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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of forecasting"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Forecasting model
928
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928
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793
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793
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384
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384
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380
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Ma, Feng
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International journal of finance & economics : IJFE
Journal of forecasting
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
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Economic modelling
339
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324
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320
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265
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260
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257
Research in international business and finance
255
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245
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222
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172
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151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
270
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
3
Do stock market fluctuations lead to currency deflation in the South Asian region? : evidence beyond symmetry
Suleman, Muhammad Tahir
;
Tabash, Mosab I.
;
Sheikh, Umaid A.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1432-1450
Persistent link: https://www.econbiz.de/10014533233
Saved in:
4
The effect of the US dollar exchange rate on oil prices : an oil financialization perspective
Wang, Panpan
;
Liu, Xiaoxing
;
Ho, Tsungwu
;
Li, Yishi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10014532662
Saved in:
5
Exchange rate dynamics of emerging and developing economies : not all capital flows are alike
Thong Trung Nguyen
;
Nasir, Muhammad Ali
;
Xuan Vinh Vo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 1115-1124
Persistent link: https://www.econbiz.de/10014470065
Saved in:
6
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
7
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
8
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
9
Forecasting volatility with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun
;
Xu, Li
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
Saved in:
10
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
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