//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Impact of Stock Market Lib...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Volatility
410
Volatilität
409
Capital income
206
Kapitaleinkommen
206
Forecasting model
197
Prognoseverfahren
197
Aktienmarkt
183
Stock market
183
Theory
175
Börsenkurs
167
Share price
167
ARCH model
163
ARCH-Modell
163
Estimation
158
Schätzung
158
Time series analysis
113
Zeitreihenanalyse
113
USA
66
United States
66
Portfolio selection
58
Portfolio-Management
58
Welt
48
World
48
Stochastic process
46
Stochastischer Prozess
46
CAPM
38
Exchange rate
38
Risikoprämie
38
Risk premium
38
Wechselkurs
38
Realized volatility
37
Correlation
36
Estimation theory
36
Korrelation
36
Risikomaß
36
Risk measure
36
Schätztheorie
36
Anlageverhalten
35
Behavioural finance
35
more ...
less ...
Online availability
All
Undetermined
113
Free
4
Type of publication
All
Article
174
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
175
Aufsatz in Zeitschrift
175
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
175
Author
All
Wu, Chongfeng
4
Lucas, André
3
Wang, Yudong
3
Arroyo, Javier
2
Baillie, Richard
2
Brownlees, Christian
2
Chan, Joshua
2
Chen Zhou
2
Cross, Jamie
2
Demetrescu, Matei
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Fuertes, Ana María
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Hafner, Christian M.
2
Hotta, Luiz K.
2
Kim, Dongcheol
2
Liao, Yin
2
Liu, Xiaoquan
2
Liu, Zhenya
2
Lux, Thomas
2
Maheu, John M.
2
Molnár, Peter
2
Opschoor, Anne
2
Rice, Gregory
2
Ruiz, Esther
2
Storti, Giuseppe
2
Taylor, Nicholas
2
Trucíos, Carlos
2
Tzavalis, Elias
2
Viceira, Luis M.
2
Wang, Shixuan
2
Adcock, Christopher
1
Ahmed, Shamim
1
Aitken, Michael J.
1
Alexeev, Vitali
1
Almeida, Daniel de
1
Amendola, Alessandra
1
Ammann, Manuel
1
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
International journal of forecasting
Journal of empirical finance
NBER working paper series
231
Working paper / National Bureau of Economic Research, Inc.
218
NBER Working Paper
203
Journal of banking & finance
132
Journal of econometrics
130
Finance research letters
129
Discussion paper / Centre for Economic Policy Research
106
Economic modelling
102
Journal of economic dynamics & control
92
Economics letters
91
International review of financial analysis
91
International review of economics & finance : IREF
84
Journal of financial economics
84
International journal of theoretical and applied finance
82
Applied economics
81
Discussion paper / Tinbergen Institute
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Working paper
77
Journal of international money and finance
76
The European journal of finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Computational economics
72
The review of financial studies
72
Journal of forecasting
62
Energy economics
60
The journal of finance : the journal of the American Finance Association
58
The North American journal of economics and finance : a journal of financial economics studies
57
Applied economics letters
55
Quantitative finance
55
Econometric reviews
53
IMF working papers
51
Journal of international financial markets, institutions & money
51
Research paper series / Swiss Finance Institute
51
Journal of risk and financial management : JRFM
50
Journal of monetary economics
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Applied financial economics
46
more ...
less ...
Source
All
ECONIS (ZBW)
175
Showing
1
-
10
of
175
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can idiosyncratic
volatility
help forecast stock market
volatility
?
Taylor, Nicholas
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 462-479
Persistent link: https://www.econbiz.de/10003764116
Saved in:
2
Forecasting S&P 500
volatility
: long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
3
Multivariate fractionally integrated APARCH modeling of stock market
volatility
: a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
4
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:
5
A Model Confidence Set approach to the combination of multivariate
volatility
forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
6
Forecasting global stock market implied
volatility
indices
Degiannakis, Stavros
;
Filis, George
;
Hassani, Hossein
- In:
Journal of empirical finance
46
(
2018
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012103431
Saved in:
7
Customer-base concentration and the transmission of idiosyncratic
volatility
along the vertical chain
Mihov, Atanas
;
Naranjo, Andy
- In:
Journal of empirical finance
40
(
2017
),
pp. 73-100
Persistent link: https://www.econbiz.de/10011744438
Saved in:
8
Predicting the long-term stock market
volatility
: a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
9
The profitability of low-
volatility
Blitz, David
;
Vidojevic, Milan
- In:
Journal of empirical finance
43
(
2017
),
pp. 33-42
Persistent link: https://www.econbiz.de/10011817898
Saved in:
10
The effects of economic uncertainty on financial
volatility
: a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->