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Search: subject:"volatility forecasting."
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Subject
All
Volatilität
437
Volatility
430
Prognoseverfahren
419
Forecasting model
414
Volatility forecasting
318
ARCH-Modell
301
ARCH model
296
volatility forecasting
203
Theorie
151
Theory
147
Börsenkurs
126
Share price
123
Zeitreihenanalyse
121
Time series analysis
118
Schätzung
114
Estimation
113
Aktienmarkt
94
Stock market
92
Kapitaleinkommen
89
Capital income
88
Prognose
76
Forecast
74
Welt
69
World
69
Oil price
57
Ölpreis
57
China
52
Realized volatility
50
Commodity derivative
47
Rohstoffderivat
47
Volatility Forecasting
45
realized volatility
44
Estimation theory
42
Risiko
42
Risk
42
Schätztheorie
42
Aktienindex
40
Oil market
40
Stock index
40
Ölmarkt
40
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Undetermined
350
Free
214
CC license
16
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Article
462
Book / Working Paper
155
Other
2
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Article in journal
392
Aufsatz in Zeitschrift
392
Working Paper
60
Graue Literatur
35
Non-commercial literature
35
Arbeitspapier
34
Article
11
Aufsatz im Buch
3
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3
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1
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English
514
Undetermined
98
Italian
3
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2
Hungarian
1
Spanish
1
Author
All
Ma, Feng
46
Zhang, Yaojie
29
Liang, Chao
16
Wang, Yudong
14
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
Wahab, M. I. M.
10
Gupta, Rangan
9
Lu, Xinjie
9
Muzzioli, Silvia
9
Bondarenko, Oleg
8
Gallo, Giampiero M.
8
Huang, Dengshi
8
McAleer, Michael
8
Patton, Andrew J.
8
Voev, Valeri
8
Wu, Xinyu
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
Morales-Arias, Leonardo
6
Pirino, Davide
6
Sattarhoff, Cristina
6
Zeng, Qing
6
Andersen, Torben
5
Busch, Thomas
5
Clements, Adam
5
Diebold, Francis X.
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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Published in...
All
Energy economics
38
Finance research letters
35
International journal of forecasting
22
International review of economics & finance : IREF
19
Applied economics
18
International review of financial analysis
18
Journal of forecasting
17
CREATES Research Papers
12
Journal of empirical finance
12
Economic modelling
11
International journal of finance & economics : IJFE
9
Journal of international financial markets, institutions & money
9
The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
8
Pacific-Basin finance journal
7
Journal of econometrics
6
Applied economics letters
5
Econometrics
5
Econometrics : open access journal
5
Journal of banking & finance
5
Journal of financial econometrics
5
MPRA Paper
5
Research in international business and finance
5
The journal of futures markets
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)
431
RePEc
147
EconStor
37
BASE
4
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91
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100
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619
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91
Forecasting international stock market variances
Bekaert, Geert
;
Xu, Nancy
;
Ye, Tiange
-
2024
Persistent link: https://www.econbiz.de/10014536734
Saved in:
92
Changing determinant driver and oil
volatility
forecasting
: a comprehensive analysis
Luo, Qin
;
Ma, Feng
;
Wang, Jiqian
;
Wu, You
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014558966
Saved in:
93
Time-varying jump intensity and
volatility
forecasting
of crude oil returns
Zhang, Lei
;
Chen, Yan
;
Bouri, Elie
- In:
Energy economics
129
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
Saved in:
94
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency
volatility
forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
95
Crude oil
volatility
forecasting
: insights from a novel time-varying parameter GARCH-MIDAS model
Peng, Lijuan
;
Liang, Chao
;
Yang, Baoying
;
Wang, Lu
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014583437
Saved in:
96
Volatility
forecasting
with Hybrid-long short-term memory models : evidence from the COVID-19 period
Yang, Ao
;
Ye, Qing
;
Zhai, Jia
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2766-2786
Persistent link: https://www.econbiz.de/10014635168
Saved in:
97
Volatilityforecastingpackage : a financial volatility package in mathematica
Khodabaccus, Noorshanaaz
;
Saib, Aslam A. E. F.
- In:
Computational economics
63
(
2024
)
6
,
pp. 2307-2324
Persistent link: https://www.econbiz.de/10014636740
Saved in:
98
Volatility prediction comparison via robust volatility proxies : an empirical deviation perspective
Wang, Weichen
;
An, Ran
;
Zhu, Ziwei
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015074492
Saved in:
99
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
242
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075194
Saved in:
100
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
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