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~isPartOf:"International Journal of Forecasting"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
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Volatility
Forecasting model
204
Prognoseverfahren
204
Capital income
88
Kapitaleinkommen
88
Volatilität
67
Börsenkurs
63
Estimation
63
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63
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67
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Ma, Feng
8
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4
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Bwanya, Princess Rutendo
1
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1
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1
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1
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1
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1
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1
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International Journal of Forecasting
International review of financial analysis
International journal of forecasting
118
Journal of forecasting
114
Energy economics
112
Finance research letters
93
Economic modelling
57
International review of economics & finance : IREF
55
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of empirical finance
52
Applied economics
50
Journal of econometrics
50
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
Discussion paper / Tinbergen Institute
31
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30
Quantitative finance
29
Applied financial economics
28
The European journal of finance
28
Journal of financial econometrics
25
Journal of international financial markets, institutions & money
25
International journal of finance & economics : IJFE
24
Journal of risk and financial management : JRFM
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Economics letters
22
Pacific-Basin finance journal
22
Journal of financial economics
21
Research in international business and finance
20
Journal of applied econometrics
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
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NBER working paper series
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CAMA working paper series
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ECONIS (ZBW)
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1
Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Bwanya, …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446911
Saved in:
2
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
3
Volatility
forecasting
of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming
;
Xiang, Yitian
;
Zou, Yang
;
Guo, Songlin
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
Saved in:
4
Machine learning approaches to
forecasting
cryptocurrency volatility : considering internal and external determinants
Wang, Yijun
;
Andreeva, Galina
;
Martin-Barragan, Belen
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014468797
Saved in:
5
The change in stock-selection risk and stock market returns
Liu, Jing
;
He, Qiubei
;
Li, Yan
;
Luu Duc Toan Huynh
; …
- In:
International review of financial analysis
85
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014234959
Saved in:
6
Forecasting
stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
7
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
8
Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information
Wang, Lu
;
Wu, Rui
;
Ma, WeiChun
;
Xu, Weiju
- In:
International review of financial analysis
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014465545
Saved in:
9
Forecasting
stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo
;
Wang, Chenlu
;
Zhang, Hongwei
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
Saved in:
10
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
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