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~isPartOf:"Journal of forecasting"
~language:"eng"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
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USA
Volatilität
Forecasting model
870
Prognoseverfahren
870
Theorie
584
Theory
584
Time series analysis
331
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331
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143
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143
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forecasting
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Gupta, Rangan
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4
Song, Yuping
4
Zhang, Yaojie
4
Brooks, Chris
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
Chen, Langnan
2
Clements, Adam
2
Demirer, Rıza
2
Gil-Alaña, Luis A.
2
Gooijer, Jan G. de
2
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2
He, Mengxi
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2
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2
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2
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2
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2
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Journal of forecasting
The American economic review
2,039
Applied economics
1,512
The review of economics and statistics
1,428
The review of financial studies
1,381
The journal of finance : the journal of the American Finance Association
1,363
American journal of agricultural economics
1,298
Journal of banking & finance
1,187
Economics letters
1,064
Energy economics
998
The journal of futures markets
990
Journal of financial economics
986
Economic review
929
Journal of financial and quantitative analysis : JFQA
864
Economic inquiry : journal of the Western Economic Association International
852
Monthly labor review : MLR
845
National tax journal
843
Southern economic journal
801
Journal of human resources : JHR
765
Journal of money, credit and banking : JMCB
745
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
Applied economics letters
702
Journal of political economy
676
The journal of law & economics
641
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
636
The quarterly journal of economics
631
Finance research letters
630
American economic journal : a journal of the American Economic Association
615
Challenge
601
Applied financial economics
600
ILR review : the journal of work and policy
592
International review of financial analysis
590
Health affairs : at the intersection of health, health care, and policy
588
Economic modelling
586
European journal of operational research : EJOR
583
Journal of monetary economics
578
International review of economics & finance : IREF
552
Journal of labor economics
544
Journal of international money and finance
519
Journal of econometrics
514
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
224
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224
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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?
Feng, Yuqing
;
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:
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