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~isPartOf:"International journal of forecasting"
~subject:"Aktienindex"
~subject:"Capital income"
~subject:"Exchange rate"
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Search: subject:"Volatilität"
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Aktienindex
Capital income
Exchange rate
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
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61
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25
Realized volatility
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Wechselkurs
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Estimation theory
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Clements, Adam
3
Gallo, Giampiero M.
3
Arroyo, Javier
2
Bauwens, Luc
2
Catania, Leopoldo
2
Cipollini, Fabrizio
2
González-Rivera, Gloria
2
Liao, Yin
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Lyócsa, Štefan
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Sucarrat, Genaro
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1
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1
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International journal of forecasting
Finance research letters
180
International review of financial analysis
157
International review of economics & finance : IREF
152
The North American journal of economics and finance : a journal of financial economics studies
150
Applied economics
143
Journal of banking & finance
137
NBER working paper series
131
Journal of empirical finance
123
Economic modelling
122
Applied financial economics
120
Journal of international financial markets, institutions & money
120
Energy economics
119
NBER Working Paper
112
Research in international business and finance
109
Working paper / National Bureau of Economic Research, Inc.
108
Journal of international money and finance
107
Applied economics letters
106
Journal of financial economics
89
Journal of econometrics
86
Journal of risk and financial management : JRFM
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
International journal of finance & economics : IJFE
71
Pacific-Basin finance journal
71
Working paper
70
Economics letters
68
International Journal of Energy Economics and Policy : IJEEP
62
CESifo working papers
60
Journal of forecasting
59
Discussion paper / Tinbergen Institute
58
The European journal of finance
57
International journal of economics and financial issues : IJEFI
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
The journal of futures markets
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Discussion paper / Centre for Economic Policy Research
52
Cogent economics & finance
48
International journal of economics and finance
46
Global finance journal
43
Review of quantitative finance and accounting
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ECONIS (ZBW)
68
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Forecasting cryptocurrency volatility
Catania, Leopoldo
;
Grassi, Stefano
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 878-894
Persistent link: https://www.econbiz.de/10013349436
Saved in:
8
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces
Shang, Han Lin
;
Kearney, Fearghal
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 1025-1049
Persistent link: https://www.econbiz.de/10013349639
Saved in:
9
Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
10
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
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