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~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Volatilität"
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Forecasting model
Schätzung
Volatility
259
Volatilität
259
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Caporin, Massimiliano
2
Christiansen, Charlotte
2
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2
Dijk, Dick van
2
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2
Fiszeder, Piotr
2
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Kim, Kun Ho
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Journal of empirical finance
Energy economics
223
Finance research letters
182
Applied economics
156
Economic modelling
155
International review of financial analysis
146
International review of economics & finance : IREF
141
Journal of econometrics
128
The North American journal of economics and finance : a journal of financial economics studies
128
International journal of forecasting
122
Journal of forecasting
120
Journal of banking & finance
107
Applied economics letters
96
Applied financial economics
96
Journal of international financial markets, institutions & money
83
Research in international business and finance
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The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
Journal of international money and finance
78
Economics letters
73
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67
The European journal of finance
62
International journal of finance & economics : IJFE
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Quantitative finance
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Journal of financial econometrics
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Pacific-Basin finance journal
45
Journal of financial economics
44
International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
40
Econometric reviews
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Journal of economic dynamics & control
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
114
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
4
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
5
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
6
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
7
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
Saved in:
8
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
9
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
10
Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
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