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~isPartOf:"International journal of forecasting"
~subject:"Markov-Kette"
~subject:"Theory"
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Search: subject:"Volatilität"
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Markov-Kette
Theory
Volatility
140
Volatilität
140
Forecasting model
118
Prognoseverfahren
118
Theorie
73
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61
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61
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58
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Gerlach, Richard
3
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2
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2
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2
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International journal of forecasting
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
162
NBER Working Paper
157
Journal of econometrics
135
Journal of banking & finance
111
Finance research letters
92
Journal of empirical finance
90
Economic modelling
87
Economics letters
86
Energy economics
84
International journal of theoretical and applied finance
84
Discussion paper / Centre for Economic Policy Research
83
Discussion paper / Tinbergen Institute
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
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74
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
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69
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67
International review of financial analysis
67
International review of economics & finance : IREF
64
Journal of international money and finance
64
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62
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58
The North American journal of economics and finance : a journal of financial economics studies
58
The review of financial studies
57
Quantitative finance
54
Applied economics letters
53
Econometric reviews
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The journal of futures markets
49
Applied mathematical finance
46
Computational economics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Research paper series / Swiss Finance Institute
45
Finance and stochastics
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The journal of finance : the journal of the American Finance Association
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
80
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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 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
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
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
Projected Dynamic Conditional Correlations
Llorens-Terrazas, Jordi
;
Brownlees, Christian
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1761-1776
Persistent link: https://www.econbiz.de/10014465352
Saved in:
9
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:
10
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
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