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  • Search: subject:"volatility forecasting."
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Year of publication
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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Online availability
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Undetermined 350 Free 214 CC license 16
Type of publication
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Article 462 Book / Working Paper 155 Other 2
Type of publication (narrower categories)
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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 Book section 3 Aufsatzsammlung 1 Hochschulschrift 1 Thesis 1
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Language
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English 514 Undetermined 98 Italian 3 German 2 Hungarian 1 Spanish 1
Author
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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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Institution
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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...
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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
Showing 71 - 80 of 619
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Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
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Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao; Wang, Yi-Chiuan; Chang, Yu Ching - In: Asia Pacific financial markets 31 (2024) 2, pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
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More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?
Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014552793
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Measuring the impact of climate risk on renewable energy stock volatility : a case study of G20 economies
Zhang, Li; Liang, Chao; Luu Duc Toan Huynh; Wang, Lu; … - In: Journal of economic behavior & organization 223 (2024), pp. 168-184
Persistent link: https://www.econbiz.de/10014553330
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Forecasting volatility with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun; Xu, Li - In: Journal of forecasting 43 (2024) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
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Volatility forecasting with an extended GARCH-MIDAS approach
Li, Xiongying; Ye, Cheng; Bhuiyan, Miraj Ahmed; Huang, … - In: Journal of forecasting 43 (2024) 1, pp. 24-39
Persistent link: https://www.econbiz.de/10014443182
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Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?
Luo, Tao; Sun, Huaping; Zhang, Lixia; Bai, Jiancheng - In: International review of economics & finance : IREF 89 (2024) 2, pp. 597-611
Persistent link: https://www.econbiz.de/10014446795
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International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun; Wang, Jiqian; Ma, Feng - In: International review of economics & finance : IREF 90 (2024), pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
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Forecasting stock market realized volatility : the role of investor attention to the price of petroleum products
Li, Dakai - In: International review of economics & finance : IREF 90 (2024), pp. 115-122
Persistent link: https://www.econbiz.de/10014446891
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Volatility forecasting of Chinese energy market : which uncertainty have better performance?
Zhang, Jiaming; Xiang, Yitian; Zou, Yang; Guo, Songlin - In: International review of financial analysis 91 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014446929
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