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subject:"Volatilität"
type:"article"
~isPartOf:"Quantitative finance"
~subject:"Geldpolitik"
~subject:"Stochastischer Prozess"
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Volatilität
Geldpolitik
Stochastischer Prozess
Estimation
74
Schätzung
73
Volatility
34
Theorie
31
Theory
31
Börsenkurs
29
Share price
29
Capital income
24
Kapitaleinkommen
24
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20
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20
Time series analysis
17
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14
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12
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Estimation theory
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10
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Risk
7
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7
Wertpapierhandel
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English
36
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Sornette, Didier
3
Wehrli, Alexander
3
González-Urteaga, Ana
2
Rubio, Gonzalo
2
Wheatley, Spencer
2
Ahn, Kwangwon
1
Alemany, N.
1
Alexander, Carol
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Beer, Simone
1
Bianchi, Michele Leonardo
1
Canabarro, Askery
1
Chi, Xie
1
Chorniy, Vladimir
1
Chronopoulou, Alexandra
1
Ciacci, Alberto
1
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1
Dungey, Mardi H.
1
Echenim, Mnacho
1
Fanelli, Viviana
1
Fink, Holger Maria
1
Galakis, John
1
Gerlach, Richard
1
Gobet, Emmanuel
1
Holloway, Jet
1
Holý, Vladimír
1
Hsieh, Fushing
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
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1
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1
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1
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1
Kotecha, Vinay
1
Kwon, Se-Jin
1
Lee, Daeyong
1
Li, Shu-Hui
1
Li, Wai Keung
1
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Quantitative finance
Economic modelling
206
Applied economics
201
Energy economics
152
International review of economics & finance : IREF
139
Finance research letters
135
Journal of international money and finance
130
Applied economics letters
122
The North American journal of economics and finance : a journal of financial economics studies
120
International review of financial analysis
112
Journal of econometrics
112
Journal of banking & finance
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Economics letters
99
Journal of empirical finance
87
Applied financial economics
86
Journal of international financial markets, institutions & money
80
Research in international business and finance
77
Journal of economic dynamics & control
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of macroeconomics
70
The journal of futures markets
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Journal of risk and financial management : JRFM
61
International journal of finance & economics : IJFE
57
Journal of monetary economics
55
Macroeconomic dynamics
53
International journal of forecasting
51
The European journal of finance
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
International journal of economics and finance
48
International journal of economics and financial issues : IJEFI
48
Journal of money, credit and banking : JMCB
47
Journal of financial economics
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Cogent economics & finance
42
Journal of applied econometrics
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Pacific-Basin finance journal
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ECONIS (ZBW)
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Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
6
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
7
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
8
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
9
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
10
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
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