//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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"
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
Statistical characteristics of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
156
Volatilität
156
Forecasting model
143
Prognoseverfahren
143
ARCH model
75
ARCH-Modell
75
Theorie
68
Theory
68
Time series analysis
48
Zeitreihenanalyse
48
Capital income
43
Kapitaleinkommen
43
Börsenkurs
40
Share price
40
Estimation
35
Schätzung
35
Aktienindex
31
Stock index
31
Aktienmarkt
30
Stock market
30
realized volatility
23
Forecast
21
Prognose
21
Estimation theory
20
Schätztheorie
20
forecasting
19
Stochastic process
17
Stochastischer Prozess
17
Welt
17
World
17
Markov chain
16
Markov-Kette
16
Bayes-Statistik
14
Bayesian inference
14
Exchange rate
14
Wechselkurs
14
volatility forecasting
14
Risikomaß
13
Risk measure
13
Regression analysis
12
more ...
less ...
Online availability
All
Undetermined
79
Free
21
Type of publication
All
Article
173
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
174
Aufsatz in Zeitschrift
174
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
174
Author
All
Zhang, Yaojie
8
Gupta, Rangan
7
Song, Yuping
6
He, Mengxi
5
Ma, Feng
5
So, Mike Ka-pui
5
Wang, Yudong
5
Bonato, Matteo
4
Cepni, Oguzhan
4
Pierdzioch, Christian
4
Brooks, Chris
3
Chen, Cathy W. S.
3
Ji, Qiang
3
McMillan, David G.
3
Salisu, Afees A.
3
Tang, Xiaolong
3
Zhang, Bo
3
Abraham, Bovas
2
Balakrishna, N.
2
Bouri, Elie
2
Chen, Langnan
2
Clements, Adam
2
Demirer, Rıza
2
Feng, Yuqing
2
Han, Heejoon
2
Hou, Chenghan
2
Karathanasopoulos, Andreas
2
Kurek, Bartosz
2
Lei, Bolin
2
Li, Chenxing
2
Liang, Chao
2
Lien, Da-hsiang Donald
2
Lin, Edward M. H.
2
Luo, Jiawen
2
Ma, Zhiren
2
Maheu, John M.
2
Park, Myung D.
2
Qiao, Gaoxiu
2
Speight, Alan E. H.
2
Taylor, James W.
2
more ...
less ...
Published in...
All
Journal of forecasting
Finance research letters
761
Energy economics
737
NBER working paper series
579
Working paper / National Bureau of Economic Research, Inc.
515
International review of financial analysis
503
NBER Working Paper
484
Journal of banking & finance
477
Applied economics
460
International review of economics & finance : IREF
460
The journal of futures markets
435
Economic modelling
394
The North American journal of economics and finance : a journal of financial economics studies
362
Applied financial economics
355
Journal of econometrics
347
Research in international business and finance
337
Applied economics letters
326
Journal of empirical finance
322
Journal of international financial markets, institutions & money
315
Working paper
303
Economics letters
291
International journal of theoretical and applied finance
273
Journal of international money and finance
262
Pacific-Basin finance journal
262
Journal of financial economics
257
Discussion paper / Centre for Economic Policy Research
255
Journal of risk and financial management : JRFM
240
Quantitative finance
229
Discussion paper / Tinbergen Institute
225
International Journal of Energy Economics and Policy : IJEEP
217
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
209
The European journal of finance
203
CESifo working papers
197
International journal of economics and finance
190
The journal of finance : the journal of the American Finance Association
186
International journal of finance & economics : IJFE
185
International journal of economics and financial issues : IJEFI
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
181
MPRA Paper
180
IMF working papers
176
more ...
less ...
Source
All
ECONIS (ZBW)
174
Showing
1
-
10
of
174
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
2
Performance of GARCH models in forecasting stock market
volatility
Chong, Choo Wei
;
Ahmad, Muhammad Idrees
;
Abdullah, Mat …
- In:
Journal of forecasting
18
(
1999
)
5
,
pp. 333-343
Persistent link: https://www.econbiz.de/10001433977
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
Predicting returns and
volatility
with macroeconomic variables : evidence from tests of encompassing
Sollis, Robert
- In:
Journal of forecasting
24
(
2005
)
3
,
pp. 221-231
Persistent link: https://www.econbiz.de/10002749178
Saved in:
5
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
6
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
7
Early prediction of Ibex 35 movements
García, I. Marta Miranda
;
Segovia-Vargas, María-Jesús
; …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
Saved in:
8
Forecasting global stock market
volatility
: the impact of
volatility
spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
9
Forecasting
volatility
with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->