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~isPartOf:"International journal of forecasting"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Forecast"
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Search: subject_exact:"Volatilität"
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Aktienmarkt
Bayes-Statistik
Forecast
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
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International journal of forecasting
Finance research letters
163
Energy economics
137
International review of financial analysis
120
The North American journal of economics and finance : a journal of financial economics studies
103
International review of economics & finance : IREF
99
Research in international business and finance
93
Applied economics
87
Economic modelling
83
Journal of international financial markets, institutions & money
77
Pacific-Basin finance journal
64
Applied economics letters
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Journal of risk and financial management : JRFM
59
Applied financial economics
58
NBER working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Journal of banking & finance
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Global finance journal
45
International journal of finance & economics : IJFE
43
Journal of forecasting
43
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Emerging markets, finance and trade : EMFT
37
Journal of econometrics
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Economics letters
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The European journal of finance
34
Finance India : the quarterly journal of Indian Institute of Finance
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and finance
33
Working paper
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Discussion paper / Centre for Economic Policy Research
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Emerging markets review
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Investment management and financial innovations
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Cogent economics & finance
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Department of Economics working paper series
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
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:
4
Improving variance forecasts : the role of Realized Variance features
Papantonis, Ioannis
;
Rompolis, Leonidas
;
Tzavalis, Elias
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1221-1237
Persistent link: https://www.econbiz.de/10014465267
Saved in:
5
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
6
Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros
;
Filis, George
;
Klein, Tony
; …
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
Saved in:
7
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
Saved in:
8
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:
9
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
10
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
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