//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
~isPartOf:"Computational economics"
~subject:"Optionspreistheorie"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatilität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Optionspreistheorie
Statistische Verteilung
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
Estimation
15
Schätzung
15
Exchange rate
13
Wechselkurs
13
Börsenkurs
12
Share price
12
Statistical distribution
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Stochastic volatility
11
Capital income
10
Kapitaleinkommen
10
Portfolio selection
10
Portfolio-Management
10
Aktienmarkt
9
Correlation
9
Korrelation
9
Option trading
9
Optionsgeschäft
9
Risikomaß
9
Risk measure
9
Stock market
9
Financial market
8
Finanzmarkt
8
Markov chain
8
more ...
less ...
Online availability
All
Undetermined
50
Free
4
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
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
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
Chib, Siddhartha
1
Ching, Wai Ki
1
Choudhry, Taufiq
1
Dempsey, Michael
1
Erkan, Bünyamin
1
Fallahgoul, Hasan A.
1
Fan, Pengying
1
Fang, Shaomei
1
Fang, Yuantao
1
Fereshtian, Ali
1
Frausto-Solís, Juan
1
Ftiti, Zied
1
Fu, Junhui
1
Fuh, Cheng-Der
1
Gan, Siqing
1
Gao, Yu
1
more ...
less ...
Published in...
All
Computational economics
International journal of theoretical and applied finance
163
Finance research letters
157
Energy economics
133
Quantitative finance
129
International journal of forecasting
127
Journal of banking & finance
118
Journal of forecasting
116
Journal of econometrics
109
The journal of futures markets
108
International review of financial analysis
98
The North American journal of economics and finance : a journal of financial economics studies
93
International review of economics & finance : IREF
86
Economic modelling
78
Applied economics
76
Journal of empirical finance
75
Applied mathematical finance
72
The journal of computational finance
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The European journal of finance
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
51
Review of derivatives research
51
European journal of operational research : EJOR
50
International journal of financial engineering
50
Journal of economic dynamics & control
50
Journal of financial economics
50
Working paper
50
Journal of risk and financial management : JRFM
47
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Risks : open access journal
45
Applied economics letters
44
Journal of mathematical finance
44
Applied financial economics
40
Finance and stochastics
40
Research paper series / Swiss Finance Institute
40
Journal of financial econometrics
38
Department of Economics working paper series
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Journal of international financial markets, institutions & money
36
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
Saved in:
10
On forecasting realized volatility for bitcoin based on deep learning PSO-GRU model
Tang, Xiaolong
;
Song, Yuping
;
Jiao, Xingrui
;
Sun, Yankun
- In:
Computational economics
63
(
2024
)
5
,
pp. 2011-2033
Persistent link: https://www.econbiz.de/10014550858
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->