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subject:"Volatilität"
~isPartOf:"Forecasting volatility in the financial markets"
~isPartOf:"Handbuch Alternative Investments ; Bd. 1"
~subject:"United Kingdom"
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Volatilität
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Knight, John L.
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Forecasting volatility in the financial markets
Handbuch Alternative Investments ; Bd. 1
Discussion paper series / IZA
246
Applied economics
239
Energy economics
157
Discussion paper / Centre for Economic Policy Research
153
Working paper / National Bureau of Economic Research, Inc.
153
NBER working paper series
146
Economic modelling
141
Finance research letters
135
NBER Working Paper
133
International review of economics & finance : IREF
126
Applied financial economics
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Working paper
114
International review of financial analysis
113
Journal of econometrics
111
Applied economics letters
106
CESifo working papers
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of banking & finance
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IZA Discussion Paper
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Research in international business and finance
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The journal of futures markets
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Journal of international financial markets, institutions & money
73
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
The European journal of finance
67
Discussion paper / Tinbergen Institute
66
International journal of finance & economics : IJFE
66
Journal of risk and financial management : JRFM
55
International journal of forecasting
53
Discussion papers in economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Working papers / Bank of England
46
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
45
Journal of applied econometrics
45
Journal of financial economics
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1
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
2
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:
3
GARCH predictions and the predictions of option prices
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 279-294)
.
2007
Persistent link: https://www.econbiz.de/10003872994
Saved in:
4
An econometric model of downside risk
Bond, Shaun A.
- In:
Forecasting volatility in the financial markets
,
(pp. 301-331)
.
2007
Persistent link: https://www.econbiz.de/10003873001
Saved in:
5
Variations in the mean and volatility of stock returns around turning points of the business cycle
Pérez-Quirós, Gabriel
;
Timmermann, Allan
- In:
Forecasting volatility in the financial markets
,
(pp. 333-350)
.
2007
Persistent link: https://www.econbiz.de/10003873006
Saved in:
6
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
7
Modellierung von Volatilitäten für Hedgefonds-Strategien
Füss, Roland
;
Rehkugler, Heinz
-
2006
Persistent link: https://www.econbiz.de/10003376858
Saved in:
8
Das Exposure von Managed Futures gegenüber steigenden Volatilitäten
Djupsjöbacka, Daniel
;
Estlander, Martin
;
Kulp, Anders
-
2006
Persistent link: https://www.econbiz.de/10003377285
Saved in:
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