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~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Arbeitsmarkt"
~subject:"Forecasting model"
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Arbeitsmarkt
Forecasting model
Volatility
139
Volatilität
139
Estimation
45
Schätzung
45
Exchange rate
40
Wechselkurs
40
ARCH model
37
ARCH-Modell
37
Aktienmarkt
37
Börsenkurs
37
Share price
37
Stock market
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Capital income
32
Kapitaleinkommen
32
Theorie
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Theory
32
Welt
29
World
29
Prognoseverfahren
24
Oil price
18
Spillover effect
18
Spillover-Effekt
18
volatility
18
Ölpreis
18
Risiko
14
Risk
14
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12
Finanzkrise
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Portfolio selection
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Portfolio-Management
12
Time series analysis
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Zeitreihenanalyse
12
USA
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United States
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Financial market
10
Finanzmarkt
10
Emerging economies
9
Schwellenländer
9
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8
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English
24
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Ma, Feng
6
Liang, Chao
5
Li, Xiafei
4
Wei, Yu
4
Chen, Zhonglu
2
Gupta, Rangan
2
Zhang, Yaojie
2
Ahmed, Rizwan
1
Azhar Mohamad
1
Bai, Lan
1
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1
Chen, Xiaodan
1
Chortareas, Georgios E.
1
Demirer, Rıza
1
Drakos, Anastassios A.
1
Gong, Xu
1
Hammoudeh, Shawkat
1
Hassani, Hossein
1
Hung, Jui-Cheng
1
Imtiaz Mohammad Sifat
1
Jawadi, Fredj
1
Jumoorty, Aneessa Firdaus
1
Karan, Mehmet Baha
1
Karanasos, Menelaos
1
Khalfaoui, Rabeh
1
Kouretas, Georgios P.
1
Kyriakou, Ioannis
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Körs, Murat
1
Lang, Qiaoqi
1
Lei, Likun
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Lin, Boqiang
1
Liu, Guoshan
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Liu, Hung-Chun
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Miralles-Quirós, José Luis
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Miralles-Quirós, María del Mar
1
Najmi Ismail Murad Samsudin
1
Narsoo, Jason
1
Noikokyris, Emmanouil
1
Ogbonna, Ahamuefula E.
1
Papapostolou, Nikos
1
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International journal of finance & economics : IJFE
International journal of forecasting
120
Journal of forecasting
115
Energy economics
108
Discussion paper series / IZA
94
Finance research letters
92
International review of financial analysis
67
Economic modelling
61
Applied economics
59
International review of economics & finance : IREF
55
Journal of empirical finance
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of econometrics
51
Working paper
50
Journal of banking & finance
48
NBER working paper series
47
IZA Discussion Paper
46
NBER Working Paper
42
Applied economics letters
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Tinbergen Institute
34
The journal of futures markets
34
Discussion paper / Centre for Economic Policy Research
33
Department of Economics working paper series
32
Labour economics : official journal of the European Association of Labour Economists
32
Quantitative finance
29
Applied financial economics
28
The European journal of finance
28
CESifo working papers
27
Economics letters
27
Journal of international financial markets, institutions & money
25
Finance and economics discussion series
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
Journal of economic dynamics & control
22
Pacific-Basin finance journal
22
Journal of applied econometrics
21
Journal of financial economics
21
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ECONIS (ZBW)
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1
Stock exchange
volatility
forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
2
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
3
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:
4
Predicting the
volatility
of crude oil futures : the roles of leverage effects and structural changes
Gong, Xu
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 610-640
Persistent link: https://www.econbiz.de/10012814845
Saved in:
5
Which uncertainty is powerful to forecast crude oil market
volatility
? : new evidence
Li, Xiafei
;
Wei, Yu
;
Chen, Xiaodan
;
Ma, Feng
;
Liang, Chao
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4279-4297
Persistent link: https://www.econbiz.de/10013461327
Saved in:
6
Forecasting the oil price realized
volatility
: a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
7
Forecasting China's stock market
volatility
with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
8
High frequency
volatility
forecasting : a new approach using a hybrid ANN-MC-GARCH model
Jumoorty, Aneessa Firdaus
;
Thoplan, Ruben
;
Narsoo, Jason
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4156-4175
Persistent link: https://www.econbiz.de/10014429300
Saved in:
9
Do extreme shocks help forecast oil price
volatility
? : the augmented GARCH-MIDAS approach
Wang, Lu
;
Ma, Feng
;
Liu, Guoshan
;
Lang, Qiaoqi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2056-2073
Persistent link: https://www.econbiz.de/10014253654
Saved in:
10
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
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