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subject:"Prognoseverfahren"
~isPartOf:"Forecasting volatility in the financial markets"
~isPartOf:"Handbook of financial time series"
~subject:"1991-2007"
~subject:"Oil price"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz im Buch"
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Prognoseverfahren
1991-2007
Oil price
Optionspreistheorie
Volatility
32
Volatilität
32
Theorie
12
Theory
12
ARCH model
11
ARCH-Modell
11
Forecasting model
10
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Schätzung
9
Estimation theory
6
Schätztheorie
6
Capital income
5
Großbritannien
5
Kapitaleinkommen
5
Time series analysis
5
United Kingdom
5
Zeitreihenanalyse
5
Börsenkurs
4
Share price
4
Deutschland
3
Germany
3
Modellierung
3
Option pricing theory
3
Scientific modelling
3
ARMA model
2
ARMA-Modell
2
Correlation
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
Handelsvolumen der Börse
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Trading volume
2
USA
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Article
14
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Aufsatz im Buch
Book section
14
Language
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English
14
Author
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Christodoulakis, George A.
2
Patton, Andrew J.
2
Satchell, Stephen
2
Acar, Emmanuel
1
Aydemir, Abdurrahman
1
Cornish, Rob
1
Davis, Richard A.
1
Di Bartolomeo, Dan
1
Franke, Jürgen
1
Hwang, Soosung
1
Jiang, George J.
1
Kreiß, Jens-Peter
1
Mammen, Enno
1
Mikosch, Thomas
1
Petitdidier, Edouard
1
Rogers, Leonard C. G.
1
Sheppard, Kevin
1
Silvey, Thomas A.
1
Xiao, Linlan
1
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Forecasting volatility in the financial markets
Handbook of financial time series
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Application of operations research to financial markets
3
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
3
OPEC, oil prices and LNG
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Advances in financial risk management : corporates, intermediaries and portfolios
2
Applied quantitative finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Econometric analysis of financial and economic time series ; part a
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial mathematics, volatility and covariance modelling
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
2
Risk management : a modern perspective
2
The Oxford handbook of economic forecasting
2
The interrelationship between financial and energy markets
2
Advanced mathematical methods for finance
1
Advances of OR in commodities and financial modeling
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applications
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Artificial intelligence and big data for financial risk management : intelligent applications
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Bewertung und Einsatz von Finanzderivaten
1
Beyond market assumptions : oil price as a global institution
1
Business continuity management and resilience : theories, models, and processes
1
Commodities, energy and finance
1
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ECONIS (ZBW)
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1
Probabilistic properties of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 255-267)
.
2009
Persistent link: https://www.econbiz.de/10003833954
Saved in:
2
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
3
Evaluating volatility and correlation forecasts
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Handbook of financial time series
,
(pp. 801-838)
.
2009
Persistent link: https://www.econbiz.de/10003834236
Saved in:
4
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
5
Volatility modelling and forecasting in finance
Xiao, Linlan
;
Aydemir, Abdurrahman
- In:
Forecasting volatility in the financial markets
,
(pp. 1-45)
.
2007
Persistent link: https://www.econbiz.de/10003872808
Saved in:
6
Applications of portfolio variety
Di Bartolomeo, Dan
- In:
Forecasting volatility in the financial markets
,
(pp. 65-72)
.
2007
Persistent link: https://www.econbiz.de/10003872847
Saved in:
7
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob
- In:
Forecasting volatility in the financial markets
,
(pp. 73-100)
.
2007
Persistent link: https://www.econbiz.de/10003872850
Saved in:
8
An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility
Silvey, Thomas A.
- In:
Forecasting volatility in the financial markets
,
(pp. 101-129)
.
2007
Persistent link: https://www.econbiz.de/10003872858
Saved in:
9
Stochastic volatility and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
10
Modelling slippage : an application to the bund futures contract
Acar, Emmanuel
;
Petitdidier, Edouard
- In:
Forecasting volatility in the financial markets
,
(pp. 173-186)
.
2007
Persistent link: https://www.econbiz.de/10003872895
Saved in:
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