//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
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
Arbitrage-Free Prediction of t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
368
Volatilität
368
Capital income
153
Kapitaleinkommen
153
Forecasting model
152
Prognoseverfahren
152
Estimation
151
Schätzung
151
Börsenkurs
143
Share price
143
Stock market
111
Aktienmarkt
110
ARCH model
103
ARCH-Modell
103
Theorie
94
Theory
94
Welt
92
World
92
China
67
Spillover effect
63
Spillover-Effekt
63
Exchange rate
53
Wechselkurs
52
Risk
51
Risiko
50
Oil price
49
Ölpreis
49
Option pricing theory
48
Optionspreistheorie
48
USA
44
United States
44
Forecast
40
Prognose
38
Financial crisis
37
Finanzkrise
37
Portfolio selection
37
Portfolio-Management
37
Time series analysis
37
Zeitreihenanalyse
37
Anlageverhalten
33
more ...
less ...
Online availability
All
Undetermined
365
Free
9
Type of publication
All
Article
491
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
491
Aufsatz in Zeitschrift
491
Conference paper
4
Konferenzbeitrag
4
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
492
Author
All
Gupta, Rangan
9
Ma, Feng
8
Wohar, Mark E.
7
Abakah, Emmanuel Joel Aikins
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
Mensi, Walid
5
Tiwari, Aviral Kumar
5
Arize, Augustine Chuck
4
Balcilar, Mehmet
4
Bouri, Elie
4
Caporin, Massimiliano
4
Liang, Chao
4
Malik, Farooq
4
McAleer, Michael
4
Wu, Chunchi
4
Xuan Vinh Vo
4
Yin, Libo
4
Baghestani, Hamid
3
Balli, Faruk
3
Brooks, Robert
3
Chen, Jinyu
3
Chen, Wang
3
Gil-Alaña, Luis A.
3
Han, Liyan
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Kumar, Dilip
3
Li, Tao
3
Liu, Dehong
3
Lu, Xinjie
3
Lung, Peter P.
3
Pierdzioch, Christian
3
Shi, Yanlin
3
Sousa, Ricardo M.
3
Uddin, Mohammed Gazi Salah
3
Vivian, Andrew
3
Wang, Jiqian
3
Wang, Lu
3
Wang, Yudong
3
more ...
less ...
Published in...
All
International review of economics & finance : IREF
International journal of forecasting
1,623
Journal of forecasting
906
Finance research letters
898
Energy economics
846
NBER working paper series
822
Working paper / National Bureau of Economic Research, Inc.
730
NBER Working Paper
705
Journal of econometrics
694
Journal of banking & finance
691
Applied economics
678
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
604
Economic modelling
580
Working paper
542
Economics letters
529
Applied economics letters
510
European journal of operational research : EJOR
475
The North American journal of economics and finance : a journal of financial economics studies
474
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
459
Journal of empirical finance
432
Insurance / Mathematics & economics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
399
Applied financial economics
391
Quantitative finance
365
Computational economics
354
Technological forecasting & social change : an international journal
354
Risks : open access journal
339
Journal of international money and finance
336
Journal of risk and financial management : JRFM
335
Journal of financial economics
331
Research in international business and finance
328
Journal of economic dynamics & control
326
CESifo working papers
325
The European journal of finance
311
IMF working papers
303
Journal of international financial markets, institutions & money
303
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
more ...
less ...
Source
All
ECONIS (ZBW)
492
Showing
1
-
10
of
492
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
3
Modeling and forecasting multifractal
volatility
established upon the heterogeneous market hypothesis
Tao, Qizhi
;
Wei, Yu
;
Liu, Jiapeng
;
Zhang, Ting
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 143-153
Persistent link: https://www.econbiz.de/10012033354
Saved in:
4
Implied
volatility
forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
5
Option-implied probability distributions : How reliable? How jagged?
Taboga, Marco
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 453-469
Persistent link: https://www.econbiz.de/10011626502
Saved in:
6
Pricing and hedging barrier options under a Markov-modulated double exponential jump diffusion-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
7
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
8
Return distribution predictability and its implications for portfolio selection
Zhu, Min
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 209-223
Persistent link: https://www.econbiz.de/10009740823
Saved in:
9
Alright : asymmetric LaRge-scale (I)GARCH with Hetero-Tails
Paolella, Marc S.
;
Polak, Pawel
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 282-297
Persistent link: https://www.econbiz.de/10011573592
Saved in:
10
Stock return distribution and predictability : evidence from over a century of daily data on the DJIA index
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012203668
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->