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~isPartOf:"Econometric reviews"
~source:"econis"
~subject:"Prognoseverfahren"
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Search: subject:"Volatility"
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Prognoseverfahren
Volatility
89
Volatilität
89
Theorie
53
Theory
53
Stochastic process
44
Stochastischer Prozess
44
Time series analysis
33
Zeitreihenanalyse
33
Estimation
28
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28
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25
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25
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22
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22
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19
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Jawadi, Fredj
2
Anatolyev, Stanislav
1
Asai, Manabu
1
Bordignon, Silvano
1
Brechmann, E. C.
1
Bu, Ruijun
1
Cartea, Álvaro
1
Christodoulakis, George A.
1
Dufays, Arnaud
1
Ftiti, Zied
1
Han, Ai
1
He, Yanan
1
Heiden, M.
1
Hillebrand, Eric
1
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1
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1
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1
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1
Laurini, Fabrizio
1
Li, Yuyi
1
Long, Yonghong
1
Louhichi, Waël
1
McAleer, Michael
1
Medeiros, Marcelo C.
1
Mesters, G.
1
Okhrin, Y.
1
Ooms, Marius
1
Peng, Siyang
1
Raggi, Davide
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Rombouts, Jeroen V. K.
1
Satchell, Stephen
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1
Tawn, Jonathan A.
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Econometric reviews
International journal of forecasting
120
Journal of forecasting
115
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
53
Applied economics
50
Journal of econometrics
49
Journal of banking & finance
48
The journal of futures markets
34
Applied economics letters
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Department of Economics working paper series
32
Working paper
32
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 financial econometrics : official journal of the Society for Financial Econometrics
23
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
20
Research in international business and finance
20
CREATES research paper
17
Finance and economics discussion series
17
NBER working paper series
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
Working paper / National Bureau of Economic Research, Inc.
16
CAMA working paper series
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ECONIS (ZBW)
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15
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date (oldest first)
1
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
2
Forecasting crude oil price intervals and return
volatility
via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
3
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
4
Forecasting energy futures
volatility
with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
5
The relationship between the
volatility
of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
6
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
Saved in:
7
A multivariate
volatility
vine copula model
Brechmann, E. C.
;
Heiden, M.
;
Okhrin, Y.
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 281-308
Persistent link: https://www.econbiz.de/10012038690
Saved in:
8
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
9
Sparse change-point HAR Models for Realized Variance
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 857-880
Persistent link: https://www.econbiz.de/10012181370
Saved in:
10
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
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