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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Volatilität"
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Search: ("Gemeinschaftsdiagnose" OR "Konjunktur" OR "Konjunkturprognose" OR "Prognose") AND NOT isPartOf:Wirtschaftsdienst
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Volatilität
Forecasting model
79
Prognoseverfahren
79
Estimation
35
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35
Capital income
32
Kapitaleinkommen
32
Börsenkurs
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Li, Yan
2
Liang, Chao
2
Luu Duc Toan Huynh
2
McMillan, David G.
2
Narayan, Paresh Kumar
2
Angelidis, Timotheos
1
Barucci, Emilio
1
Bouri, Elie
1
Breen, John David
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Dinh Hoang Bach Phan
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1
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1
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Journal of international financial markets, institutions & money
International journal of forecasting
121
Energy economics
119
Journal of forecasting
115
Finance research letters
104
Working paper / National Bureau of Economic Research, Inc.
88
NBER working paper series
82
Economic modelling
75
NBER Working Paper
74
International review of financial analysis
71
International review of economics & finance : IREF
65
Applied economics
62
The North American journal of economics and finance : a journal of financial economics studies
61
Journal of empirical finance
58
Working paper
56
Discussion paper / Centre for Economic Policy Research
54
Journal of banking & finance
53
Journal of econometrics
51
Economics letters
50
Applied economics letters
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of economic dynamics & control
35
The journal of futures markets
35
Applied financial economics
34
Discussion paper / Tinbergen Institute
34
Department of Economics working paper series
33
Journal of financial economics
32
Finance and economics discussion series
31
International journal of finance & economics : IJFE
31
The European journal of finance
31
CESifo working papers
30
Quantitative finance
29
CAMA working paper series
28
Macroeconomic dynamics
26
Discussion papers / CEPR
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of international money and finance
25
Journal of financial econometrics
24
Journal of risk and financial management : JRFM
24
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ECONIS (ZBW)
26
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1
The predictive content of oil price and volatility : new evidence on exchange rate forecasting
Breen, John David
;
Hu, Liang
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820836
Saved in:
2
Portfolio risk and stress across the business cycle
Chakraborty, Sandip
;
Kakani, Ram Kumar
;
Sampath, Aravind
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533149
Saved in:
3
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
4
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
5
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
6
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
7
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
8
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
9
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
10
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
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