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Search: subject:"carr"
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Volatility
21
Volatilität
20
ARCH model
18
ARCH-Modell
18
Forecasting model
12
Prognoseverfahren
12
CARR
11
Theorie
8
Theory
8
Börsenkurs
6
CARR model
6
Estimation
6
Option pricing theory
6
Optionspreistheorie
6
Schätzung
6
Share price
6
stochastic volatility
6
Carr's randomization
5
Option pricing
5
Price range
5
Capital income
4
Carr-Madan
4
Fourier inversion
4
GARCH
4
Heston
4
Kapitaleinkommen
4
Option trading
4
Optionsgeschäft
4
Wiener-Hopf factorization
4
characteristic function
4
damping
4
option pricing
4
saddlepoint approximations
4
Aktienindex
3
CGMY model
3
China
3
Financial crisis
3
KoBoL processes
3
Lévy processes
3
Normal Inverse Gaussian processes
3
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Undetermined
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Free
9
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Article
35
Book / Working Paper
7
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Article in journal
25
Aufsatz in Zeitschrift
25
Working Paper
2
Arbeitspapier
1
Festschrift
1
Graue Literatur
1
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English
28
Undetermined
14
Author
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Wu, Xinyu
6
Kahl, Christian
4
Lord, Roger
4
Xie, Haibin
4
BOYARCHENKO, MITYA
3
Kok Haur Ng
3
Anderson, Randy I.
2
Bayraci, Selcuk
2
Boyarchenko, Mitya
2
Chan, Jennifer So Kuen
2
Chen, Yi-Chi
2
Demiralay, Sercan
2
Imamura, Yuri
2
Kumar, Dilip
2
LEVENDORSKIĬ, SERGEI
2
Tan, Shay Kee
2
Wang, Li-Min
2
Wu, Chun-Chou
2
Xu, Wen
2
BOYARCHENKO, SVETLANA
1
Bojarčenko, Svetlana I.
1
Borojeni, Hajar Zeinali
1
Buckley, Winston
1
Carr, Paul
1
Chan, J.S.K.
1
Chan, Jennifer So-Kuen
1
Chen, C.W.S.
1
Chou, Ray
1
Choy, S.T.B.
1
Cui, Hao
1
Dalvi, Mohammadreza
1
Han, Yang
1
Hou, Xinmeng
1
INNOCENTIS, MARCO DE
1
Innocentis, Marco de
1
Iqbal, Najaf
1
Lam, C.P.Y.
1
Lannon, Frances
1
Levendorskij, Sergej Z.
1
Liang, Shin-shun
1
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Tinbergen Institute
1
Tinbergen Instituut
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
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Finance research letters
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
International journal of theoretical and applied finance
2
Theoretical economics letters
2
Tinbergen Institute Discussion Papers
2
American journal of finance and accounting
1
Annals of finance
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Asia-Pacific journal of financial studies
1
Computational Statistics & Data Analysis
1
Contaduría y Administración
1
Discussion paper / Tinbergen Institute
1
Economic Modelling
1
Ekonomia journal
1
International Journal of Academic Research in Business and Social Sciences
1
International journal of financial engineering
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of risk
1
MPRA Paper
1
Review of Derivatives Research
1
Review of Quantitative Finance and Accounting
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The empirical economics letters : a monthly international journal of economics
1
Tinbergen Institute Discussion Paper
1
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ECONIS (ZBW)
26
RePEc
13
USB Cologne (EcoSocSci)
2
EconStor
1
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1
Volatility spillovers among the three places across the Taiwan strait : evidence from a BEKK-
CARR
approach
Wu, Chun Chou
;
Xu, Wen
- In:
Asia-Pacific journal of financial studies
51
(
2022
)
6
,
pp. 896-913
Persistent link: https://www.econbiz.de/10014240210
Saved in:
2
Volatility forecasting using intraday information with the
CARR
models for the China stock markets
Wu, Chun-Chou
;
Xu, Wen
- In:
Asia-Pacific journal of accounting & economics : …
30
(
2023
)
4
,
pp. 912-929
Persistent link: https://www.econbiz.de/10014319629
Saved in:
3
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:
4
Forecasting oil futures price volatility with economic policy uncertainty : a
CARR
-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
5
Time-varying risk aversion and renminbi exchange rate volatility : evidence from
CARR
-MIDAS model
Wu, Xinyu
;
Xie, Haibin
;
Zhang, Huanming
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449372
Saved in:
6
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear
CARR
model
Tan, Shay Kee
;
Chan, Jennifer So Kuen
;
Kok Haur Ng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
Saved in:
7
A new variant of RealGARCH for volatility modeling
Xie, Haibin
;
Qi, Nan
;
Wang, Shouyang
- In:
Finance research letters
28
(
2019
),
pp. 438-443
Persistent link: https://www.econbiz.de/10012388363
Saved in:
8
Binomial tree method for option pricing : discrete
Carr
and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
9
Forecasting stock market volatility : an asymmetric conditional autoregressive range mixed data sampling (ACARR-MIDAS) model
Wu, Xinyu
;
Han, Yang
;
Ma, Chaoqun
- In:
Journal of risk
23
(
2021
)
6
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013473133
Saved in:
10
Forecasting volatility with component conditional autoregressive range model
Wu, Xinyu
;
Hou, Xinmeng
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659660
Saved in:
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