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~language:"eng"
~subject:"Forecasting model"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~type_genre:"Book section"
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Forecasting model
Stochastischer Prozess
Theorie
Volatility
1,098
Volatilität
1,097
Theory
285
Börsenkurs
191
Share price
191
Estimation
182
Schätzung
182
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162
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162
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156
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156
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128
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128
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122
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122
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109
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109
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102
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102
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99
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99
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86
Option pricing theory
83
Optionspreistheorie
83
Time series analysis
74
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74
Prognoseverfahren
68
Economic growth
58
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58
Finanzkrise
58
Wirtschaftswachstum
58
Business cycle
53
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53
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49
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49
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47
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2,960
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2,838
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2,822
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370
Hochschulschrift
300
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229
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98
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Chiarella, Carl
5
Herwartz, Helmut
4
Kang, Boda
4
Kurz, Mordecai
4
Satchell, Stephen
4
Andersen, Torben
3
Barndorff-Nielsen, Ole E.
3
Barnett, William A.
3
Diebold, Francis X.
3
Easterly, William
3
Islam, Roumeen
3
Patton, Andrew J.
3
Renault, Eric
3
Stiglitz, Joseph E.
3
Takayasu, Hideki
3
Xu, Haiyang
3
Aizenman, Joshua
2
Avellaneda, Marco
2
Bacchetta, Philippe
2
Bellalah, Mondher
2
Benth, Fred Espen
2
Bibby, Bo Martin
2
Bollerslev, Tim
2
Brabazon, Anthony
2
Chauveau, Thierry
2
Christodoulakis, George A.
2
Christoffersen, Peter F.
2
Daníelsson, Jón
2
Davis, Richard A.
2
De Grauwe, Paul
2
Dockner, Engelbert J.
2
Dornbusch, Rudiger
2
Dufour, Jean-Marie
2
Feng, Yuanhua
2
Fengler, Matthias R.
2
Frühwirth-Schnatter, Sylvia
2
Gallegati, Mauro
2
Geman, Hélyette
2
Ghysels, Eric
2
Giulioni, Gianfranco
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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]
12
Handbook of financial time series
12
Forecasting volatility in the financial markets
11
Applied quantitative finance
7
Long memory in economics : with 50 tables
6
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
6
Econometric analysis of financial and economic time series ; part a
5
Tools and techniques
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in risk management
3
Application of operations research to financial markets
3
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
3
Quantitative fund management
3
Risk management and value : valuation and asset price
3
Statistical methods in finance
3
The complex dynamics of economic interaction : essays in economics and econophysics
3
Advanced mathematical methods for finance
2
Advances in macroeconomic theory
2
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
2
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
2
Computational methods in decision-making, economics and finance
2
Contemporary issues in macroeconomics : lessons from the crisis and beyond
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Current topics in quantitative finance : with 23 tables
2
Econometric analysis of financial and economic time series ; part B
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Empirical essays on financial markets, firms, and derivates
2
Essays on quantitative finance in the context of statistical arbitrage
2
Essays on the political economy of Central Bank policy
2
Evolutionary computation in economics and finance : with 66 tables
2
Exchange rate economics : where do we stand?
2
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
2
Financial engineering
2
Financial engineering, E-commerce and supply chain
2
Financial mathematics, volatility and covariance modelling
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Handbook of heavy tailed distributions in finance
2
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ECONIS (ZBW)
370
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The prospect and volatility of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
Saved in:
2
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
3
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
Saved in:
4
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
5
Market volatility and models for forecasting volatility
Bulut, Emre
- In:
Business continuity management and resilience : …
,
(pp. 220-248)
.
2024
Persistent link: https://www.econbiz.de/10014535874
Saved in:
6
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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7
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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8
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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9
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
10
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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