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~language:"eng"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
~subject:"Volatility"
~isPartOf:"Journal of forecasting"
~isPartOf:"International journal of theoretical and applied finance"
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Volatility
Theorie
1,146
Theory
1,146
Forecasting model
882
Prognoseverfahren
882
Option pricing theory
476
Optionspreistheorie
476
Volatilität
373
Time series analysis
362
Zeitreihenanalyse
362
Stochastic process
344
Stochastischer Prozess
344
Portfolio selection
254
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254
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188
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160
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Article in journal
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Benth, Fred Espen
6
Brigo, Damiano
5
So, Mike Ka-pui
5
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4
Ma, Feng
4
Pallavicini, Andrea
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Rebonato, Riccardo
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3
Chen, Cathy W. S.
3
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
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Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
McMillan, David G.
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Song, Yuping
3
Stoep, Anthonie W. van der
3
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Zhang, Yaojie
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2
Ahlip, Rehez
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Bouri, Elie
2
Boyarchenko, Mitya
2
Breitner, Michael H.
2
Carr, Peter
2
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2
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Journal of forecasting
International journal of theoretical and applied finance
Energy economics
598
Finance research letters
494
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
Economic modelling
338
International review of economics & finance : IREF
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
255
Economics letters
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
150
Journal of economic dynamics & control
145
International journal of forecasting
140
International journal of finance & economics : IJFE
136
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Global finance journal
103
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
373
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1
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
7
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
8
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia
;
Li, Handong
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Saved in:
9
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
10
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
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