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Search: subject:"volatility forecasting"
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Subject
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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
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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
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218
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16
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539
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98
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3
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2
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1
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1
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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
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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
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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
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Source
All
ECONIS (ZBW)
454
RePEc
147
EconStor
39
BASE
4
Showing
541
-
550
of
644
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541
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:
542
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:
543
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:
544
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:
545
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:
546
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:
547
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:
548
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:
549
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:
550
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:
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