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Search: subject_exact:"Volatilität"
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Volatility
312
Volatilität
312
Estimation
94
Schätzung
94
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87
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87
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84
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84
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Ma, Feng
6
Li, Bin
4
Todorova, Neda
4
Zhang, Yaojie
4
Cross, Jamie
3
Fabozzi, Frank J.
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Computational economics
Economic modelling
Finance research letters
551
Energy economics
503
International review of financial analysis
305
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
273
Applied economics
240
Research in international business and finance
200
Quantitative finance
173
Journal of econometrics
163
Journal of banking & finance
149
Economics letters
136
Applied economics letters
128
Journal of empirical finance
125
Journal of international financial markets, institutions & money
125
Pacific-Basin finance journal
120
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
110
Journal of international money and finance
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The journal of futures markets
99
International journal of forecasting
98
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
95
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93
International journal of finance & economics : IJFE
84
Journal of economic dynamics & control
81
The European journal of finance
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
International journal of theoretical and applied finance
67
Journal of financial econometrics
64
Journal of forecasting
61
International journal of financial engineering
58
Journal of financial markets
58
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Global finance journal
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
European journal of operational research : EJOR
48
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47
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ECONIS (ZBW)
312
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1
Volatility interdependence between cryptocurrencies, equity, and bond markets
Harb, Etienne
;
Bassil, Charbel
;
Kassamany, Talie
;
Baz, …
- In:
Computational economics
63
(
2024
)
3
,
pp. 951-981
Persistent link: https://www.econbiz.de/10014546233
Saved in:
2
LSTM-GARCH hybrid model for the prediction of volatility in cryptocurrency portfolios
García‑Medina, Andrés
;
Aguayo-Moreno, Ester
- In:
Computational economics
63
(
2024
)
4
,
pp. 1511-1542
Persistent link: https://www.econbiz.de/10014549117
Saved in:
3
Tobin tax, carry trade, and the exchange rate dynamics
Li, Xiaoping
;
Zhou, Chunyang
- In:
Computational economics
63
(
2024
)
4
,
pp. 1627-1647
Persistent link: https://www.econbiz.de/10014549140
Saved in:
4
Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio
;
Lenz, Jimmie
- In:
Economic modelling
136
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
Saved in:
5
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Saved in:
6
Scenario generation for financial data with a machine learning approach based on realized volatility and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
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7
On forecasting realized volatility for bitcoin based on deep learning PSO-GRU model
Tang, Xiaolong
;
Song, Yuping
;
Jiao, Xingrui
;
Sun, Yankun
- In:
Computational economics
63
(
2024
)
5
,
pp. 2011-2033
Persistent link: https://www.econbiz.de/10014550858
Saved in:
8
A practical Monte Carlo method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon
;
Lyu, Jisang
;
Lee, Wonjin
;
Park, Eunchae
; …
- In:
Computational economics
63
(
2024
)
5
,
pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869
Saved in:
9
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
10
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
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