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~isPartOf:"Computational economics"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Zeitreihenanalyse
Volatility
95
Volatilität
95
Stochastic process
40
Stochastischer Prozess
40
Theorie
34
Theory
34
Option pricing theory
32
Optionspreistheorie
32
ARCH model
22
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22
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19
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16
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15
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Aloy, Marcel
1
Antognini, Jonathan
1
Arce, Paola
1
Asai, Manabu
1
Azencott, Robert
1
Belkacem, Lotfi
1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
Ceffer, Attila
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Li, Xindan
1
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1
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Račev, Svetlozar T.
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1
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1
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1
Wang, G. C.
1
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Computational economics
Journal of econometrics
79
International journal of forecasting
50
Energy economics
45
Finance research letters
41
Economic modelling
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of empirical finance
30
Applied economics
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of financial econometrics
27
The North American journal of economics and finance : a journal of financial economics studies
25
International review of economics & finance : IREF
23
Economics letters
22
Econometric reviews
21
Quantitative finance
20
International review of financial analysis
19
Journal of forecasting
16
Research in international business and finance
16
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14
Journal of economic dynamics & control
13
Journal of risk
12
Applied economics letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Journal of economics and finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International journal of finance & economics : IJFE
6
Journal of financial markets
6
Journal of time series econometrics
6
The European journal of finance
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Theoretical economics letters
6
Eurasian economic review : a journal in applied macroeconomics and finance
5
European journal of operational research : EJOR
5
International journal of economics and finance
5
Journal of international money and finance
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Journal of mathematical finance
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The econometrics journal
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ECONIS (ZBW)
19
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1
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:
2
Volatilityforecastingpackage : a financial volatility package in mathematica
Khodabaccus, Noorshanaaz
;
Saib, Aslam A. E. F.
- In:
Computational economics
63
(
2024
)
6
,
pp. 2307-2324
Persistent link: https://www.econbiz.de/10014636740
Saved in:
3
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao
;
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
Saved in:
4
Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen
;
Yue, Ding
;
Wu, Xu
;
Gao, Wei
- In:
Computational economics
61
(
2023
)
2
,
pp. 487-511
Persistent link: https://www.econbiz.de/10014228448
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
6
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
7
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
8
Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki
;
Ota, Yasushi
- In:
Computational economics
57
(
2021
)
4
,
pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270
Saved in:
9
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil
;
Sanyal, Manas Kumar
;
Jana, R. K.
- In:
Computational economics
57
(
2021
)
2
,
pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
Saved in:
10
Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang
;
Zhang, Weiguo
;
Fu, Junhui
;
Wu, Xiang
- In:
Computational economics
56
(
2020
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
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