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Forecasting Extreme Volatility...
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Forecasting model
267
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Petropoulos, Fotios
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European journal of operational research : EJOR
International journal of forecasting
1,619
MPRA Paper
963
Finance research letters
916
Journal of forecasting
902
Energy economics
885
NBER working paper series
844
Working paper / National Bureau of Economic Research, Inc.
697
Journal of banking & finance
673
NBER Working Paper
673
Applied economics
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642
International review of financial analysis
603
Journal of econometrics
591
The journal of futures markets
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International review of economics & finance : IREF
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455
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417
CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research in international business and finance
369
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Research paper series / Swiss Finance Institute
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Quantitative finance
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Technological forecasting & social change : an international journal
351
Journal of risk and financial management : JRFM
347
Computational economics
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Journal of international money and finance
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1
Electricity futures price models : calibration and forecasting
Islyaev, Suren
;
Date, Paresh
- In:
European journal of operational research : EJOR
247
(
2015
)
1
,
pp. 144-154
Persistent link: https://www.econbiz.de/10011347115
Saved in:
2
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
3
Multivariate FX models with jumps : triangles, Quantos and implied correlation
Ballotta, Laura
;
Deelstra, Griselda
;
Rayée, Grégory
- In:
European journal of operational research : EJOR
260
(
2017
)
3
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10011714363
Saved in:
4
An improved method for forecasting spare parts demand using extreme value theory
Zhu, Sha
;
Dekker, Rommert
;
Jaarsveld, Willem van
; …
- In:
European journal of operational research : EJOR
261
(
2017
)
1
,
pp. 169-181
Persistent link: https://www.econbiz.de/10011764109
Saved in:
5
Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.
;
Dyer, James S.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
Saved in:
6
Pricing caps with HJM models : the benefits of humped
volatility
Falini, Jury
- In:
European journal of operational research : EJOR
207
(
2010
)
3
,
pp. 1358-1367
Persistent link: https://www.econbiz.de/10008702195
Saved in:
7
On valuing and hedging European options when
volatility
is estimated directly
Popovic, Ray
;
Goldsman, David Morris
- In:
European journal of operational research : EJOR
218
(
2012
)
1
,
pp. 124-131
Persistent link: https://www.econbiz.de/10009501057
Saved in:
8
Variance swap with mean reversion, multifactor stochastic
volatility
and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
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9
Optimizing bounds on security prices in incomplete markets : does stochastic
volatility
specification matter?
Marroquín-Martínez, Naroa
;
Moreno, Manuel
- In:
European journal of operational research : EJOR
225
(
2013
)
3
,
pp. 429-442
Persistent link: https://www.econbiz.de/10009706918
Saved in:
10
An explicitly solvable Heston model with stochastic interest rate
Recchioni, M. C.
;
Sun, Y.
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 359-377
Persistent link: https://www.econbiz.de/10011435870
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