//--> //--> //--> //-->
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
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
more ...
less ...
Online availability
All
Undetermined
350
Free
214
CC license
16
Type of publication
All
Article
462
Book / Working Paper
155
Other
2
Type of publication (narrower categories)
All
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
Book section
3
Aufsatzsammlung
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
514
Undetermined
98
Italian
3
German
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
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
431
RePEc
147
EconStor
37
BASE
4
Showing
221
-
230
of
619
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
221
Investors' uncertainty and forecasting stock market volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
222
A comparison between parametric and nonparametric
volatility
forecasting
of stock index futures in China
Jiang, Rui
;
Wen, Conghua
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
9
,
pp. 2522-2537
Persistent link: https://www.econbiz.de/10013354977
Saved in:
223
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
224
Volatility
forecasting
for the shipping market indexes : an AR-SVR-GARCH approach
Liu, Jiaguo
;
Li, Zhouzhi
;
Sun, Hao
;
Yu, Lean
;
Gao, Wenlian
- In:
Maritime policy & management
49
(
2022
)
6
,
pp. 864-881
Persistent link: https://www.econbiz.de/10013373607
Saved in:
225
Forecasting volatility of Bitcoin
Bergsli, Lykke Øverland
;
Lind, Andrea Falk
;
Molnár, Peter
- In:
Research in international business and finance
59
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013402137
Saved in:
226
The impact of economic policy uncertainties on the volatility of European carbon market
Dai, Peng-Fei
;
Xiong, Xiong
;
Toan Luu Duc Huynh
;
Wang, …
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013453831
Saved in:
227
Natural gas volatility predictability in a data-rich world
Lu, Fei
;
Ma, Feng
;
Li, Pan
;
Huang, Dengshi
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
Saved in:
228
Using implied volatility jumps for realized
volatility
forecasting
: evidence from the Chinese market
Ye, Wuyi
;
Xia, Wenjing
;
Wu, Bin
;
Chen, Pengzhan
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013455131
Saved in:
229
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
230
VIX and stock market volatility predictability : a new approach
Liu, Zhichao
;
Liu, Jing
;
Zeng, Qing
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
Saved in:
First
Prev
18
19
20
21
22
23
24
25
26
27
28
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->