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~subject:"Volatility"
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Volatility
Theorie
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585
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434
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Journal of forecasting
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
79
Finance research letters
77
Discussion paper / Centre for Economic Policy Research
76
International journal of theoretical and applied finance
76
International journal of forecasting
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of economic dynamics & control
71
Journal of financial economics
71
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
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The review of financial studies
57
Energy economics
56
International review of economics & finance : IREF
56
Econometric reviews
51
Quantitative finance
47
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computational economics
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of monetary economics
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CREATES research paper
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ECONIS (ZBW)
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1
Validation of volatility models
Magdon-Ismail, Malik
;
Abu-Mostafa, Yaser S.
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 349-368
Persistent link: https://www.econbiz.de/10001363172
Saved in:
2
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
3
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
4
Seasonal heteroscedasticity and trends
Proietti, Tommaso
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001245345
Saved in:
5
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
6
Augmented half-life estimation based on high-frequency data
Huang, Mao-Lung
;
Liao, Shu-Yi
;
Lin, Kuo-Chin
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 523-532
Persistent link: https://www.econbiz.de/10011390442
Saved in:
7
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Saved in:
8
Modeling realized volatility dynamics with a genetic algorithm
Qu, Hui
;
Ji, Ping
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 434-444
Persistent link: https://www.econbiz.de/10011580981
Saved in:
9
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
10
A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns
Ortega, Luis F.
;
Khashanah, Khaldoun
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 134-146
Persistent link: https://www.econbiz.de/10010424852
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