Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: subject:"volatility forecasting"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
460
Volatility
453
Prognoseverfahren
441
Forecasting model
436
Volatility forecasting
328
ARCH-Modell
317
ARCH model
312
volatility forecasting
217
Theorie
157
Theory
153
Börsenkurs
132
Share price
129
Zeitreihenanalyse
124
Time series analysis
121
Schätzung
118
Estimation
117
Aktienmarkt
98
Stock market
96
Kapitaleinkommen
91
Capital income
90
Prognose
81
Forecast
79
Welt
73
World
73
Oil price
60
Ölpreis
60
China
54
Realized volatility
50
Commodity derivative
49
Rohstoffderivat
49
Risiko
46
Risk
46
Volatility Forecasting
45
realized volatility
45
Estimation theory
44
Oil market
44
Schätztheorie
44
Ölmarkt
44
Aktienindex
41
Stock index
41
more ...
less ...
Online availability
All
Undetermined
369
Free
218
CC license
16
Type of publication
All
Article
486
Book / Working Paper
156
Other
2
Type of publication (narrower categories)
All
Article in journal
413
Aufsatz in Zeitschrift
413
Working Paper
60
Graue Literatur
35
Non-commercial literature
35
Arbeitspapier
34
Article
13
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
539
Undetermined
98
Italian
3
German
2
Hungarian
1
Spanish
1
Author
All
Ma, Feng
47
Zhang, Yaojie
30
Liang, Chao
16
Wang, Yudong
15
Lux, Thomas
13
Wang, Lu
13
Wei, Yu
13
Andersen, Torben G.
12
Wang, Jiqian
12
Bollerslev, Tim
11
Degiannakis, Stavros
11
Liu, Jing
11
Gupta, Rangan
10
Lu, Xinjie
10
Wahab, M. I. M.
10
Muzzioli, Silvia
9
Wu, Xinyu
9
Bondarenko, Oleg
8
Gallo, Giampiero M.
8
Huang, Dengshi
8
McAleer, Michael
8
Patton, Andrew J.
8
Voev, Valeri
8
Christensen, Bent Jesper
7
He, Mengxi
7
Kumar, Dilip
7
Molnár, Peter
7
Nielsen, Morten Ørregaard
7
Xie, Tian
7
Chen, Wang
6
Corsi, Fulvio
6
Dijk, Dick van
6
Engle, Robert F.
6
Morales-Arias, Leonardo
6
Pirino, Davide
6
Sattarhoff, Cristina
6
Zeng, Qing
6
Andersen, Torben
5
Busch, Thomas
5
Clements, Adam
5
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
12
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
4
Economics Department, Queen's University
3
Center for Financial Studies
2
Department of Economics and Finance, College of Business and Economics
2
Department of Economics, University of Peloponnese
2
HAL
2
Institut für Weltwirtschaft (IfW)
2
Institute of Economic Research, Hitotsubashi University
2
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
2
Tinbergen Institute
2
Tinbergen Instituut
2
Banco de México
1
Center for Economics and Development Studies, Fakultas Ekonomi
1
Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
1
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Departemen Manajemen dan Bisnis, Fakultas Ekonomi
1
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
1
Department of Econometrics and Business Statistics, Monash Business School
1
Department of Economics, Oxford University
1
Department of Economics, University of Crete
1
Department of Economics, University of Pennsylvania
1
Development and Policies Research Center (Depocen)
1
Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin"
1
Dipartimento di Economia, Università degli Studi di Perugia
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
EconWPA
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Erasmus University Rotterdam, Econometric Institute
1
European Central Bank
1
Fachbereich Wirtschaftswissenschaften, Universität Konstanz
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
more ...
less ...
Published in...
All
Energy economics
38
Finance research letters
38
International journal of forecasting
25
Journal of forecasting
20
Applied economics
19
International review of economics & finance : IREF
19
International review of financial analysis
18
Journal of empirical finance
13
CREATES Research Papers
12
Economic modelling
11
The journal of futures markets
10
International journal of finance & economics : IJFE
9
Journal of international financial markets, institutions & money
9
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Pacific-Basin finance journal
7
Applied economics letters
6
Journal of econometrics
6
Journal of financial econometrics
6
Econometrics
5
Econometrics : open access journal
5
Journal of banking & finance
5
MPRA Paper
5
Research in international business and finance
5
Computational economics
4
Department of Economics working paper series
4
Econometrics Working Papers Archive
4
Energy Economics
4
Journal for Economic Forecasting
4
Revista Brasileira de Finanças : RBFin
4
SFB 649 Discussion Paper
4
SFB 649 Discussion Papers
4
Theoretical economics letters
4
Tinbergen Institute Discussion Papers
4
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
4
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
3
China finance review international
3
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
3
Economics Bulletin
3
Economics letters
3
more ...
less ...
Source
All
ECONIS (ZBW)
454
RePEc
147
EconStor
39
BASE
4
Showing
501
-
510
of
644
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
501
Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series
Kömm, Holger
;
Küsters, Ulrich
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 598-608
Persistent link: https://www.econbiz.de/10011474425
Saved in:
502
Volatility
forecasting
: the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
503
Forecasting realized volatility with changing average levels
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 620-634
Persistent link: https://www.econbiz.de/10011474431
Saved in:
504
The course of realized volatility in the LME non-ferrous metal market
Todorova, Neda
- In:
Economic modelling
51
(
2015
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011475768
Saved in:
505
The optimal corridor for implied volatility : from periods of calm to turmoil
Muzzioli, Silvia
- In:
Journal of economics & business
81
(
2015
),
pp. 77-94
Persistent link: https://www.econbiz.de/10011476102
Saved in:
506
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
507
The economic value of volatility timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
508
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
509
Idiosyncratic
volatility
forecasting
in the stock market of Saudi Arabia
Bley, Jorg
;
Saad, Mohsen M.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1342-1357
Persistent link: https://www.econbiz.de/10011561300
Saved in:
510
The information content of option-implied information for
volatility
forecasting
with investor sentiment
Seo, Sung Won
;
Kim, Jun Sik
- In:
Journal of banking & finance
50
(
2015
),
pp. 106-120
Persistent link: https://www.econbiz.de/10010509134
Saved in:
First
Prev
46
47
48
49
50
51
52
53
54
55
56
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
