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~isPartOf:"International journal of forecasting"
~subject:"Asymmetric information"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Asymmetric information
Volatilität
Theorie
821
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821
Forecasting model
677
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677
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303
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Arroyo, Javier
2
Chan, Joshua
2
Cross, Jamie
2
Gerlach, Richard
2
González-Rivera, Gloria
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2
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1
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Chen Zhou
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International journal of forecasting
Journal of economic theory
224
Economics letters
191
Journal of banking & finance
159
Economic theory : official journal of the Society for the Advancement of Economic Theory
148
Journal of financial economics
131
Journal of econometrics
129
The review of financial studies
120
Games and economic behavior
115
Economic modelling
112
Finance research letters
108
Journal of economic dynamics & control
105
Journal of empirical finance
99
Journal of economic behavior & organization : JEBO
92
International review of economics & finance : IREF
85
International journal of theoretical and applied finance
84
The journal of finance : the journal of the American Finance Association
81
European economic review : EER
79
Management science : journal of the Institute for Operations Research and the Management Sciences
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
75
The American economic review
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
Journal of international money and finance
73
International review of financial analysis
72
Applied economics
68
The review of economic studies
68
Journal of monetary economics
67
The European journal of finance
67
The North American journal of economics and finance : a journal of financial economics studies
63
The Rand journal of economics
62
Energy economics
61
Applied economics letters
60
European journal of operational research : EJOR
58
International economic review
56
International journal of industrial organization
56
Journal of forecasting
56
Econometric reviews
51
Journal of public economics
51
Review of economic dynamics
51
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ECONIS (ZBW)
74
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1
A GARCH model of the implied volatility of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
Saved in:
2
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
Saved in:
3
Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
Saved in:
4
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:
5
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:
6
MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de
;
Hotta, Luiz K.
;
Ruiz, Esther
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
Saved in:
7
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
8
Forecasting realized variance measures using time-varying coefficient models
Bekierman, Jeremias
;
Manner, Hans
- In:
International journal of forecasting
34
(
2018
)
2
,
pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
Saved in:
9
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:
10
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
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