EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"volatility forecasting"
Narrow search

Narrow search

Year of publication
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 541 - 550 of 644
Cover Image
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.; Charalambous, Chris; … - In: Review of quantitative finance and accounting 42 (2014) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
Cover Image
Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark; Olmo, Jose - In: International journal of forecasting 30 (2014) 4, pp. 863-881
Persistent link: https://www.econbiz.de/10010517781
Saved in:
Cover Image
Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu; Wong, Ieokhou; An, Yunbi; Zhang, Jinqing - In: Pacific-Basin finance journal 26 (2014), pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
Saved in:
Cover Image
The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
Todorova, Neda; Souček, Michael - In: Economic modelling 36 (2014), pp. 332-340
Persistent link: https://www.econbiz.de/10010415483
Saved in:
Cover Image
Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
Cover Image
Modeling the daily electricity price volatility with realized measures
Frömmel, Michael; Han, Xing; Kratochvil, Stepan - In: Energy economics 44 (2014), pp. 492-502
Persistent link: https://www.econbiz.de/10010457140
Saved in:
Cover Image
Volatility forecasting via MIDAS, HAR and their combination : an empirical comparative study for IBOVESPA
Santos, Douglas Gomes dos; Ziegelmann, Flávio A. - In: Journal of forecasting 33 (2014) 4, pp. 284-299
Persistent link: https://www.econbiz.de/10010425741
Saved in:
Cover Image
Forecasting the volatility of crude oil futures using intraday data
Sévi, Benoît - In: European journal of operational research : EJOR 235 (2014) 3, pp. 643-659
Persistent link: https://www.econbiz.de/10010341244
Saved in:
Cover Image
Reflecting on the VPIN dispute
Andersen, Torben; Bondarenko, Oleg - In: Journal of financial markets 17 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
Cover Image
VPIN and the flash crash
Andersen, Torben; Bondarenko, Oleg; O'Hara, Maureen - In: Journal of financial markets 17 (2014), pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
  • First
  • Prev
  • 50
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...