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~isPartOf:"Journal of economic dynamics & control"
~subject:"Forecasting model"
~type:"article"
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Search: subject:"Volatilität"
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Forecasting model
Volatility
146
Volatilität
146
Theorie
70
Theory
70
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Optionspreistheorie
35
Estimation
30
Schätzung
30
Börsenkurs
24
Share price
24
Business cycle
22
Konjunktur
22
Stochastic volatility
22
CAPM
20
Capital income
17
Kapitaleinkommen
17
Portfolio selection
17
Portfolio-Management
17
Time series analysis
17
Zeitreihenanalyse
17
Schock
15
Shock
15
Prognoseverfahren
14
Geldpolitik
13
Monetary policy
13
Risk
13
ARCH model
12
ARCH-Modell
12
Risiko
12
Option trading
11
Optionsgeschäft
11
Aktienmarkt
10
Risikoprämie
10
Risk premium
10
Stock market
10
VAR model
10
VAR-Modell
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14
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14
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Berger, Theo
1
Bernales, Alejandro
1
Chauvet, Marcelle
1
Chen, Louisa
1
Chorro, Christophe
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Ftiti, Zied
1
Gaballo, Gaetano
1
Gençay, Ramazan
1
Ielpo, Florian
1
Jawadi, Fredj
1
Kaeck, Andreas
1
Kaizoji, Taisei
1
Kollmann, Robert
1
Lioui, Abraham
1
Lux, Thomas
1
Namouri, Hela
1
Pakoš, Michal
1
Pfarrhofer, Michael
1
Rodrigues, Paulo Jorge Maurício
1
Seeger, Norman
1
Senyuz, Zeynep
1
Sévi, Benoît
1
Tarelli, Andrea
1
Valenzuela, Marcela
1
Yang, Minxian
1
Yoldas, Emre
1
Zeugner, Stefan
1
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Published in...
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Journal of economic dynamics & control
International journal of forecasting
118
Journal of forecasting
113
Energy economics
107
Finance research letters
92
International review of financial analysis
67
Economic modelling
57
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of empirical finance
52
Applied economics
50
Journal of econometrics
49
Journal of banking & finance
48
Applied economics letters
33
The journal of futures markets
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Quantitative finance
29
Applied financial economics
28
The European journal of finance
26
Journal of international financial markets, institutions & money
25
International journal of finance & economics : IJFE
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
23
Economics letters
22
Journal of financial econometrics
22
Pacific-Basin finance journal
22
Journal of financial economics
21
Journal of applied econometrics
19
Research in international business and finance
19
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Computational economics
16
Emerging markets, finance and trade : EMFT
16
Econometric reviews
15
Journal of international money and finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Financial innovation : FIN
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Econometrics : open access journal
12
Journal of financial markets
11
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ECONIS (ZBW)
14
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1
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
2
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
3
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
4
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
5
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
6
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
7
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj
;
Namouri, Hela
;
Ftiti, Zied
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
Saved in:
8
Improving daily Value-at-Risk forecasts : the relevance of short-run volatility for regulatory quality assessment
Berger, Theo
;
Gençay, Ramazan
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 30-46
Persistent link: https://www.econbiz.de/10011974231
Saved in:
9
Learning and forecasts about option returns through the volatility risk premium
Bernales, Alejandro
;
Chen, Louisa
;
Valenzuela, Marcela
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011915574
Saved in:
10
What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
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