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~isPartOf:"Econometric reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Search: subject_exact:"Volatility"
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Forecasting model
Option pricing theory
Stochastic process
Volatility
413
Volatilität
413
Börsenkurs
127
Share price
127
ARCH model
123
ARCH-Modell
123
Estimation
123
Schätzung
123
Capital income
114
Kapitaleinkommen
114
Stock market
99
Aktienmarkt
98
Theorie
96
Theory
96
Spillover effect
75
Spillover-Effekt
75
Stochastischer Prozess
70
Prognoseverfahren
69
Time series analysis
64
Zeitreihenanalyse
64
USA
58
United States
58
Welt
58
World
58
Exchange rate
57
Wechselkurs
57
Risk
48
Risiko
45
Optionspreistheorie
42
China
40
Portfolio selection
36
Portfolio-Management
36
Estimation theory
33
Oil price
33
Risikomaß
33
Risk measure
33
Schätztheorie
33
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Article
149
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1
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1
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1
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English
150
Author
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McAleer, Michael
10
Asai, Manabu
7
Gupta, Rangan
5
Dai, Zhifeng
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Caporin, Massimiliano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Guo, Shuxin
2
Hammoudeh, Shawkat
2
Jawadi, Fredj
2
Kok Haur Ng
2
Koopman, Siem Jan
2
Li, Weiping
2
Lin, Shih-kuei
2
Liu, Li
2
Liu, Qiang
2
Ma, Jingtang
2
Maasoumi, Esfandiar
2
Meyer, Renate
2
Nonejad, Nima
2
Tiwari, Aviral Kumar
2
Wang, Xingchun
2
Yu, Jun
2
Aiube, Fernando Antônio Lucena
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Alexander, Carol
1
Alghalith, Moawia
1
Allen, David E.
1
Anatolyev, Stanislav
1
Anjum, Hassan
1
Ausín, M. Concepción
1
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Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
180
Journal of econometrics
156
Finance research letters
152
Quantitative finance
144
Energy economics
141
Journal of banking & finance
129
International journal of forecasting
127
Journal of forecasting
116
The journal of futures markets
110
International review of financial analysis
94
Journal of empirical finance
89
Applied mathematical finance
87
Discussion paper / Tinbergen Institute
87
International review of economics & finance : IREF
87
Applied economics
81
Economic modelling
81
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Computational economics
71
The journal of computational finance
71
Journal of economic dynamics & control
66
Working paper
65
Finance and stochastics
60
The European journal of finance
59
Economics letters
54
European journal of operational research : EJOR
54
Journal of financial economics
53
Review of derivatives research
53
International journal of financial engineering
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
Risks : open access journal
51
Applied economics letters
49
Journal of mathematical finance
49
Journal of risk and financial management : JRFM
49
Research paper series / Swiss Finance Institute
49
Applied financial economics
45
CREATES research paper
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
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ECONIS (ZBW)
150
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150
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1
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
2
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
3
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
4
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
5
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
6
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
7
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
8
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
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