//--> //--> //--> //-->
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
~subject:"Forecasting 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
Stock market oscillations duri...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
58
Volatilität
57
Börsenkurs
37
Share price
37
Prognoseverfahren
31
Stock market
29
Aktienmarkt
28
Estimation
27
Schätzung
27
ARCH model
26
ARCH-Modell
26
Theorie
24
Theory
24
Capital income
17
Kapitaleinkommen
17
Welt
16
World
16
Norway
12
Virtual currency
12
Virtuelle Währung
12
Correlation
11
Korrelation
11
Norwegen
11
Realized volatility
11
USA
10
Exchange rate
9
United States
9
Wechselkurs
9
Bitcoin
8
Financial market
8
Finanzmarkt
8
Implied volatility
8
Oil market
8
Oil price
8
Time series analysis
8
Volatility forecasting
8
Zeitreihenanalyse
8
Ölmarkt
8
Ölpreis
8
more ...
less ...
Online availability
All
Undetermined
19
Free
10
Type of publication
All
Article
24
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
31
Author
All
Molnár, Peter
25
Lyócsa, Štefan
11
Fiszeder, Piotr
6
Fałdziński, Marcin
5
Todorova, Neda
5
Lyocsa, Stefan
4
Haugom, Erik
3
Westgaard, Sjur
3
Langeland, Henrik
2
Plíhal, Tomáš
2
Výrost, Tomáš
2
Bergsli, Lykke Øverland
1
Bijl, Laurens
1
Bugge, Sebastian A.
1
Cheraghali, Hamid
1
Chu, Pyung Kun
1
Do, Linh Phuong Catherine
1
Fedorko, Igor
1
Gernát, Peter
1
Guttormsen, Haakon J.
1
Haukvik, Nicole
1
Helseth, Marius Aleksander Emblem
1
Hoff, Guttorm
1
Hoff, Kristian
1
Horpestad, Jone B.
1
Košťálová, Zuzana
1
Krakstad, Svein Olav
1
Kringhaug, Glenn
1
Lin, Kuan-Heng
1
Lind, Andrea Falk
1
Małecka, Marta
1
Mortensen, Maria
1
Norlin, Karl-Martin
1
Olsen, Torbjørn B.
1
Olsvik, Magnus
1
Polasik, Michał
1
Ringdal, Martin
1
Sandvik, Eirik
1
more ...
less ...
Published in...
All
Research in international business and finance
4
Energy economics
3
Economic modelling
2
Finance research letters
2
International journal of forecasting
2
International review of financial analysis
2
Journal of empirical finance
2
Finance a úvěr
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
The North American journal of economics and finance : a journal of financial economics studies
1
The North American journal of economics and finance : a journal of theory and practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility forecasting of non-ferrous metal futures : covariances, covariates or combinations?
Lyócsa, Štefan
;
Molnár, Peter
;
Todorova, Neda
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011896310
Saved in:
2
Forecasting exchange rate volatility : the case of the Czech Republic, Hungary and Poland
Lyócsa, Štefan
;
Molnár, Peter
;
Fedorko, Igor
- In:
Finance a úvěr
66
(
2016
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011582491
Saved in:
3
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan
;
Molnár, Peter
- In:
Finance research letters
23
(
2017
),
pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
Saved in:
4
Asymmetric volatility in equity markets around the world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
5
Stock market volatility forecasting : do we need high-frequency data?
Lyócsa, Štefan
;
Molnár, Peter
;
Výrost, Tomáš
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1092-1110
Persistent link: https://www.econbiz.de/10012794812
Saved in:
6
What drives volatility of the US oil and gas firms?
Lyócsa, Štefan
;
Todorova, Neda
- In:
Energy economics
100
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012990237
Saved in:
7
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
8
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
9
Trading and non-trading period realized market volatility : does it matter for forecasting the volatility of US stocks?
Lyócsa, Štefan
;
Todorova, Neda
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 628-645
Persistent link: https://www.econbiz.de/10012415313
Saved in:
10
What drives U.S. financial sector volatility? : A Bayesian model averaging perspective
Gernát, Peter
;
Košťálová, Zuzana
;
Lyócsa, Štefan
- In:
Research in international business and finance
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012208218
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->