3
Takahashi, Hajime
3
Yamada, Yuji
3
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2
Bhar, Ramaprasad
2
Cvitanić, Jakša
2
Fujita, Takahiko
2
Hata, Hiroaki
2
Honda, Toshiki
2
Iwaisako, Tokuo
2
Kim, Yong-jin
2
Kwon, Oh Kang
2
Maeda, Akira
2
Matsumoto, Koichi
2
Miura, Ryozo
2
Miyahara, Yoshio
2
Morimoto, Takayuki
2
Nakagawa, Hidetoshi
2
Nakamura, Hisashi
2
Okabe, Yasunori
2
Runggaldier, Wolfgang J.
2
Sekine, Jun
2
Shouda, Tomoaki
2
Siu, Tak Kuen
2
Tsuji, Chikashi
2
Tsurumi, Hiroki
2
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2
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2
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2
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1
Akahori, Jirô
1
Allali, Abdelwahab
1
Anuchitworawong, Chaiyasit
1
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1
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1
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Columbia-JAFEE Conference on the Mathematics of Finance <3, 1999, New York, NY>
1
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Asia-Pacific financial markets
Journal of monetary economics
431
Journal of economic dynamics & control
421
Economics letters
343
Economic modelling
323
Journal of international financial markets, institutions & money
291
Journal of macroeconomics
289
Journal of money, credit and banking : JMCB
278
Journal of banking & finance
273
Journal of international money and finance
250
Macroeconomic dynamics
243
Journal of financial markets
214
Finance research letters
202
European economic review : EER
196
Applied economics
181
International review of economics & finance : IREF
179
International journal of forecasting
178
Journal of econometrics
175
International review of financial analysis
161
Journal of international economics
157
Applied economics letters
155
Energy economics
153
Journal of forecasting
149
The American economic review
137
The North American journal of economics and finance : a journal of financial economics studies
137
Journal of empirical finance
135
Journal of financial economics
133
Journal of economic theory
130
Review of economic dynamics
127
Open economies review
125
Journal of economic behavior & organization : JEBO
113
Journal of risk and financial management : JRFM
109
International journal of theoretical and applied finance
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of financial stability
97
The European journal of finance
97
The review of financial studies
96
The economic journal : the journal of the Royal Economic Society
93
Finanzmarkt und Portfolio-Management
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
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ECONIS (ZBW)
125
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1
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125
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1
Empirically effective bond pricing model and analysis on term structures of implied interest rates in
financial
crisis
Kariya, Takeaki
;
Wang, Jingsui
;
Wang, Zhu
;
Doi, Eiichi
; …
- In:
Asia-Pacific financial markets
19
(
2012
)
3
,
pp. 259-292
Persistent link: https://www.econbiz.de/10009660683
Saved in:
2
How does
monetary
policy
influence capital markets? : using a threshold regression model
Chen, Guan-ru
;
Wu, Ming-hung
- In:
Asia-Pacific financial markets
20
(
2013
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10009718893
Saved in:
3
Testing the predictive ability of corridor implied
volatility
under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
4
Incorporating realized quarticity into a realized stochastic
volatility
model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
5
VIX forecast under different
volatility
specifications
Wang, Ying
;
Wong, Hoi Ying
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10011797619
Saved in:
6
Forecasting financial market
volatility
using a dynamic topic model
Morimoto, Takayuki
;
Kawasaki, Yoshinori
- In:
Asia-Pacific financial markets
24
(
2017
)
3
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011797658
Saved in:
7
Detection of information flow in major international
financial
markets
by interactivity network analysis
Allali, Abdelwahab
;
Oueslati, Amor
;
Trabelsi, Abdelwahed
- In:
Asia-Pacific financial markets
18
(
2011
)
3
,
pp. 319-344
Persistent link: https://www.econbiz.de/10009303027
Saved in:
8
Forecasting intraday
volatility
and value-at-risk with high-frequency data
So, Mike Ka-pui
;
Xu, Rui
- In:
Asia-Pacific financial markets
20
(
2013
)
1
,
pp. 83-111
Persistent link: https://www.econbiz.de/10009718871
Saved in:
9
A class of Gaussian hybrid processes for modeling
financial
markets
Itoh, Yasuyuki
- In:
Asia-Pacific financial markets
14
(
2007
)
3
,
pp. 185-199
Persistent link: https://www.econbiz.de/10003705876
Saved in:
10
Testing for
volatility
jumps in the stochastic
volatility
process
Kobayashi, Masahito
- In:
Asia-Pacific financial markets
12
(
2005
)
2
,
pp. 143-157
Persistent link: https://www.econbiz.de/10003378339
Saved in:
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