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subject:"Prognoseverfahren"
~accessRights:"restricted"
~subject:"Portfolio-Management"
~subject:"Stochastic process"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Portfolio-Management
Stochastic process
Volatilität
10,231
Volatility
10,218
Börsenkurs
2,923
Share price
2,923
Estimation
2,756
Schätzung
2,752
Capital income
2,351
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2,351
ARCH model
2,314
ARCH-Modell
2,314
Theorie
2,048
Theory
2,047
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2,026
Aktienmarkt
2,022
Welt
1,601
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1,601
Forecasting model
1,434
Risk
1,122
Stochastischer Prozess
1,114
Risiko
1,103
Option pricing theory
1,093
Optionspreistheorie
1,093
Spillover effect
1,043
Spillover-Effekt
1,043
Oil price
1,041
Ölpreis
1,041
Zeitreihenanalyse
1,019
Time series analysis
1,018
Exchange rate
959
Wechselkurs
956
Portfolio selection
821
USA
705
United States
705
China
687
Financial market
642
Finanzmarkt
642
Financial crisis
568
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3,286
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2,907
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129
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2,856
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3,030
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6
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Ma, Feng
77
Gupta, Rangan
69
Zhang, Yaojie
37
Liang, Chao
33
Wang, Yudong
31
Pierdzioch, Christian
26
Bouri, Elie
25
Wei, Yu
24
Wang, Jiqian
20
Nonejad, Nima
18
Lu, Xinjie
16
Cui, Zhenyu
15
Liu, Jing
15
Wu, Xinyu
15
Bollerslev, Tim
14
Demirer, Rıza
14
Escobar, Marcos
14
Li, Yan
14
McAleer, Michael
14
Salisu, Afees A.
14
Todorov, Viktor
14
Chan, Joshua
13
Degiannakis, Stavros
13
Kang, Sang Hoon
13
Marcellino, Massimiliano
13
Mensi, Walid
13
Huang, Dengshi
12
Kumar, Dilip
12
Tiwari, Aviral Kumar
12
Wang, Lu
12
Carriero, Andrea
11
Liu, Li
11
Liu, Xiaoquan
11
Wang, Xingchun
11
Wu, Chongfeng
11
Yin, Libo
11
Balcilar, Mehmet
10
Fabozzi, Frank J.
10
Filis, George
10
He, Mengxi
10
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Springer Fachmedien Wiesbaden
2
Gottfried Wilhelm Leibniz Universität Hannover
1
Springer International Publishing
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Finance research letters
165
Energy economics
130
Quantitative finance
109
International journal of forecasting
94
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of econometrics
89
International review of financial analysis
87
International review of economics & finance : IREF
80
Economic modelling
66
Journal of banking & finance
65
Journal of empirical finance
64
Applied economics
63
Computational economics
56
Journal of forecasting
56
International journal of theoretical and applied finance
53
Journal of economic dynamics & control
42
European journal of operational research : EJOR
40
Journal of financial econometrics
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
International journal of financial engineering
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Applied economics letters
34
Economics letters
34
Journal of international financial markets, institutions & money
34
Journal of financial economics
32
Pacific-Basin finance journal
31
Research in international business and finance
31
The journal of computational finance
30
International journal of finance & economics : IJFE
29
Econometric reviews
28
Journal of mathematical finance
27
The European journal of finance
27
The journal of futures markets
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Discussion papers / CEPR
25
Applied mathematical finance
22
Finance and stochastics
20
Annals of finance
19
Emerging markets, finance and trade : EMFT
19
Insurance / Mathematics & economics
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ECONIS (ZBW)
3,036
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1
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
Saved in:
3
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
4
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
5
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
6
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
7
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
8
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
9
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
10
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
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