//--> //--> //--> //-->
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:"Journal of forecasting"
~subject:"ARCH model"
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
Yield Curve Factors, Term Stru...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Forecasting model
137
Prognoseverfahren
137
Volatility
131
Volatilität
131
Theorie
71
Theory
71
ARCH-Modell
57
Capital income
49
Kapitaleinkommen
49
Time series analysis
36
Zeitreihenanalyse
36
Estimation
35
Schätzung
35
Börsenkurs
32
Share price
32
Yield curve
31
Zinsstruktur
31
Aktienmarkt
25
Stock market
25
forecasting
19
realized volatility
18
Forecast
16
Prognose
16
Exchange rate
15
Wechselkurs
15
USA
13
United States
13
Welt
13
World
13
Estimation theory
11
Risikomaß
11
Risk measure
11
Schätztheorie
11
volatility forecasting
11
Aktienindex
10
Stock index
10
Neural networks
9
Neuronale Netze
9
Oil price
9
more ...
less ...
Online availability
All
Undetermined
31
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
57
Author
All
Chen, Cathy W. S.
3
Ma, Feng
3
So, Mike Ka-pui
3
Song, Yuping
3
Tang, Xiaolong
3
Wang, Yudong
3
Zhang, Yaojie
3
Abraham, Bovas
2
Balakrishna, N.
2
He, Mengxi
2
Ji, Qiang
2
Lin, Edward M. H.
2
McMillan, David G.
2
Speight, Alan E. H.
2
Wen, Danyan
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Amendola, Alessandra
1
Baruník, Jozef
1
Bhuiyan, Miraj Ahmed
1
Bouri, Elie
1
Brooks, Chris
1
Charles, Amélie
1
Chen, Bei
1
Chen, Ming-tien
1
Chevallier, Julien
1
Chong, Choo Wei
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
Dai, Zhifeng
1
Degiannakis, Stavros
1
Delis, Panagiotis
1
Demirer, Rıza
1
Dendramis, Yiannis
1
Fang, Tong
1
Fei, Tianlun
1
Filis, George
1
Gel, Yulia R.
1
Geng, Qianjie
1
Gokcan, Suleyman
1
more ...
less ...
Published in...
All
Journal of forecasting
Energy economics
212
Finance research letters
129
Economic modelling
109
Applied economics
106
International review of financial analysis
106
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
92
Research in international business and finance
92
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
75
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
Applied financial economics
63
International journal of forecasting
61
Journal of banking & finance
59
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
50
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
International journal of finance & economics : IJFE
39
The journal of futures markets
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Working paper
39
The European journal of finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
Cogent economics & finance
30
International journal of economics and finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The empirical economics letters : a monthly international journal of economics
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
Journal of international money and finance
27
Journal of financial econometrics
25
Journal of economics and finance
23
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The information content of intraday implied volatility for volatility forecasting
Wang, Yaw-Huei
;
Wang, Yun-Yi
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10011580247
Saved in:
2
Estimating and forecasting large panels of volatilities with approximate dynamic factor models
Luciani, Matteo
;
Veredas, David
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 163-176
Persistent link: https://www.econbiz.de/10011305278
Saved in:
3
Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra
;
Storti, Giuseppe
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
Saved in:
4
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
5
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
6
On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
Saved in:
7
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
Saved in:
8
The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
Saved in:
9
Forecasting the daily time‐varying beta of European banks during the crisis period : comparison between GARCH models and the Kalman filter
Zhang, Yuanyuan
;
Choudhry, Taufiq
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 956-973
Persistent link: https://www.econbiz.de/10011860929
Saved in:
10
The importance of time‐varying volatility and country interactions in forecasting economic activity
Trypsteen, Steven
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 615-628
Persistent link: https://www.econbiz.de/10011861398
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->