//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
271
Volatilität
271
Option pricing theory
140
Optionspreistheorie
140
Stochastic process
98
Stochastischer Prozess
98
Theorie
73
Theory
73
Estimation
49
Schätzung
48
Option trading
41
Optionsgeschäft
41
Börsenkurs
40
Forecasting model
40
Prognoseverfahren
40
Share price
40
ARCH-Modell
31
Capital income
31
Kapitaleinkommen
31
Stochastic volatility
29
Time series analysis
27
Zeitreihenanalyse
27
USA
26
United States
26
Derivat
25
Derivative
25
Statistical distribution
21
Statistische Verteilung
21
Estimation theory
20
Implied volatility
20
Schätztheorie
20
Option pricing
19
Portfolio selection
19
Portfolio-Management
19
Black-Scholes model
18
Black-Scholes-Modell
18
Rough volatility
16
Yield curve
16
Zinsstruktur
16
more ...
less ...
Online availability
All
Undetermined
21
Free
4
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Khashanah, Khaldoun
2
Alemany, N.
1
Alexander, Carol
1
Alfeus, Mesias
1
Aragó Manzana, Vicent
1
Arkorful, Gideon Bruce
1
Badescu, Alexandru
1
Beer, Simone
1
Buonocore, R. J.
1
Cao, Yi
1
Cattivelli, Luca
1
Chen, Haiqiang
1
Chen, Jing
1
Chen, Yuyu
1
Cheng, Zhang
1
Couch, Matthew
1
Cui, Zhenyu
1
Dakos, Michael
1
Di Matteo, Tiziana
1
Fink, Holger Maria
1
Gallo, Giampiero M.
1
Gatheral, Jim
1
Gerlach, Richard
1
Giot, Pierre
1
Goyal, Abhinav
1
Guyon, Julien
1
Hasim, Haslifah Mohamad
1
Hawkes, Alan
1
Hua, Qiuling
1
Huptas, Roman
1
Jaisson, Thibault
1
Jiang, Tingfeng
1
Kaibuchi, Hibiki
1
Kallinterakis, Vasileios
1
Kambouroudis, Dimos
1
Kawasaki, Yoshinori
1
Laws, Jason
1
Lehnert, Thorsten
1
Lekeufack, Jordan
1
Li, Haibo
1
more ...
less ...
Published in...
All
Quantitative finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Energy economics
218
Finance research letters
140
International review of financial analysis
110
Economic modelling
108
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Journal of empirical finance
93
Research in international business and finance
91
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
42
The journal of futures markets
42
Econometric Institute research papers
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The European journal of finance
40
Working paper
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
5
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
6
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
7
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
8
Coupled GARCH(1,1) model
Nie, Huasheng
;
Waelbroeck, Henri
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10014304344
Saved in:
9
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
10
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->