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ECONIS (ZBW)
5,035
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1
Clustering financial time series : new insights from an extended hidden Markov model
Dias, José G.
;
Vermunt, Jeroen K.
;
Ramos, Sofia B.
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 852-864
Persistent link: https://www.econbiz.de/10010513848
Saved in:
2
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Saved in:
3
Modeling and forecasting exchange rate
volatility
in time-frequency domain
Barunik, Jozef
;
Krehlik, Tomas
;
Vacha, Lukas
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 329-340
Persistent link: https://www.econbiz.de/10011446589
Saved in:
4
Forecasting the
volatility
of crude oil futures using intraday data
Sévi, Benoît
- In:
European journal of operational research : EJOR
235
(
2014
)
3
,
pp. 643-659
Persistent link: https://www.econbiz.de/10010341244
Saved in:
5
Asymmetries in stock markets
Wang, Peijie
;
Zhang, Bing
;
Zhou, Yun
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 749-762
Persistent link: https://www.econbiz.de/10010487566
Saved in:
6
Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
Saved in:
7
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
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8
Estimating Value-at-Risk and Expected Shortfall using the intraday low and range data
Meng, Xiaochun
;
Taylor, James W.
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 191-202
Persistent link: https://www.econbiz.de/10012132379
Saved in:
9
A new bivariate approach for modeling the interaction between stock
volatility
and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
10
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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