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~isPartOf:"Journal of forecasting"
~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
870
Prognoseverfahren
870
Theorie
584
Theory
584
Time series analysis
331
Zeitreihenanalyse
331
Estimation
143
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143
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Gupta, Rangan
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Journal of forecasting
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
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
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117
Applied mathematical finance
116
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
171
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41
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
42
Forecasting oil futures realized range-based volatility with jumps, leverage effect, and regime switching : new evidence from MIDAS models
Lu, Xinjie
;
Ma, Feng
;
Wang, Jiqian
;
Liu, Jing
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 853-868
Persistent link: https://www.econbiz.de/10013287870
Saved in:
43
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
44
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
45
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
46
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
47
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
48
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
49
Forgetting approaches to improve forecasting
Hill, Robert A.
;
Rodrigues, Paulo M. M.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1356-1371
Persistent link: https://www.econbiz.de/10013465699
Saved in:
50
High-frequency data and stock-bond investing
Lai, Yu-Sheng
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
Saved in:
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