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~isPartOf:"Computational economics"
~isPartOf:"Economic modelling"
~subject:"Forecasting model"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~subject:"Risk"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Forecasting model
Option pricing theory
Portfolio selection
Risk
Volatility
460
Volatilität
458
Estimation
133
Schätzung
133
ARCH model
132
ARCH-Modell
132
Theorie
123
Theory
123
Börsenkurs
106
Share price
106
Capital income
82
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82
Aktienmarkt
81
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81
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80
Zeitreihenanalyse
80
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78
Welt
70
World
70
Stochastic process
68
Stochastischer Prozess
68
Exchange rate
60
Wechselkurs
60
Optionspreistheorie
55
Oil price
52
Ölpreis
52
Spillover effect
50
Spillover-Effekt
50
China
41
Correlation
39
Financial crisis
39
Finanzkrise
39
Korrelation
39
Risiko
39
Financial market
36
Finanzmarkt
36
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31
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6
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Article
183
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Aufsatz in Zeitschrift
Article in journal
183
Language
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English
183
Author
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Ma, Feng
5
Todorova, Neda
5
Zhang, Yaojie
4
Fabozzi, Frank J.
3
Li, Bin
3
Liu, Jing
3
Balcilar, Mehmet
2
Carr, Peter
2
Cross, Jamie
2
Degiannakis, Stavros
2
Fang, Libing
2
Gatfaoui, Hayette
2
He, Xin-Jiang
2
Hou, Chenghan
2
Huang, Zhuo
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jayawardena, Nirodha I.
2
Kiani, Khurshid M.
2
Kim, See-Woo
2
Liang, Fang
2
Lin, Sha
2
Lin, Shih-kuei
2
Liu, Li
2
Liu, Wei
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Petitjean, Mikael
2
Prigent, Jean-Luc
2
Roubaud, David
2
Ruan, Xinfeng
2
Siu, Tak Kuen
2
Song, Yuping
2
Su, Jen-je
2
Wahab, M. I. M.
2
Wang, Tianyi
2
Wang, Yudong
2
Wei, Yu
2
Wu, Xinyu
2
Xie, Haibin
2
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Computational economics
Economic modelling
Finance research letters
255
Energy economics
218
International journal of theoretical and applied finance
172
Journal of banking & finance
152
International review of financial analysis
147
Quantitative finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
International review of economics & finance : IREF
138
International journal of forecasting
127
Journal of forecasting
116
The journal of futures markets
111
Applied economics
107
Journal of empirical finance
100
Journal of econometrics
99
Journal of financial economics
83
Applied mathematical finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The European journal of finance
67
Applied economics letters
66
Journal of risk and financial management : JRFM
66
Journal of economic dynamics & control
65
The journal of computational finance
64
Risks : open access journal
61
Journal of international financial markets, institutions & money
59
European journal of operational research : EJOR
57
Research in international business and finance
57
Economics letters
56
Pacific-Basin finance journal
55
Review of derivatives research
52
Applied financial economics
51
International journal of finance & economics : IJFE
51
International journal of financial engineering
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Finance and stochastics
47
Journal of mathematical finance
47
Management science : journal of the Institute for Operations Research and the Management Sciences
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
44
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ECONIS (ZBW)
183
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1
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10
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183
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date (oldest first)
1
Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains
Cheng, Sheng
;
Liu, Wei
;
Jiang, Qisheng
;
Cao, Yan
- In:
Computational economics
61
(
2023
)
4
,
pp. 1593-1616
Persistent link: https://www.econbiz.de/10014327075
Saved in:
2
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
3
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
4
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
5
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
6
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
7
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:
8
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:
9
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
Saved in:
10
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
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