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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of economic dynamics & control"
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Volatility
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Gerlach, Richard
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International journal of forecasting
Journal of economic dynamics & control
Energy economics
159
Finance research letters
147
Applied economics
144
Economic modelling
139
International review of financial analysis
135
Working paper / National Bureau of Economic Research, Inc.
133
NBER working paper series
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International review of economics & finance : IREF
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108
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90
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90
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87
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49
Pacific-Basin finance journal
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International journal of economics and finance
39
International Journal of Energy Economics and Policy : IJEEP
38
Quantitative finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
2
What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle
;
Senyuz, Zeynep
;
Yoldas, Emre
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
Saved in:
3
The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco
;
Sigrist, Fabio Roman Albert
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
Saved in:
4
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
5
Do asset price drops foreshadow recessions?
Bluedorn, John Christopher
;
Decressin, Jörg
;
Terrones, …
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 518-526
Persistent link: https://www.econbiz.de/10011597180
Saved in:
6
Volatility analysis for the GARCH-Itô-Jumps model based on high-frequency and low-frequency financial data
Fu, Jin-Yu
;
Lin, Jin-Guan
;
Hao, Hong-Xia
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1698-1712
Persistent link: https://www.econbiz.de/10014465345
Saved in:
7
Drift and volatility estimation in discrete time
Elliott, Robert J.
- In:
Journal of economic dynamics & control
22
(
1998
)
2
,
pp. 209-218
Persistent link: https://www.econbiz.de/10001232395
Saved in:
8
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:
9
Price dynamics, financial fragility and aggregate volatility
Mandel, Antoine
;
Landini, Simone
;
Gallegati, Mauro
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 257-277
Persistent link: https://www.econbiz.de/10011474403
Saved in:
10
Impact of value-at-risk models on market stability
Llacay, Bàrbara
;
Peffer, Gilbert
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
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