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~isPartOf:"International journal of forecasting"
~subject:"Aktienmarkt"
~subject:"Bayes-Statistik"
~subject:"Schätztheorie"
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Search: subject_exact:"Volatilität"
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Aktienmarkt
Bayes-Statistik
Schätztheorie
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
Theory
73
ARCH model
61
ARCH-Modell
61
Time series analysis
58
Zeitreihenanalyse
58
Capital income
50
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50
Estimation
46
Schätzung
46
Börsenkurs
25
Share price
25
Realized volatility
22
Risikomaß
18
Risk measure
18
Volatility forecasting
18
Exchange rate
17
Wechselkurs
17
Forecasting
16
Stock market
15
Estimation theory
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Prognose
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Ma, Feng
3
Clements, Adam
2
Poon, Aubrey
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Amendola, Alessandra
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Audrino, Francesco
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Bagnato, Luca
1
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International journal of forecasting
Finance research letters
163
Journal of econometrics
144
Energy economics
118
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
112
Research in international business and finance
94
International review of economics & finance : IREF
93
Economic modelling
92
Applied economics
90
Journal of international financial markets, institutions & money
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Journal of empirical finance
68
Journal of risk and financial management : JRFM
67
Pacific-Basin finance journal
65
Applied economics letters
64
Journal of banking & finance
64
Applied financial economics
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
NBER working paper series
55
Economics letters
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
54
Working paper / National Bureau of Economic Research, Inc.
51
Global finance journal
46
Discussion paper / Tinbergen Institute
44
International journal of finance & economics : IJFE
44
NBER Working Paper
42
Journal of forecasting
40
International journal of economics and finance
37
Emerging markets, finance and trade : EMFT
36
International Journal of Energy Economics and Policy : IJEEP
36
Working paper
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Finance India : the quarterly journal of Indian Institute of Finance
34
International journal of economics and financial issues : IJEFI
34
The European journal of finance
34
Cogent economics & finance
32
Econometric reviews
32
Investment management and financial innovations
31
Journal of international money and finance
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ECONIS (ZBW)
38
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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
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:
3
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:
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
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 in GARCH models with polynomially modified innovations
Vacca, Gianmarco
;
Zoia, Maria Grazia
;
Bagnato, Luca
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
Saved in:
7
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:
8
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:
9
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
10
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
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