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~isPartOf:"Global finance journal"
~isPartOf:"International journal of forecasting"
~subject:"Capital income"
~subject:"Exchange rate"
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Search: subject:"Volatilität"
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Capital income
Exchange rate
Volatility
243
Volatilität
243
Forecasting model
121
Prognoseverfahren
121
Theorie
86
Theory
86
ARCH model
83
ARCH-Modell
83
Kapitaleinkommen
78
Estimation
70
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70
Time series analysis
60
Zeitreihenanalyse
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59
Aktienmarkt
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Wechselkurs
31
USA
30
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Welt
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World
29
Realized volatility
27
Risikomaß
18
Risk measure
18
Spillover effect
18
Spillover-Effekt
18
Volatility forecasting
18
Estimation theory
16
Forecasting
16
Schätztheorie
16
Forecast
15
Markov chain
15
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Stochastischer Prozess
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101
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Gallo, Giampiero M.
3
Arroyo, Javier
2
Bauwens, Luc
2
Catania, Leopoldo
2
Cipollini, Fabrizio
2
Clements, Adam
2
Degiannakis, Stavros
2
González-Rivera, Gloria
2
Kuttu, Saint
2
Liao, Yin
2
Lucas, André
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Otranto, Edoardo
2
Sucarrat, Genaro
2
Viceira, Luis M.
2
Ahmed, Shamim
1
Asai, Manabu
1
Audrino, Francesco
1
Bahmani-Oskooee, Mohsen
1
Ballinari, Daniele
1
Bauer, Christian
1
Bekierman, Jeremias
1
Benlagha, Noureddine
1
Bond, Charlotte Anne
1
Boudt, Kris
1
Breitung, Jörg
1
Brooks, Robert
1
Buccheri, Giuseppe
1
Buncic, Daniel
1
Cecen, A. A.
1
Chargui, Sana
1
Chelley-Steeley, Patricia L.
1
Chen, Cathy W. S.
1
Chen, Chun-Hung
1
Chiang, Thomas C.
1
Cho, Dooyeon
1
Chortareas, Georgios E.
1
Chuang, Wen-i
1
Chundakkadan, Radeef
1
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Global finance journal
International journal of forecasting
Finance research letters
165
International review of financial analysis
142
International review of economics & finance : IREF
141
The North American journal of economics and finance : a journal of financial economics studies
137
Applied economics
133
NBER working paper series
128
Journal of banking & finance
127
Journal of empirical finance
118
Energy economics
114
Economic modelling
112
Journal of international financial markets, institutions & money
111
NBER Working Paper
110
Applied financial economics
108
Journal of international money and finance
106
Working paper / National Bureau of Economic Research, Inc.
106
Research in international business and finance
101
Applied economics letters
94
Journal of financial economics
89
Journal of econometrics
80
Journal of risk and financial management : JRFM
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
International journal of finance & economics : IJFE
68
Pacific-Basin finance journal
67
Economics letters
64
Working paper
63
CESifo working papers
57
The European journal of finance
56
International Journal of Energy Economics and Policy : IJEEP
55
International journal of economics and financial issues : IJEFI
53
Journal of forecasting
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Centre for Economic Policy Research
51
Discussion paper / Tinbergen Institute
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Cogent economics & finance
44
International journal of economics and finance
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Investment management and financial innovations
37
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ECONIS (ZBW)
101
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101
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
Saved in:
3
Uncertainty and US stock market dynamics
López, Raquel
;
Sevillano, Maria-Caridad
;
Jareño, Francisco
- In:
Global finance journal
56
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478991
Saved in:
4
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
5
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
6
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
7
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
8
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
9
Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Lee, Chien-chiang
;
Lee, Hsiang-Tai
- In:
Global finance journal
55
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248631
Saved in:
10
The impact of news on the volatility of ESG firms
Sabbaghi, Omid
- In:
Global finance journal
51
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013433178
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