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subject:"Prognoseverfahren"
~isPartOf:"Forecasting volatility in the financial markets"
~subject:"1991-2007"
~subject:"Oil price"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
1991-2007
Oil price
Volatility
16
Volatilität
16
Forecasting model
8
ARCH model
7
ARCH-Modell
7
Theorie
7
Theory
7
Estimation
5
Großbritannien
5
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United Kingdom
5
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Börsenkurs
3
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1926-1994
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1984-1997
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Business cycle turning point
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Deutsche Mark
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Article
9
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Aufsatz im Buch
Book section
9
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English
9
Author
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Christodoulakis, George A.
2
Satchell, Stephen
2
Acar, Emmanuel
1
Aydemir, Abdurrahman
1
Cornish, Rob
1
Di Bartolomeo, Dan
1
Hwang, Soosung
1
Petitdidier, Edouard
1
Rogers, Leonard C. G.
1
Silvey, Thomas A.
1
Xiao, Linlan
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Forecasting volatility in the financial markets
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
OPEC, oil prices and LNG
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
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 modeling and risk management of energy and environmental instruments and derivates
2
Handbook of financial time series
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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
Advances in financial risk management : corporates, intermediaries and portfolios
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
Application of operations research to financial markets
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
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
Computational methods in decision-making, economics and finance
1
Contemporary issues in business economics and finance
1
Crises and disruptions in international business : how multinational enterprises respond to crises
1
Die europäische Energiewende
1
Econometric analyses of international housing markets
1
Econometric analysis of financial and economic time series ; part B
1
Econometrics of risk
1
Economic forecasting
1
Economic growth and development in the tropics
1
Economics of war and peace : economic, legal and political perspectives
1
Efficiency in business and economics : proceedings from the 7th International Conference on Efficiency as a Source of the Wealth of Nations (ESWN), Wrocław 2017
1
Emerging markets and the global economy
1
Environmental, social, and governance perspectives on economic development in Asia ; part A
1
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
1
Essays in honor of Subal Kumbhakar
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
7
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
8
Volatility forecasting in a tick data model
Rogers, Leonard C. G.
- In:
Forecasting volatility in the financial markets
,
(pp. 295-299)
.
2007
Persistent link: https://www.econbiz.de/10003872998
Saved in:
9
Generating composite volatility forecasts with random factor betas
Christodoulakis, George A.
- In:
Forecasting volatility in the financial markets
,
(pp. 391-406)
.
2007
Persistent link: https://www.econbiz.de/10003873031
Saved in:
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