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~isPartOf:"Forecasting volatility in the financial markets"
~isPartOf:"International financial markets"
~language:"eng"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Forecasting volatility in the financial markets
International financial markets
Stock market volatility
17
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
16
Handbook of financial time series
16
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Applied quantitative finance
9
Emerging markets and the global economy
9
Managing economic volatility and crises : a practitioner's guide
9
Agricultural markets instability : revisiting the recent food crises
8
Risk management in volatile financial markets
7
Econometric analysis of financial and economic time series ; part a
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
Long memory in economics : with 50 tables
6
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Advances in risk management
5
Commodity price volatility and inclusive growth in low-income countries
5
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
5
Debt, risk and liquidity in futures markets
5
Exchange rate volatility and international agricultural trade
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Tools and techniques
5
Application of operations research to financial markets
4
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
4
Econometric analysis of financial and economic time series ; part B
4
Financial econometrics and empirical market microstructure
4
Financial engineering
4
Handbook of research on emerging theories, models, and applications of financial econometrics
4
Handbook of the equity risk premium
4
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
4
Risk management and value : valuation and asset price
4
Volatility of international food prices : impacts on resource allocation and on food supply response
4
Advances in Management Research : Emerging Challenges and Trends
3
Banking and capital markets : new international perspectives
3
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
3
Current topics in quantitative finance : with 23 tables
3
Dynamic factor models
3
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1
Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks
Voges, Michelle
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
International financial markets
,
(pp. 200-224)
.
2019
Persistent link: https://www.econbiz.de/10012249050
Saved in:
2
Carbon emissions trading : what it means for individual investors
Martinez, Valeria
- In:
International financial markets
,
(pp. 165-178)
.
2013
Persistent link: https://www.econbiz.de/10010204754
Saved in:
3
The impact of quantitative easing on asset price comovement
Williams, Michael
- In:
International financial markets
,
(pp. 139-163)
.
2013
Persistent link: https://www.econbiz.de/10010204756
Saved in:
4
The information value of excessive speculative trades on price volatility in oil futures markets
Chan, Leo H.
;
Nguyen, Chi M.
;
Chan, Kam C.
- In:
International financial markets
,
(pp. 1-24)
.
2013
Persistent link: https://www.econbiz.de/10010204802
Saved in:
5
Volatility modelling and forecasting in finance
Xiao, Linlan
;
Aydemir, Abdurrahman
- In:
Forecasting volatility in the financial markets
,
(pp. 1-45)
.
2007
Persistent link: https://www.econbiz.de/10003872808
Saved in:
6
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
7
Applications of portfolio variety
Di Bartolomeo, Dan
- In:
Forecasting volatility in the financial markets
,
(pp. 65-72)
.
2007
Persistent link: https://www.econbiz.de/10003872847
Saved in:
8
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob
- In:
Forecasting volatility in the financial markets
,
(pp. 73-100)
.
2007
Persistent link: https://www.econbiz.de/10003872850
Saved in:
9
An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility
Silvey, Thomas A.
- In:
Forecasting volatility in the financial markets
,
(pp. 101-129)
.
2007
Persistent link: https://www.econbiz.de/10003872858
Saved in:
10
Stochastic volatility and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
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