//--> //--> //--> //-->
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 journal of futures markets"
~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
Theorie
1,021
Theory
1,021
Forecasting model
950
Prognoseverfahren
950
USA
871
United States
871
Volatilität
475
Derivat
390
Derivative
390
Time series analysis
370
Zeitreihenanalyse
370
Estimation
331
Schätzung
331
Hedging
319
Börsenkurs
284
Share price
284
Index futures
274
Index-Futures
274
Option pricing theory
261
Optionspreistheorie
261
Commodity exchange
251
Warenbörse
251
Commodity derivative
216
Rohstoffderivat
216
Option trading
190
Optionsgeschäft
190
Capital income
177
Kapitaleinkommen
177
Estimation theory
160
Schätztheorie
160
ARCH model
156
ARCH-Modell
156
Interest rate derivative
135
Zinsderivat
135
Forecast
133
Prognose
133
Großbritannien
132
United Kingdom
132
Welt
129
more ...
less ...
Online availability
All
Undetermined
161
Free
25
Type of publication
All
Article
519
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Bibliographie enthalten
Aufsatz in Zeitschrift
520
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
Author
All
Zhang, Jin E.
9
Daigler, Robert T.
7
Ma, Feng
6
McMillan, David G.
6
Bali, Turan G.
5
Ederington, Louis H.
5
Gupta, Rangan
5
Lai, Yu-Sheng
5
Simon, David P.
5
So, Mike Ka-pui
5
Wang, George H. K.
5
Wang, Yudong
5
Chatrath, Arjun
4
Lien, Da-hsiang Donald
4
Ramchander, Sanjay
4
Song, Yuping
4
Speight, Alan E. H.
4
Zhang, Yaojie
4
Agarwalla, Sobhesh Kumar
3
Brooks, Chris
3
Chen, Cathy W. S.
3
Chen, Langnan
3
Chen, Zhiyao
3
Cheung, Stephen Y. L.
3
Chou, Robin K.
3
Choudhry, Taufiq
3
Elder, John
3
Fonseca, José da
3
Fung, Joseph K. W.
3
Gray, Philip K.
3
Guan, Wei
3
Hung, Mao-Wei
3
Luo, Xingguo
3
Martens, Martin
3
Miao, Hong
3
Robe, Michel A.
3
Shu, Jinghong
3
Tang, Xiaolong
3
Wang, Yun-Yi
3
Wang, Zhiguang
3
more ...
less ...
Published in...
All
Journal of forecasting
The journal of futures markets
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 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
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)
520
Showing
1
-
10
of
520
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
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:
4
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
5
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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...
//-->