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~subject:"Volatilität"
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Volatilität
Theorie
734,233
Theory
719,324
Prognoseverfahren
43,891
Forecasting model
42,894
Schätzung
38,011
Estimation
37,191
Welt
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World
35,692
USA
34,735
United States
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Monetary policy
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Germany
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Portfolio-Management
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Portfolio selection
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Mathematische Optimierung
19,768
Mathematical programming
19,658
Wirtschaftswachstum
18,355
Economic growth
17,602
Zeitreihenanalyse
17,268
Time series analysis
16,781
Börsenkurs
16,018
Share price
15,787
Volatility
14,014
Kapitaleinkommen
13,269
Capital income
13,227
Konsumentenverhalten
13,204
Consumer behaviour
13,055
Spieltheorie
12,633
Einkommensverteilung
12,450
Experiment
12,410
Wirtschaftsprognose
12,198
Innovation
12,194
Finanzmarkt
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Gupta, Rangan
157
McAleer, Michael
105
Bollerslev, Tim
95
Pierdzioch, Christian
83
Ma, Feng
81
Andersen, Torben
74
Diebold, Francis X.
73
Lux, Thomas
62
Caporin, Massimiliano
57
Koopman, Siem Jan
55
Härdle, Wolfgang
51
Asai, Manabu
47
Bekaert, Geert
46
Zhang, Yaojie
43
Liang, Chao
38
Dijk, Dick van
36
Chiarella, Carl
34
Clements, Adam
34
Engle, Robert F.
34
Ghysels, Eric
34
Hautsch, Nikolaus
34
Christoffersen, Peter F.
33
Todorov, Viktor
33
Aizenman, Joshua
32
Bouri, Elie
32
Salisu, Afees A.
32
Wang, Yudong
32
Chan, Joshua
31
Gallo, Giampiero M.
31
Lucas, André
31
Aït-Sahalia, Yacine
29
Westerhoff, Frank H.
29
McMillan, David G.
28
Meddahi, Nour
28
Degiannakis, Stavros
27
Herwartz, Helmut
27
Medeiros, Marcelo C.
27
Wei, Yu
27
Lunde, Asger
26
Clark, Todd E.
25
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National Bureau of Economic Research
200
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
9
Centre for Analytical Finance <Århus>
8
European University Institute / Department of Economics
7
Rodney L. White Center for Financial Research
7
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
International Monetary Fund
5
Centre for Economic Policy Research
4
Chambre de commerce et d'industrie de Paris
4
European Central Bank
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Brown University / Department of Economics
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
HFDF <2, 1998, Zürich>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
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Finance research letters
216
Energy economics
195
NBER working paper series
195
Working paper / National Bureau of Economic Research, Inc.
177
NBER Working Paper
169
Journal of econometrics
161
Journal of forecasting
145
Economic modelling
140
Journal of banking & finance
138
International journal of forecasting
136
International review of economics & finance : IREF
136
International review of financial analysis
124
Applied economics
117
Journal of empirical finance
117
Discussion paper / Tinbergen Institute
105
Economics letters
105
Journal of financial economics
103
The North American journal of economics and finance : a journal of financial economics studies
103
Working paper
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Discussion paper / Centre for Economic Policy Research
86
Journal of international money and finance
85
The journal of futures markets
85
Journal of economic dynamics & control
83
Quantitative finance
82
International journal of theoretical and applied finance
78
The European journal of finance
76
Applied economics letters
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Computational economics
67
Journal of international financial markets, institutions & money
65
The review of financial studies
64
Applied financial economics
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
59
Journal of risk and financial management : JRFM
57
Research paper series / Swiss Finance Institute
56
Econometric reviews
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
International journal of finance & economics : IJFE
53
Journal of applied econometrics
53
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ECONIS (ZBW)
14,035
EconStor
251
USB Cologne (EcoSocSci)
8
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
The term structure of judgement : interpreting survey disagreement
Brenna, Federica
;
Budrys, Žymantas
-
2024
Persistent link: https://www.econbiz.de/10014553879
Saved in:
2
Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly
;
Zhang, Bo
;
Hou, Chenghan
- In:
Journal of forecasting
44
(
2025
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
Saved in:
3
BVARs and stochastic volatility
Chan, Joshua
- In:
Handbook of research methods and applications in …
,
(pp. 43-67)
.
2024
Persistent link: https://www.econbiz.de/10015189564
Saved in:
4
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
5
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
6
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009627354
Saved in:
7
The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009628606
Saved in:
8
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
9
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
10
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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