//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"State space model"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
State space model
Volatility
Forecasting model
1,016
Prognoseverfahren
1,016
Theorie
939
Theory
939
Volatilität
455
Estimation
450
Schätzung
450
Time series analysis
407
Zeitreihenanalyse
407
Börsenkurs
384
Share price
384
Capital income
348
Kapitaleinkommen
348
USA
299
United States
299
Stock market
269
Welt
268
World
268
Aktienmarkt
266
ARCH model
209
ARCH-Modell
209
Portfolio selection
194
Portfolio-Management
194
China
180
Exchange rate
162
Wechselkurs
161
Financial crisis
155
Finanzkrise
155
Estimation theory
149
Schätztheorie
149
Geldpolitik
146
Monetary policy
146
Risk
144
Risiko
138
Forecast
131
Prognose
131
Spillover effect
129
Spillover-Effekt
129
Anlageverhalten
126
more ...
less ...
Online availability
All
Undetermined
369
Free
9
Type of publication
All
Article
516
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Bibliographie enthalten
Aufsatz in Zeitschrift
517
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
Author
All
Gupta, Rangan
17
Mensi, Walid
11
Kang, Sang Hoon
9
Hammoudeh, Shawkat
8
Zhu, Huiming
8
Pierdzioch, Christian
7
Ur Rehman, Mobeen
7
Xuan Vinh Vo
7
Zhang, Yaojie
7
McAleer, Michael
6
So, Mike Ka-pui
6
Wohar, Mark E.
6
Al-Yahyaee, Khamis Hamed
5
Dai, Zhifeng
5
Hau, Liya
5
Ma, Feng
5
Wang, Yudong
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Chang, Chia-Lin
4
Chen, Cathy W. S.
4
Clements, Adam
4
Gao, Yang
4
Ji, Qiang
4
Kinkyō, Takuji
4
Lien, Da-hsiang Donald
4
McMillan, David G.
4
Nonejad, Nima
4
Qiao, Gaoxiu
4
Salisu, Afees A.
4
Song, Yuping
4
Wu, Xinyu
4
Al-Jarrah, Idries Mohammad Wanas
3
Allen, David E.
3
Asai, Manabu
3
Bouri, Elie
3
Brooks, Chris
3
Chiang, Thomas C.
3
Demirer, Rıza
3
Hamori, Shigeyuki
3
more ...
less ...
Published in...
All
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
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
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
The European journal of finance
159
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
more ...
less ...
Source
All
ECONIS (ZBW)
517
Showing
1
-
10
of
517
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->