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Search: subject:"volatility forecasts"
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Volatility
31
Volatilität
31
Forecasting model
30
Prognoseverfahren
30
ARCH model
26
ARCH-Modell
26
Volatility forecasts
25
volatility forecasts
22
Implied volatility
12
Theorie
11
Theory
11
Börsenkurs
10
Estimation
10
Schätzung
10
Share price
10
VIX
10
Volatility Forecasts
8
GARCH models
6
Option pricing theory
6
Optionspreistheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Aktienindex
5
Anonymity
5
Estimation theory
5
Limit Order Trading
5
Liquidity
5
Market Microstructure
5
Schätztheorie
5
Stock index
5
Transparency
5
Aktienmarkt
4
Capital income
4
Kapitaleinkommen
4
Stock market
4
Welt
4
World
4
realized volatility
4
Analysis of variance
3
Commodity derivative
3
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Free
31
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23
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Article
33
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29
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8
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5
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English
46
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Becker, Ralf
7
Clements, Adam
6
Chkili, Walid
5
Foucault, Thierry
5
Hammoudeh, Shawkat
5
Moinas, Sophie
5
Nguyen, Duc Khuong
5
Theissen, Erik
5
Hamid, Alain
3
Caporin, Massimiliano
2
Charles, Amélie
2
Degiannakis, Stavros
2
Delis, Panagiotis
2
Dempsey, Michael
2
Dutta, Anupam
2
Filis, George
2
Giannopulos, Geōrgios A.
2
Golosnoy, Vasyl
2
Gupta, Rangan
2
Hou, Chenghan
2
Ji, Qiang
2
Karyampas, Dimitrios
2
Klein, Tony
2
Luo, Jiawen
2
Martin, Gael M.
2
McClelland, Andrew
2
Okhrin, Yarema
2
Ranaldo, Angelo
2
Reidy, Andrew
2
Segnon, Mawuli
2
Tanha, Hassan
2
Wright, Jill
2
Bentes, Sonia R
1
Blazsek, Szabolcs
1
Bonato, M.
1
Bonato, Matteo
1
Cai, Guanghui
1
Campani, Carlos Heitor
1
Cao, Xiangye
1
Cartea, Alvaro
1
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National Centre for Econometric Research (NCER)
5
Institut de Préparation à l'Administration et à la Gestion (IPAG)
3
Department of Econometrics and Business Statistics, Monash Business School
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department Volkswirtschaftlehre, Universität Bern
1
Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
1
Econometric Society
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
HAL
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
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NCER Working Paper Series
5
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
3
International journal of forecasting
2
Monash Econometrics and Business Statistics Working Papers
2
Review of Pacific Basin financial markets and policies
2
Applied economics
1
Applied economics letters
1
Business Economics Working Papers
1
CFR Working Paper
1
CFR Working Papers
1
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
1
Computational economics
1
Department of Economics working paper series
1
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
1
Discussion papers / Governance and the Efficiency of Economic Systems
1
Diskussionsschriften
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Econometric Society 2004 Australasian Meetings
1
Econometric reviews
1
Energy
1
Energy Economics
1
Energy economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
European Journal of Operational Research
1
FRB of Dallas Working Paper
1
Finance research letters
1
Global business review
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of Applied Economic Sciences Quarterly
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
MPRA Paper
1
Managerial Finance
1
Post-Print / HAL
1
QMS Research Paper
1
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ECONIS (ZBW)
31
RePEc
25
EconStor
3
BASE
2
Other ZBW resources
1
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1
Trading VIX on
volatility
forecasts
: another volatility puzzle?
Degiannakis, Stavros
;
Delis, Panagiotis
;
Filis, George
; …
-
2025
Persistent link: https://www.econbiz.de/10015197247
Saved in:
2
Trading VIX on
volatility
forecasts
: another volatility puzzle?
Degiannakis, Stavros
;
Delis, Panagiotis
;
Filis, George
; …
- In:
Journal of forecasting
44
(
2025
)
4
,
pp. 1602-1618
Persistent link: https://www.econbiz.de/10015464688
Saved in:
3
Realized Real-time GARCH : a joint model for returns, realized measures and current information
Wu, Zhimin
;
Cai, Guanghui
- In:
Computational economics
66
(
2025
)
4
,
pp. 3359-3400
Persistent link: https://www.econbiz.de/10015591242
Saved in:
4
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10012800652
Saved in:
5
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
6
Volatility
forecasts
by clustering : applications for VaR estimation
Wang, Zijin
;
Chen, Peimin
;
Liu, Peng
;
Wu, Chunchi
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582647
Saved in:
7
Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?
Li, Wei
;
Zhang, Junchao
;
Cao, Xiangye
;
Han, Wei
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014531194
Saved in:
8
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
9
New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
10
High frequency volatility forecasting : a new approach using a hybrid ANN-MC-GARCH model
Jumoorty, Aneessa Firdaus
;
Thoplan, Ruben
;
Narsoo, Jason
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4156-4175
Persistent link: https://www.econbiz.de/10014429300
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