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subject:"Prognoseverfahren"
~isPartOf:"Computational economics"
~subject:"Estimation"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Estimation
Optionspreistheorie
Volatility
114
Volatilität
114
Stochastic process
48
Stochastischer Prozess
48
Theorie
45
Theory
45
Option pricing theory
37
Time series analysis
22
Zeitreihenanalyse
22
ARCH model
21
ARCH-Modell
21
Forecasting model
19
Schätzung
15
Exchange rate
13
Wechselkurs
13
Börsenkurs
12
Share price
12
Statistical distribution
12
Statistische Verteilung
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Stochastic volatility
11
Capital income
10
Kapitaleinkommen
10
Portfolio selection
10
Portfolio-Management
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Aktienmarkt
9
Correlation
9
Korrelation
9
Option trading
9
Optionsgeschäft
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Risikomaß
9
Risk measure
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Stock market
9
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8
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English
65
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Carr, Peter
2
Fabozzi, Frank J.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kim, See-Woo
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Abdi-Mazraeh, Somayeh
1
Afuecheta, Emmanuel
1
Aguayo-Moreno, Ester
1
Ahmadian, Davood
1
Antognini, Jonathan
1
Arce, Paola
1
Audrino, Francesco
1
Ballini, Rosangela
1
Belkacem, Lotfi
1
Bhuruth, Muddun
1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
Casas, Isabel
1
Chalamandaris, Georgios
1
Chang, Kuang-Liang
1
Chen, Yi-Ting
1
Ching, Wai Ki
1
Choudhry, Taufiq
1
Dai, Xingyu
1
Dempsey, Michael
1
Donadelli, Michael
1
Erkan, Bünyamin
1
Fallahgoul, Hasan A.
1
Fan, Pengying
1
Fang, Shaomei
1
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1
Fereshtian, Ali
1
Frausto-Solís, Juan
1
Ftiti, Zied
1
Fuh, Cheng-Der
1
Gan, Siqing
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Computational economics
Finance research letters
243
Energy economics
241
Applied economics
174
International review of economics & finance : IREF
168
Economic modelling
167
International journal of theoretical and applied finance
166
International review of financial analysis
165
Journal of banking & finance
162
The North American journal of economics and finance : a journal of financial economics studies
162
Journal of econometrics
152
Quantitative finance
148
The journal of futures markets
144
International journal of forecasting
129
Journal of empirical finance
125
Journal of forecasting
120
Applied economics letters
107
Applied financial economics
106
Working paper
98
Working paper / National Bureau of Economic Research, Inc.
96
NBER working paper series
94
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Journal of international financial markets, institutions & money
87
Research in international business and finance
87
The European journal of finance
85
Discussion paper / Tinbergen Institute
84
Journal of risk and financial management : JRFM
83
Journal of international money and finance
82
Economics letters
81
NBER Working Paper
81
Applied mathematical finance
78
Journal of economic dynamics & control
72
The journal of computational finance
66
International journal of finance & economics : IJFE
64
Journal of financial economics
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
CESifo working papers
56
Research paper series / Swiss Finance Institute
56
Review of derivatives research
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ECONIS (ZBW)
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1
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
2
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
3
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
4
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
5
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:
6
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:
7
LSTM-GARCH hybrid model for the prediction of volatility in cryptocurrency portfolios
García‑Medina, Andrés
;
Aguayo-Moreno, Ester
- In:
Computational economics
63
(
2024
)
4
,
pp. 1511-1542
Persistent link: https://www.econbiz.de/10014549117
Saved in:
8
Valuations of variance and volatility swaps under double Heston jump‑diffusion model with approximative fractional stochastic volatility
Wang, Ke
;
Guo, Xunxiang
- In:
Computational economics
63
(
2024
)
4
,
pp. 1543-1573
Persistent link: https://www.econbiz.de/10014549124
Saved in:
9
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Saved in:
10
Scenario generation for financial data with a machine learning approach based on realized volatility and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
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