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~subject:"Volatilität"
~subject:"ARCH-Modell"
~isPartOf:"International journal of forecasting"
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Volatilität
ARCH-Modell
Nichtparametrisches Verfahren
32
Nonparametric statistics
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Forecasting model
28
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28
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International journal of forecasting
Journal of econometrics
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Econometric reviews
12
SFB 649 discussion paper
12
Discussion paper / Tinbergen Institute
11
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard
;
Wang, Chao
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 489-506
Persistent link: https://www.econbiz.de/10012415185
Saved in:
2
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
3
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
4
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
5
Multivariate semi-nonparametric distributions with dynamic conditional correlations
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 347-364
Persistent link: https://www.econbiz.de/10009247498
Saved in:
6
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
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