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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of forecasting"
~language:"eng"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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United States
Volatility
Theorie
1,150
Theory
1,150
Forecasting model
894
Prognoseverfahren
894
Option pricing theory
476
Optionspreistheorie
476
Volatilität
376
Time series analysis
365
Zeitreihenanalyse
365
Stochastic process
345
Stochastischer Prozess
345
Portfolio selection
255
Portfolio-Management
255
Estimation
190
Schätzung
190
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177
Derivative
177
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162
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162
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145
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144
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140
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123
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123
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117
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113
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113
Markov chain
109
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108
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105
Statistische Verteilung
105
Forecast
103
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103
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101
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8
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500
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Article in journal
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502
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Benth, Fred Espen
7
Gupta, Rangan
6
Brigo, Damiano
5
Rebonato, Riccardo
5
Schoutens, Wim
5
So, Mike Ka-pui
5
Takahashi, Akihiko
5
Wang, Yudong
5
Ma, Feng
4
Pallavicini, Andrea
4
Song, Yuping
4
Zhang, Yaojie
4
Brooks, Chris
3
Chen, Cathy W. S.
3
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Gil-Alaña, Luis A.
3
Grzelak, Lech A.
3
Kanas, Angelos
3
Kwok, Yue-Kuen
3
Liu, Rui Hua
3
McMillan, David G.
3
Oosterlee, Cornelis W.
3
Pierdzioch, Christian
3
Radoičić, Radoš
3
Sircar, Kaushik Ronnie
3
Soofi, Abdollah S.
3
Stoep, Anthonie W. van der
3
Tang, Xiaolong
3
Taylor, James W.
3
Vives, Josep
3
Zubelli, Jorge P.
3
Abraham, Bovas
2
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Baghestani, Hamid
2
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
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International journal of theoretical and applied finance
Journal of forecasting
The American economic review
2,039
Applied economics
1,512
The review of economics and statistics
1,428
The review of financial studies
1,381
The journal of finance : the journal of the American Finance Association
1,362
American journal of agricultural economics
1,298
Journal of banking & finance
1,188
Economics letters
1,064
Energy economics
996
The journal of futures markets
990
Journal of financial economics
986
Economic review
929
Journal of financial and quantitative analysis : JFQA
863
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
845
National tax journal
842
Southern economic journal
801
Journal of human resources : JHR
764
Journal of money, credit and banking : JMCB
742
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
Applied economics letters
703
Journal of political economy
676
The journal of law & economics
639
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
639
The quarterly journal of economics
631
Finance research letters
630
American economic journal : a journal of the American Economic Association
615
Challenge
601
Applied financial economics
600
ILR review : the journal of work and policy
592
International review of financial analysis
590
Economic modelling
589
Health affairs : at the intersection of health, health care, and policy
588
European journal of operational research : EJOR
583
Journal of monetary economics
578
International review of economics & finance : IREF
556
Journal of labor economics
544
Journal of international money and finance
519
Journal of econometrics
514
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
513
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ECONIS (ZBW)
502
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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
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:
3
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:
4
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:
5
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
Saved in:
6
Forecasts with Bayesian vector autoregressions under real time conditions
Pfarrhofer, Michael
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 771-801
Persistent link: https://www.econbiz.de/10014532388
Saved in:
7
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
8
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
9
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
10
Volatility forecasting with an extended GARCH-MIDAS approach
Li, Xiongying
;
Ye, Cheng
;
Bhuiyan, Miraj Ahmed
;
Huang, …
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 24-39
Persistent link: https://www.econbiz.de/10014443182
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