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Search: subject:"volatility forecasting."
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Subject
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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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Undetermined
350
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214
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16
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Article
462
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155
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2
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392
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60
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35
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34
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11
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514
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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
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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Source
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ECONIS (ZBW)
431
RePEc
147
EconStor
37
BASE
4
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521
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:
522
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:
523
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:
524
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
525
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
526
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:
527
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:
528
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:
529
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatility with multinomial specificaitons
Hwa Taek Lee
-
2007
The Makov-Switching Multifractal Model(MSM) is a new model for the time series of retuns in finance. It can generate various degree of long range dependence in different powers of returns. We extend this model with trinomial - and dronomial specification. Generalized method of moment(GMM) and...
Persistent link: https://www.econbiz.de/10009429028
Saved in:
530
Generalized dynamic factor model + GARCH exploiting multivariate information for univariate prediction
Alessi, Lucia
;
Barigozzi, Matteo
;
Capasso, Marco
-
2007
We propose a new model for
volatility
forecasting
which combines the Generalized Dynamic Factor Model (GDFM) and the …
Persistent link: https://www.econbiz.de/10010328627
Saved in:
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