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~subject:"Forecasting model"
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Forecasting model
Volatilität
873
Volatility
870
Kapitaleinkommen
500
Capital income
497
Realized volatility
484
Prognoseverfahren
471
realized volatility
410
Schätzung
407
Estimation
398
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392
Time series analysis
376
Theorie
331
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327
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325
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308
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254
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242
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178
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174
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125
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123
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123
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117
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116
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113
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101
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101
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100
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99
Forecasting
96
Realized variance
96
Realized Volatility
94
forecasting
90
High-frequency data
87
high-frequency data
84
Portfolio-Management
75
Market microstructure
73
Portfolio selection
73
Statistische Verteilung
72
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Article
387
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English
467
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Gupta, Rangan
41
Ma, Feng
32
Pierdzioch, Christian
27
Bonato, Matteo
14
Zhang, Yaojie
14
Nonejad, Nima
10
Bollerslev, Tim
9
Degiannakis, Stavros
9
Liang, Chao
9
McAleer, Michael
9
Wang, Jiqian
9
Wu, Xinyu
9
Demirer, Rıza
8
Patton, Andrew J.
8
Storti, Giuseppe
8
Wei, Yu
8
Gallo, Giampiero M.
7
Liu, Jing
7
Luo, Jiawen
7
Medeiros, Marcelo C.
7
Wang, Yudong
7
Asai, Manabu
6
Chen, Langnan
6
Gerlach, Richard
6
Gillas, Konstantinos Gkillas
6
Liu, Li
6
Lyócsa, Štefan
6
Qiao, Gaoxiu
6
Çepni, Oğuzhan
6
Caporin, Massimiliano
5
Cepni, Oguzhan
5
Cipollini, Fabrizio
5
Clements, Adam
5
Gong, Xu
5
Gong, Xue
5
Ji, Qiang
5
Li, Yan
5
Lu, Xinjie
5
Molnár, Peter
5
Qu, Hui
5
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Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
All
International journal of forecasting
34
Journal of forecasting
26
Finance research letters
24
Energy economics
18
Economic modelling
16
International review of economics & finance : IREF
15
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of empirical finance
14
Applied economics
11
Applied economics letters
11
International review of financial analysis
11
Department of Economics working paper series
10
Journal of econometrics
10
Journal of financial econometrics
10
Discussion paper / Tinbergen Institute
8
International journal of finance & economics : IJFE
8
Journal of banking & finance
8
Quantitative finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and financial management : JRFM
7
Econometrics : open access journal
6
Econometric reviews
5
Journal of risk
5
Research in international business and finance
5
Financial innovation : FIN
4
IES working paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial markets
4
Pacific-Basin finance journal
4
The European journal of finance
4
Annals of financial economics
3
China finance review international
3
Economics and Business Letters : EBL
3
Emerging markets, finance and trade : EMFT
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
International journal of economics and finance
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Journal of management science and engineering
3
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ECONIS (ZBW)
467
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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
A Bayesian
realized
threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
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:
4
Forecasting
realized
US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
5
A hybrid model for forecasting
realized
volatility based on heterogeneous autoregressive model and support vector regression
Zhuo, Yue
;
Morimoto, Takayuki
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-16
vector regression (SVR) model to forecast
realized
volatility (RV). The first model is a residual-type model, where the RV is …
Persistent link: https://www.econbiz.de/10014480965
Saved in:
6
A new measure of
realized
volatility : inertial and reverse
realized
semivariance
Luo, Xin
;
Tao, Yunqing
;
Zou, Kai
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
Saved in:
7
Do
realized
higher moments have information content? : VaR forecasting based on the
realized
GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
8
Stock market bubbles and the
realized
volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
9
Forecasting VIX: the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2023
Persistent link: https://www.econbiz.de/10014338590
Saved in:
10
Realized
semicovariances : empirical applications to volatility forecasting and portfolio optimization
Ricco, Rafael
;
Ziegelmann, Flávio A.
- In:
Revista Brasileira de Finanças : RBFin
21
(
2023
)
3
,
pp. 99-122
Persistent link: https://www.econbiz.de/10014442583
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