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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"Research in international business and finance"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Volatility
Theorie
1,313
Theory
1,313
Forecasting model
975
Prognoseverfahren
975
Volatilität
629
Option pricing theory
484
Optionspreistheorie
484
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437
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437
Estimation
416
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416
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413
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Gupta, Rangan
9
Benth, Fred Espen
6
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6
Ji, Qiang
6
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6
Zhang, Yaojie
6
Bouri, Elie
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So, Mike Ka-pui
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4
Lau, Chi Keung
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Ma, Feng
4
McMillan, David G.
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Song, Yuping
4
Tiwari, Aviral Kumar
4
Umar, Zaghum
4
Vortelinos, Dimitrios I.
4
Brooks, Chris
3
Caporale, Guglielmo Maria
3
Cepni, Oguzhan
3
Chen, Cathy W. S.
3
Chiarella, Carl
3
Corbet, Shaen
3
Degiannakis, Stavros
3
Demirer, Rıza
3
Forde, Martin
3
Fouque, Jean-Pierre
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3
Gozgor, Giray
3
Grzelak, Lech A.
3
Guesmi, Khaled
3
Hamori, Shigeyuki
3
He, Mengxi
3
Lee, Chien-chiang
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Owusu Junior, Peterson
3
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International journal of theoretical and applied finance
Journal of forecasting
Research in international business and finance
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Economics letters
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
631
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Co-movements between heterogeneous crude oil and food markets : does temperature change really matter?
Cao, Yan
;
Cheng, Sheng
;
Li, Xinran
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014451548
Saved in:
3
Determinants of deposits volatility : the case of the microfinance sector in Gabon
Keddad, Benjamin
;
Obiang, Jean Robert Obiang
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014451501
Saved in:
4
Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?
Bongiovanni, Alessio
;
Fiandrino, Simona
- In:
Research in international business and finance
68
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451852
Saved in:
5
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
6
ESG news, stock volatility and tactical disclosure
De Vincentiis, Paola
- In:
Research in international business and finance
68
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014451859
Saved in:
7
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
8
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
9
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
10
Forecasting volatility with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun
;
Xu, Li
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
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