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~isPartOf:"International journal of forecasting"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Exchange rate"
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Capital income
Estimation
Exchange rate
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
Kapitaleinkommen
50
Schätzung
46
Börsenkurs
25
Share price
25
Realized volatility
22
Risikomaß
18
Risk measure
18
Volatility forecasting
18
Wechselkurs
17
Forecasting
16
Aktienmarkt
15
Stock market
15
Estimation theory
14
Forecast
14
Schätztheorie
14
Markov chain
13
Markov-Kette
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Prognose
13
Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Bayes-Statistik
11
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10
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79
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Gallo, Giampiero M.
3
Arroyo, Javier
2
Bauwens, Luc
2
Catania, Leopoldo
2
Chen, Cathy W. S.
2
Cipollini, Fabrizio
2
Clements, Adam
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Klein, Tony
2
Liao, Yin
2
Lucas, André
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Otranto, Edoardo
2
Sucarrat, Genaro
2
Viceira, Luis M.
2
Ahmed, Shamim
1
Asai, Manabu
1
Audrino, Francesco
1
Ballinari, Daniele
1
Baumeister, Christiane
1
Bekierman, Jeremias
1
Bluedorn, John Christopher
1
Boudt, Kris
1
Breitung, Jörg
1
Buccheri, Giuseppe
1
Buncic, Daniel
1
Cecen, A. A.
1
Chan, Joshua
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Chen, Chun-Hung
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Chen, Langnan
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Chiu, Ching Wai Jeremy
1
Cho, Dooyeon
1
Chortareas, Georgios E.
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Clements, Ada
1
Corsi, Fulvio
1
Cross, Jamie
1
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Daníelsson, Jón
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International journal of forecasting
Finance research letters
221
Energy economics
220
Applied economics
205
International review of economics & finance : IREF
190
International review of financial analysis
190
The North American journal of economics and finance : a journal of financial economics studies
182
NBER working paper series
178
Economic modelling
174
Working paper / National Bureau of Economic Research, Inc.
168
Journal of banking & finance
164
NBER Working Paper
158
Journal of empirical finance
152
Applied financial economics
149
Journal of econometrics
147
Journal of international money and finance
140
Applied economics letters
138
Journal of international financial markets, institutions & money
134
Research in international business and finance
134
Working paper
114
Economics letters
105
Journal of financial economics
100
Journal of risk and financial management : JRFM
96
CESifo working papers
92
Discussion paper / Centre for Economic Policy Research
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
The journal of futures markets
86
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
86
International journal of finance & economics : IJFE
84
Discussion paper / Tinbergen Institute
83
Pacific-Basin finance journal
82
The European journal of finance
74
International Journal of Energy Economics and Policy : IJEEP
70
Journal of forecasting
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
International journal of economics and financial issues : IJEFI
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
61
International journal of economics and finance
59
Cogent economics & finance
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
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ECONIS (ZBW)
79
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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
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:
6
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:
7
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:
8
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
Luo, Jiawen
;
Klein, Tony
;
Ji, Qiang
;
Hou, Chenghan
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10013347412
Saved in:
9
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:
10
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
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