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~isPartOf:"Journal of forecasting"
~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"State space model"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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State space model
Volatility
Forecasting model
967
Prognoseverfahren
967
Theorie
941
Theory
941
Time series analysis
364
Zeitreihenanalyse
364
Capital income
339
Kapitaleinkommen
339
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336
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336
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286
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286
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281
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199
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176
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176
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156
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132
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124
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Gupta, Rangan
9
Dunis, Christian
6
McMillan, David G.
6
Wang, Yudong
6
Ma, Feng
5
Pierdzioch, Christian
5
So, Mike Ka-pui
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Ap Gwilym, Owain
4
Choudhry, Taufiq
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Song, Yuping
4
Speight, Alan E. H.
4
Zhang, Yaojie
4
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3
Chen, Cathy W. S.
3
Chen, Langnan
3
Coakley, Jerry
3
Copeland, Laurence S.
3
Koutmos, Gregory
3
Liu, Xiaoquan
3
Tang, Xiaolong
3
Wang, Jiqian
3
Wohar, Mark E.
3
Abraham, Bovas
2
Balaban, Ercan
2
Balakrishna, N.
2
Ben-Zion, Uri
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Bonato, Matteo
2
Bouri, Elie
2
Breitner, Michael H.
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Brooks, Robert
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Caporin, Massimiliano
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Catania, Leopoldo
2
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2
Chen, Jing
2
Clements, Adam
2
Demirer, Rıza
2
Faff, Robert W.
2
Georgoutsos, Demetris A.
2
Gillas, Konstantinos Gkillas
2
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Journal of forecasting
The European journal of finance
Energy economics
632
Finance research letters
542
International review of financial analysis
411
Applied economics
406
Economic modelling
403
Journal of banking & finance
382
International review of economics & finance : IREF
367
Journal of econometrics
362
The journal of futures markets
349
The North American journal of economics and finance : a journal of financial economics studies
346
Economics letters
297
Applied economics letters
286
Applied financial economics
273
Journal of empirical finance
268
Research in international business and finance
265
International journal of theoretical and applied finance
253
Journal of international financial markets, institutions & money
246
Journal of international money and finance
227
Journal of risk and financial management : JRFM
210
Quantitative finance
188
International journal of forecasting
187
Journal of financial economics
185
Journal of economic dynamics & control
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
International Journal of Energy Economics and Policy : IJEEP
170
Pacific-Basin finance journal
169
Computational economics
154
International journal of finance & economics : IJFE
150
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
127
The review of financial studies
126
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
124
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
116
Journal of financial econometrics : official journal of the Society for Financial Econometrics
112
International journal of economics and financial issues : IJEFI
107
Review of quantitative finance and accounting
107
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ECONIS (ZBW)
330
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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?
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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