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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
43,670
Volatilität
43,411
Schätztheorie
40,448
Estimation theory
39,818
Theorie
22,706
Theory
22,072
Schätzung
15,092
Estimation
14,810
Börsenkurs
11,651
Share price
11,483
Zeitreihenanalyse
9,771
Time series analysis
9,627
ARCH-Modell
8,061
ARCH model
7,981
Kapitaleinkommen
7,969
Capital income
7,940
Aktienmarkt
6,347
Stock market
6,264
Welt
6,229
World
6,120
USA
6,112
Forecasting model
6,058
United States
5,925
Wechselkurs
5,568
Regressionsanalyse
5,532
Regression analysis
5,516
Exchange rate
5,455
Stochastischer Prozess
5,369
Stochastic process
5,291
Optionspreistheorie
4,502
Option pricing theory
4,432
Portfolio-Management
4,233
Nichtparametrisches Verfahren
4,222
Portfolio selection
4,206
Nonparametric statistics
4,126
Risk
4,072
Risiko
4,030
Market microstructure
3,504
Marktmikrostruktur
3,340
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Online availability
All
Free
2,300
Undetermined
2,212
CC license
148
Type of publication
All
Article
3,713
Book / Working Paper
2,419
Type of publication (narrower categories)
All
Article in journal
3,552
Aufsatz in Zeitschrift
3,552
Working Paper
1,122
Graue Literatur
1,119
Non-commercial literature
1,119
Arbeitspapier
1,061
Aufsatz im Buch
126
Book section
126
Hochschulschrift
115
Thesis
80
Collection of articles of several authors
39
Sammelwerk
39
Aufsatzsammlung
30
Collection of articles written by one author
28
Sammlung
28
Conference paper
19
Konferenzbeitrag
19
Bibliografie enthalten
16
Bibliography included
16
Konferenzschrift
10
Lehrbuch
7
Textbook
7
Festschrift
6
Systematic review
5
Übersichtsarbeit
5
Amtsdruckschrift
4
Forschungsbericht
4
Government document
4
Article
3
Conference proceedings
3
Handbook
3
Handbuch
3
Reprint
3
Rezension
3
Bibliografie
2
Case study
2
Fallstudie
2
Mikroform
1
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Language
All
English
6,052
German
74
French
4
Spanish
3
Italian
1
Dutch
1
Polish
1
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Author
All
Gupta, Rangan
135
Ma, Feng
81
Pierdzioch, Christian
56
McAleer, Michael
55
Diebold, Francis X.
49
Swanson, Norman R.
47
Bollerslev, Tim
44
Marcellino, Massimiliano
43
Zhang, Yaojie
42
Liang, Chao
37
Lux, Thomas
34
Christoffersen, Peter F.
33
Andersen, Torben
32
Wang, Yudong
32
Salisu, Afees A.
31
Bouri, Elie
29
Clark, Todd E.
29
Medeiros, Marcelo C.
29
Dijk, Dick van
28
Clements, Adam
27
Corradi, Valentina
27
Degiannakis, Stavros
27
Wei, Yu
27
Asai, Manabu
26
Caporin, Massimiliano
26
Koopman, Siem Jan
25
McMillan, David G.
23
Patton, Andrew J.
23
Bonato, Matteo
22
Chan, Joshua
22
Gallo, Giampiero M.
22
Engle, Robert F.
20
Lunde, Asger
20
Molnár, Peter
20
Pesaran, M. Hashem
20
Wang, Jiqian
20
Koop, Gary
19
Nonejad, Nima
19
Audrino, Francesco
18
Demirer, Rıza
18
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Institution
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National Bureau of Economic Research
32
Gottfried Wilhelm Leibniz Universität Hannover
6
Federal Reserve Bank of St. Louis
5
European University Institute / Department of Law
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Rutgers University / Department of Economics
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
European Commission / Directorate-General for Economic and Financial Affairs
2
Federal Reserve Bank of San Francisco
2
HFDF <1, 1995, Zürich>
2
Institute of Finance and Accounting <London>
2
OECD
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
University of Strathclyde / Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Air Force Project Rand
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Deutschland / Bundesministerium der Finanzen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European Commission / Directorate-General for Research
1
European Commission / Statistical Office of the European Communities
1
European Communities.
1
Europäische Kommission / Statistisches Amt
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
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Published in...
All
International journal of forecasting
239
Journal of forecasting
218
Energy economics
136
Finance research letters
132
Journal of econometrics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Journal of empirical finance
77
International review of economics & finance : IREF
74
International review of financial analysis
72
Economic modelling
70
Applied economics
65
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of banking & finance
57
Discussion paper / Tinbergen Institute
50
Working paper
45
Economics letters
44
Quantitative finance
44
Applied economics letters
42
Department of Economics working paper series
42
The journal of futures markets
38
Working paper / Department of Econometrics and Business Statistics, Monash University
36
The European journal of finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Computational economics
31
Journal of applied econometrics
31
Applied financial economics
30
Econometric reviews
30
Journal of financial economics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of international financial markets, institutions & money
29
NBER working paper series
29
CREATES research paper
28
Journal of risk and financial management : JRFM
28
International journal of finance & economics : IJFE
27
Journal of financial econometrics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Research in international business and finance
26
Risks : open access journal
26
Finance and economics discussion series
23
Pacific-Basin finance journal
23
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Source
All
ECONIS (ZBW)
6,062
EconStor
64
USB Cologne (EcoSocSci)
5
RePEc
1
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1
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10
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6,132
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date (newest first)
date (oldest first)
1
Volatility
estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
2
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
3
Volatility
measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Realized
volatility
forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
5
Realized
volatility
forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
6
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
7
Forecasting
volatility
with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Saved in:
8
The contribution of jump signs and activity to forecasting stock price
volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
9
Forecasting stock return
volatility
: realized
volatility
-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
10
Volatility
forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
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