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~isPartOf:"International journal of forecasting"
~subject:"Capital income"
~subject:"Exchange rate"
~subject:"Markov chain"
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Search: subject:"Volatilität"
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Capital income
Exchange rate
Markov chain
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
Estimation
46
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-Kette
13
Prognose
13
Statistical distribution
13
Statistische Verteilung
13
Stochastic process
13
Stochastischer Prozess
13
Bayes-Statistik
11
Bayesian inference
11
Stochastic volatility
11
Aktienindex
10
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Article
71
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71
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71
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English
71
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Gallo, Giampiero M.
3
Arroyo, Javier
2
Bauwens, Luc
2
Catania, Leopoldo
2
Cipollini, Fabrizio
2
Clements, Adam
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Gupta, Rangan
2
Liao, Yin
2
Lucas, André
2
Lyócsa, Štefan
2
Ma, Feng
2
Opschoor, Anne
2
Otranto, Edoardo
2
Sucarrat, Genaro
2
Viceira, Luis M.
2
Wu, Chongfeng
2
Ahmed, Shamim
1
Asai, Manabu
1
Audrino, Francesco
1
Ballinari, Daniele
1
Bekierman, Jeremias
1
Boudt, Kris
1
Breitung, Jörg
1
Buccheri, Giuseppe
1
Buncic, Daniel
1
Cecen, A. A.
1
Chen, Cathy W. S.
1
Chen, Chun-Hung
1
Cho, Dooyeon
1
Chortareas, Georgios E.
1
Clements, Ada
1
Corsi, Fulvio
1
Croux, Christophe
1
Daníelsson, Jón
1
Demetrescu, Matei
1
Dijk, Dick van
1
Drovandi, Christopher
1
Erkal, Cahit
1
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International journal of forecasting
Finance research letters
176
International review of economics & finance : IREF
149
International review of financial analysis
147
The North American journal of economics and finance : a journal of financial economics studies
145
Energy economics
141
Applied economics
140
Journal of banking & finance
133
NBER working paper series
128
Economic modelling
126
Journal of empirical finance
126
Journal of international financial markets, institutions & money
112
Applied financial economics
111
NBER Working Paper
110
Journal of international money and finance
108
Working paper / National Bureau of Economic Research, Inc.
107
Research in international business and finance
104
Applied economics letters
100
Journal of econometrics
94
Journal of financial economics
89
Journal of risk and financial management : JRFM
77
Economics letters
73
International journal of finance & economics : IJFE
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Pacific-Basin finance journal
69
Working paper
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
CESifo working papers
60
The European journal of finance
59
Journal of forecasting
58
International Journal of Energy Economics and Policy : IJEEP
57
Discussion paper / Centre for Economic Policy Research
54
International journal of economics and financial issues : IJEFI
53
Discussion paper / Tinbergen Institute
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
Cogent economics & finance
45
International journal of economics and finance
44
Review of quantitative finance and accounting
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
The journal of futures markets
41
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ECONIS (ZBW)
71
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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 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
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:
5
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:
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
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:
9
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:
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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