//--> //--> //--> //-->
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:"Computational economics"
~subject:"Volatility"
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
Exploitation and productivenes...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
544
Theory
544
Forecasting model
89
Prognoseverfahren
89
Time series analysis
74
Zeitreihenanalyse
74
Portfolio selection
70
Portfolio-Management
70
Mathematical programming
68
Mathematische Optimierung
68
Agent-based modeling
65
Agentenbasierte Modellierung
65
Volatilität
45
Stochastic process
43
Stochastischer Prozess
43
Simulation
40
Börsenkurs
37
Share price
37
Estimation
35
Neural networks
34
Neuronale Netze
34
Schätzung
34
State space model
29
Zustandsraummodell
29
Learning process
28
Lernprozess
28
Stock market
28
Aktienmarkt
27
Financial market
24
Finanzmarkt
24
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Evolutionary algorithm
22
Evolutionärer Algorithmus
22
Algorithm
21
Algorithmus
21
Markov chain
21
Markov-Kette
21
Risikomaß
21
more ...
less ...
Online availability
All
Undetermined
33
Free
4
Type of publication
All
Article
45
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Language
All
English
45
Author
All
Li, Yong
3
Afuecheta, Emmanuel
1
Aksoy, Ümit
1
Antognini, Jonathan
1
Arce, Paola
1
Aydoğan, Burcu
1
Azencott, Robert
1
Barrios, Erniel B.
1
Belkacem, Lotfi
1
Boubaker, Heni
1
Caporale, Guglielmo Maria
1
Ceffer, Attila
1
Chen, Cathy W. S.
1
Chen, Yi-Ting
1
Chen, Zhong-Tian
1
Chen, Zhu-ming
1
Cheung, Yin-Wong
1
Chib, Siddhartha
1
Chung, Sang-Kuck
1
Colucci, Domenico
1
Davison, Matt
1
Donadelli, Michael
1
Dong, Manh Cuong
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Flaschel, Peter
1
Franke, Reiner
1
Frausto-Solís, Juan
1
Fu, Junhui
1
Gil-Alaña, Luis A.
1
Goel, Anubha
1
Han, Lu
1
Hartmann, Florian
1
Hoyo, Juan del
1
Huang, Alex
1
Jüppner, Marcus
1
Kapounek, Svatopluk
1
Karmous, Aida
1
Kim, Geonwoo
1
Kong, Ao
1
more ...
less ...
Published in...
All
Computational economics
NBER working paper series
173
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Finance research letters
87
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Discussion paper / Centre for Economic Policy Research
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
65
International review of financial analysis
61
The European journal of finance
59
International review of economics & finance : IREF
58
Applied economics
57
Energy economics
57
The review of financial studies
57
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
48
Applied economics letters
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
42
The journal of futures markets
40
CREATES research paper
39
Journal of monetary economics
39
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A behavioral macroeconomic model of exchange rate fluctuations with complex market expectations formation
Flaschel, Peter
;
Hartmann, Florian
;
Malikane, Christopher
; …
- In:
Computational economics
45
(
2015
)
4
,
pp. 669-691
Persistent link: https://www.econbiz.de/10011440986
Saved in:
2
Fast and adaptive cointegration based model for forecasting high frequency financial time series
Arce, Paola
;
Antognini, Jonathan
;
Kristjanpoller …
- In:
Computational economics
54
(
2019
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
Saved in:
3
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
Saved in:
4
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
Saved in:
5
Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha
;
Mehra, Aparna
- In:
Computational economics
53
(
2019
)
3
,
pp. 921-950
Persistent link: https://www.econbiz.de/10012135103
Saved in:
6
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
7
Volatility forecasting using support vector regression and a hybrid genetic algorithm
Santamaría-Bonfil, Guillermo
;
Frausto-Solís, Juan
; …
- In:
Computational economics
45
(
2015
)
1
,
pp. 111-133
Persistent link: https://www.econbiz.de/10010511334
Saved in:
8
Forecasting financial returns volatility : a GARCH-SVR model
Sun, Hao
;
Yu, Bo
- In:
Computational economics
55
(
2020
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012223641
Saved in:
9
On the historical exchange rates Euro/US Dollar
Vadillo, Fernando
- In:
Computational economics
48
(
2016
)
3
,
pp. 463-472
Persistent link: https://www.econbiz.de/10011712513
Saved in:
10
Volatility analysis of financial agent-based market dynamics from stochastic contact system
Xiao, Di
;
Wang, Jun
;
Niu, Hongli
- In:
Computational economics
48
(
2016
)
4
,
pp. 607-625
Persistent link: https://www.econbiz.de/10011712544
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->