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~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"ara"
~language:"eng"
~language:"spa"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Volatilität
Theorie
703
Theory
703
Volatility
229
Forecasting model
226
Prognoseverfahren
226
Time series analysis
191
Zeitreihenanalyse
191
Estimation theory
184
Schätztheorie
184
Estimation
157
Stochastic process
157
Stochastischer Prozess
157
Schätzung
155
Portfolio selection
146
Portfolio-Management
146
Option pricing theory
125
Optionspreistheorie
125
Börsenkurs
121
Share price
121
ARCH model
108
ARCH-Modell
108
Agent-based modeling
104
Agentenbasierte Modellierung
104
Capital income
102
Kapitaleinkommen
102
Mathematical programming
99
Mathematische Optimierung
99
Simulation
93
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79
Monte Carlo simulation
77
Monte-Carlo-Simulation
77
Aktienmarkt
76
Risikomaß
76
Risk measure
76
USA
66
United States
66
Bayes-Statistik
65
Bayesian inference
65
Regression analysis
64
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9
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Article
228
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229
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Sammelwerk
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Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Carr, Peter
3
Fabozzi, Frank J.
3
Härdle, Wolfgang
3
Koopman, Siem Jan
3
Li, Yong
3
Ruiz, Esther
3
Asai, Manabu
2
Audrino, Francesco
2
Bos, Charles S.
2
Brownlees, Christian
2
Caporin, Massimiliano
2
Engle, Robert F.
2
Fengler, Matthias R.
2
Fleming, Jeff
2
Gallo, Giampiero M.
2
Garcia, René
2
He, Xin-Jiang
2
Herwartz, Helmut
2
Horváth, Lajos
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kim, See-Woo
2
Kirby, Chris
2
Kokoszka, Piotr
2
Lin, Sha
2
Ma, Yong-Ki
2
Maheu, John M.
2
McAleer, Michael
2
Mehrdoust, Farshid
2
Okou, Cédric
2
Olmo, Jose
2
Rodrigues, Paulo M. M.
2
Rossi, Eduardo
2
Shephard, Neil G.
2
Su, Ender
2
Tauchen, George Eugene
2
Wu, Liuren
2
Abdi-Mazraeh, Somayeh
1
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Published in...
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Computational economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
642
Finance research letters
588
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Research in international business and finance
266
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
International Journal of Energy Economics and Policy : IJEEP
171
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
229
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1
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:
2
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
3
Exploring three-style return comovements and contagion using a correlation decomposition GARCH model
Su, Ender
;
Mak, Ving-Vunk
;
So, Po-Yuk
- In:
Computational economics
63
(
2024
)
6
,
pp. 2271-2305
Persistent link: https://www.econbiz.de/10014636737
Saved in:
4
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
5
Is cryptocurrency efficient? : a high-frequency asymmetric multifractality analysis
Meng, Kai
;
Khan, Khalid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2225-2246
Persistent link: https://www.econbiz.de/10014636757
Saved in:
6
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:
7
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:
8
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
9
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:
10
Option valuation with conditional heteroskedastic hidden truncation models
Belhachemi, Rachid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2585-2601
Persistent link: https://www.econbiz.de/10014636763
Saved in:
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