The Volatility Forecasting Power of Financial Network Analysis

Keyphrases

• Volatility Forecasting 100%
• Forecasting Power 100%
• Financial Networks 100%
• Financial Network Analysis 100%
• Minimum Spanning Tree 66%
• Predictive Power 33%
• Model Performance 33%
• Volatility 33%
• Stock Market 33%
• Nonlinearity 33%
• Econometrics 33%
• Benchmark Model 33%
• Standard Economics 33%
• Financial Field 33%
• European Stock Markets 33%
• Forecasting Model 33%
• Forecasting Tool 33%
• Daily Returns 33%
• Financial Variables 33%
• Graph Technique 33%
• Second-order Effects 33%
• Financial Forecasting 33%
• Network Perspective 33%
• Financial Shocks 33%
• Forecasting Volatility 33%
• Economic Field 33%
• Economic Model 33%
• Asian Markets 33%
• Prediction Quality 33%
• Planar Maximally Filtered Graph 33%
• Realized Volatility 33%

INIS

• power 100%
• forecasting 100%
• network analysis 100%
• volatility 100%
• economics 40%
• market 40%
• stocks 40%
• tools 20%
• length 20%
• performance 20%
• graphs 20%
• prediction 20%
• benchmarks 20%
• investigations 20%
• nonlinear problems 20%
• econometrics 20%

Economics, Econometrics and Finance

• Volatility 100%
• Financial Network 100%
• Econometrics 25%
• Nonlinearities 25%