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~isPartOf:"Quantitative finance"
~subject:"Forecasting model"
~subject:"Oil price"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Forecasting model
Oil price
Stock market
Ölpreis
Volatility
194
Volatilität
194
Option pricing theory
105
Optionspreistheorie
105
Stochastic process
89
Stochastischer Prozess
89
Theorie
50
Theory
50
Estimation
35
Schätzung
34
Börsenkurs
33
Share price
33
Prognoseverfahren
31
Stochastic volatility
29
Time series analysis
26
Zeitreihenanalyse
26
ARCH model
25
ARCH-Modell
25
Capital income
23
Kapitaleinkommen
23
Option trading
23
Optionsgeschäft
23
Derivat
20
Derivative
20
Implied volatility
20
Option pricing
20
Portfolio selection
18
Portfolio-Management
18
Estimation theory
16
Rough volatility
16
Schätztheorie
16
Statistical distribution
14
Statistische Verteilung
14
Black-Scholes model
12
Black-Scholes-Modell
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Markov chain
11
Markov-Kette
11
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43
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Izzeldin, Marwan
2
Liu, Xiaoquan
2
Pappas, Vasileios
2
Ahmed, Shamim
1
Ahn, Kwangwon
1
Alexander, Carol
1
Alfeus, Mesias
1
Arkorful, Gideon Bruce
1
Bae, Hyeong-Ohk
1
Bouchouev, Ilia
1
Bu, Ruijun
1
Cai, Haidong
1
Canabarro, Askery
1
Cao, Yi
1
Cattivelli, Luca
1
Chatterjee, Rupak
1
Chen, Haiqiang
1
Chen, Yibing
1
Chen, Zirong
1
Chi, Xie
1
Dakos, Michael
1
Félix, Luiz
1
Gagnon, Marie-Hélène
1
Galakis, John
1
Gallo, Giampiero M.
1
Garcin, Matthieu
1
Gatheral, Jim
1
Gençay, Ramazan
1
Gerlach, Richard
1
Goyal, Abhinav
1
Hasim, Haslifah Mohamad
1
Hassan, M. Kabir
1
Hizmeri, Rodrigo
1
Hong, Youngjoon
1
Horvath, Blanka Nora
1
Hsieh, Fushing
1
Huptas, Roman
1
Jaeckel, Peter
1
Jaisson, Thibault
1
Jiang, Ying
1
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Quantitative finance
Energy economics
461
Finance research letters
280
International review of financial analysis
191
International review of economics & finance : IREF
164
The North American journal of economics and finance : a journal of financial economics studies
159
Economic modelling
151
International Journal of Energy Economics and Policy : IJEEP
142
Applied economics
134
Research in international business and finance
129
International journal of forecasting
125
Journal of forecasting
115
Journal of empirical finance
96
Journal of international financial markets, institutions & money
96
Applied economics letters
93
Journal of banking & finance
90
Pacific-Basin finance journal
81
Applied financial economics
80
Journal of risk and financial management : JRFM
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
NBER working paper series
68
International journal of finance & economics : IJFE
67
Working paper
66
The journal of futures markets
63
The European journal of finance
60
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
59
Journal of econometrics
59
Working paper / National Bureau of Economic Research, Inc.
58
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
57
Economics letters
51
NBER Working Paper
51
Global finance journal
48
Journal of international money and finance
48
International journal of economics and finance
47
Department of Economics working paper series
46
CESifo working papers
44
Cogent economics & finance
41
International journal of economics and financial issues : IJEFI
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Finance India : the quarterly journal of Indian Institute of Finance
39
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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
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
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
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
7
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
8
A two-step framework for arbitrage-free prediction of the implied volatility surface
Zhang, Wenyong
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10013490950
Saved in:
9
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:
10
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
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