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Search: subject:"volatility forecasting."
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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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214
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16
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514
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98
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3
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2
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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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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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ECONIS (ZBW)
431
RePEc
147
EconStor
37
BASE
4
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161
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161
The relative importance of overnight sentiment versus trading-hour sentiment in
volatility
forecasting
Chu, Xiaojun
;
Wan, Xinmin
;
Qiu, Jianying
- In:
Journal of behavioral and experimental finance
39
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457415
Saved in:
162
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
163
Forecasting crude oil market volatility using variable selection and common factor
Zhang, Yaojie
;
Wahab, M. I. M.
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 486-502
Persistent link: https://www.econbiz.de/10014462793
Saved in:
164
Global economic policy uncertainty aligned : an informative predictor for crude oil market volatility
Zhang, Yaojie
;
He, Mengxi
;
Wang, Yudong
;
Liang, Chao
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1318-1332
Persistent link: https://www.econbiz.de/10014465282
Saved in:
165
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
166
Stock market volatility predictability in a data-rich world : a new insight
Ma, Feng
;
Wang, Jiqian
;
Wahab, M. I. M.
;
Ma, Yuanhui
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1804-1819
Persistent link: https://www.econbiz.de/10014465355
Saved in:
167
Examining the volatility of soybean market in the MIDAS framework : the importance of bagging-based weather information
Wang, Lu
;
Wu, Rui
;
Ma, Weichun
;
Xu, Weiju
- In:
International review of financial analysis
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014465545
Saved in:
168
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
169
Are categorical EPU indices predictable for carbon futures volatility? : Evidence from the machine learning method
Guo, Xiaozhu
;
Huang, Dengshi
;
Li, Xiafei
;
Liang, Chao
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 672-693
Persistent link: https://www.econbiz.de/10014246784
Saved in:
170
How does inter-industry spillover improve the performance of
volatility
forecasting
?
Liu, Bin
;
Xiao, Wen
;
Zhu, Xingting
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309851
Saved in:
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