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~isPartOf:"International review of economics & finance : IREF"
~source:"econis"
~subject:"Anlageverhalten"
~subject:"Estimation"
~subject:"Volatilität"
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Anlageverhalten
Estimation
Volatilität
Forecasting model
152
Prognoseverfahren
152
Capital income
80
Kapitaleinkommen
80
Schätzung
66
Volatility
64
Forecast
52
Börsenkurs
49
Prognose
49
Share price
49
Theorie
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Theory
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ARCH model
36
ARCH-Modell
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Stock market
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Aktienmarkt
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Time series analysis
21
Welt
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World
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Zeitreihenanalyse
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Volatility forecasting
19
China
18
Financial analysis
18
Finanzanalyse
18
USA
18
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18
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Wechselkurs
17
Return predictability
16
Behavioural finance
15
Forecasting
15
Oil price
15
Ölpreis
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Geldpolitik
14
Monetary policy
14
Aktienindex
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Inflation targeting
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English
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Ma, Feng
7
Gupta, Rangan
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Liang, Chao
4
Caporin, Massimiliano
3
Huang, Dengshi
3
Lu, Xinjie
3
McAleer, Michael
3
Sousa, Ricardo M.
3
Wang, Jiqian
3
Wohar, Mark E.
3
Balcilar, Mehmet
2
Chen, Wang
2
Kumar, Dilip
2
Lee, Cheng F.
2
Lee, Doowon
2
Li, Tao
2
Li, Zhao-Chen
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Liu, Jing
2
Ma, Yao
2
Shamsuddin, Abul
2
Toan Luu Duc Huynh
2
Wang, Lu
2
Wang, Yudong
2
Wei, Yu
2
Xiao, Jihong
2
Xu, Weiju
2
Yang, Baochen
2
Zeng, Qing
2
Zhang, Li
2
Zhang, Yue-jun
2
Zhu, Min
2
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Al Mafrachi, Mustafa
1
Alba, Joseph D.
1
Asai, Manabu
1
Atilgan, Yigit
1
Auer, Benjamin R.
1
Bai, Jiancheng
1
Bannigidadmath, Deepa
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International review of economics & finance : IREF
International journal of forecasting
248
Journal of forecasting
204
Finance research letters
202
Energy economics
159
Applied economics
131
International review of financial analysis
129
Economic modelling
120
Journal of banking & finance
113
Journal of empirical finance
113
Working paper / National Bureau of Economic Research, Inc.
99
Applied economics letters
94
The North American journal of economics and finance : a journal of financial economics studies
93
NBER working paper series
91
Journal of econometrics
90
Discussion paper / Centre for Economic Policy Research
85
Journal of financial economics
84
NBER Working Paper
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Working paper
76
Economics letters
64
Pacific-Basin finance journal
63
Journal of international money and finance
57
The European journal of finance
55
Discussion paper / Tinbergen Institute
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of applied econometrics
53
The journal of futures markets
53
Applied financial economics
52
Research in international business and finance
52
CESifo working papers
50
Journal of international financial markets, institutions & money
50
Quantitative finance
49
Department of Economics working paper series
48
Discussion papers / CEPR
47
International journal of finance & economics : IJFE
46
Finance and economics discussion series
44
Journal of economic dynamics & control
41
Journal of risk and financial management : JRFM
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
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ECONIS (ZBW)
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112
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1
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
2
Asymmetric effect of trading volume on realized volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
3
Volatility forecasting on China's oil futures : new evidence from interpretable ensemble boosting trees
Feng, Lingbing
;
Rao, Haicheng
;
Lucey, Brian M.
;
Zhu, Yiying
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1595-1615
Persistent link: https://www.econbiz.de/10014535122
Saved in:
4
Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
Saved in:
5
Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis
Li, Zepei
;
Huang, Haizhen
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 31-45
Persistent link: https://www.econbiz.de/10014428753
Saved in:
6
Lunar eclipses, analyst sentiment, and earnings forecasts : evidence from China
Chen, Xin
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 1007-1024
Persistent link: https://www.econbiz.de/10013176778
Saved in:
7
Does climate policy uncertainty affect Chinese stock market volatility?
Chen, Zhonglu
;
Zhang, Li
;
Weng, Chen
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 369-381
Persistent link: https://www.econbiz.de/10014364063
Saved in:
8
The role of the past long-run oil price changes in stock market
Wu, Shue-Jen
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 274-291
Persistent link: https://www.econbiz.de/10014343124
Saved in:
9
Stock dividend and analyst optimistic bias in earnings
forecast
Huang, Lixin
;
Li, Wei
;
Wang, Hong
;
Wu, Liansheng
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 643-659
Persistent link: https://www.econbiz.de/10013334613
Saved in:
10
Volatility forecasts by clustering$applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
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