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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Stochastic process"
~subject:"United States"
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Search: subject_exact:"Volatilität"
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Stochastic process
United States
Volatility
250
Volatilität
250
Forecasting model
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118
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101
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Barndorff-Nielsen, Ole E.
3
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3
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3
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International journal of forecasting
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bureau of Economic Research, Inc.
179
The journal of futures markets
149
International journal of theoretical and applied finance
142
Journal of econometrics
125
Journal of banking & finance
92
Quantitative finance
86
The review of financial studies
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Energy economics
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Discussion paper / Tinbergen Institute
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric reviews
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Mathematical finance : an international journal of mathematics, statistics and financial theory
53
The journal of computational finance
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Economics letters
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Journal of economic dynamics & control
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Computational economics
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Economic modelling
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Finance and stochastics
47
International review of financial analysis
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International review of economics & finance : IREF
41
Research paper series / Swiss Finance Institute
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Journal of risk and financial management : JRFM
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NBER working paper series
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European journal of operational research : EJOR
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Journal of mathematical finance
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International journal of financial engineering
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ECONIS (ZBW)
63
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1
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
2
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
3
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
4
Variational Bayes approximation of factor stochastic volatility models
Gunawan, David
;
Kohn, Robert
;
Nott, David
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1355-1375
Persistent link: https://www.econbiz.de/10013274279
Saved in:
5
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
6
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
7
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
8
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
9
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
10
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
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