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subject:"Prognoseverfahren"
~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
~subject:"Oil price"
~subject:"Optionspreistheorie"
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Prognoseverfahren
CAPM
Oil price
Optionspreistheorie
Volatility
151
Volatilität
151
Theorie
71
Theory
71
Stochastic process
47
Stochastischer Prozess
47
Option pricing theory
36
Estimation
30
Schätzung
30
Börsenkurs
25
Share price
25
Stochastic volatility
23
Business cycle
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22
Capital income
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Kapitaleinkommen
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Portfolio selection
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Portfolio-Management
18
Time series analysis
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Forecasting model
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Schock
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Shock
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Aktienmarkt
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Geldpolitik
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Monetary policy
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Stock market
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ARCH model
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ARCH-Modell
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Risiko
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Option trading
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Optionsgeschäft
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VAR model
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VAR-Modell
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English
62
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Branger, Nicole
3
Chang, Chien-hung
3
Leippold, Markus
3
Lin, Yueh-neng
3
Cai, Ning
2
Cheng, Jun
2
Cui, Zhenyu
2
Ibraimi, Meriton
2
Ielpo, Florian
2
Kim, Bara
2
Kim, Jerim
2
Li, Chenxu
2
Rodrigues, Paulo Jorge Maurício
2
Wan, Xiangwei
2
Yang, Nian
2
Zhang, Jin E.
2
Aihara, ShinIchi
1
Badescu, Alexandru
1
Bagchi, Arunabha
1
Berger, Theo
1
Bernales, Alejandro
1
Bianchi, Daniele
1
Bidarkota, Prasad V.
1
Bo, Lijun
1
Brignone, Riccardo
1
Bu, Di
1
Chauveau, Thierry
1
Chauvet, Marcelle
1
Chen, Louisa
1
Chen, Nan
1
Chen, Zheng
1
Chiarella, Carl
1
Choi, Jaehyuk
1
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1
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Journal of economic dynamics & control
Energy economics
448
Finance research letters
219
International journal of theoretical and applied finance
166
Journal of banking & finance
140
International review of economics & finance : IREF
138
International Journal of Energy Economics and Policy : IJEEP
135
Quantitative finance
135
International review of financial analysis
131
International journal of forecasting
125
The North American journal of economics and finance : a journal of financial economics studies
125
Economic modelling
123
The journal of futures markets
120
Journal of forecasting
117
Applied economics
107
Journal of econometrics
104
Journal of empirical finance
95
Journal of financial economics
81
Applied mathematical finance
77
Working paper
70
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
Research in international business and finance
66
The European journal of finance
65
The journal of computational finance
65
Computational economics
64
Applied economics letters
59
NBER working paper series
57
Journal of risk and financial management : JRFM
53
European journal of operational research : EJOR
52
Journal of international financial markets, institutions & money
52
Review of derivatives research
52
Applied financial economics
51
International journal of financial engineering
50
Working paper / National Bureau of Economic Research, Inc.
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Risks : open access journal
49
Discussion paper / Tinbergen Institute
48
International journal of finance & economics : IJFE
47
NBER Working Paper
47
Economics letters
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ECONIS (ZBW)
62
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1
Exact simulation of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
2
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
3
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
4
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
5
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
6
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
7
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
8
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
9
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
10
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
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