//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
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
324
Volatilität
324
Forecasting model
146
Prognoseverfahren
146
Börsenkurs
138
Share price
138
Capital income
129
Kapitaleinkommen
129
Estimation
125
Schätzung
125
Stock market
112
ARCH model
111
ARCH-Modell
111
Aktienmarkt
111
Option pricing theory
83
Optionspreistheorie
83
Theorie
81
Theory
81
Spillover effect
76
Spillover-Effekt
76
Welt
63
World
63
Exchange rate
55
Risk
55
Wechselkurs
55
USA
54
United States
54
Risiko
52
Portfolio selection
46
Portfolio-Management
46
China
45
Time series analysis
45
Zeitreihenanalyse
45
Risikomaß
40
Risk measure
40
Option trading
39
Optionsgeschäft
39
Stochastic process
39
Stochastischer Prozess
39
Oil price
35
more ...
less ...
Online availability
All
Undetermined
400
Type of publication
All
Article
474
Type of publication (narrower categories)
All
Article in journal
474
Aufsatz in Zeitschrift
474
Language
All
English
474
Author
All
Gupta, Rangan
14
Mensi, Walid
10
Hammoudeh, Shawkat
9
Kang, Sang Hoon
9
Zhu, Huiming
8
Pierdzioch, Christian
7
Wohar, Mark E.
7
Xuan Vinh Vo
7
Dai, Zhifeng
6
Lee, Hangsuck
6
McAleer, Michael
6
Ur Rehman, Mobeen
6
Wang, Xingchun
6
Balcilar, Mehmet
5
Hau, Liya
5
Zhuang, Xintian
5
Al-Yahyaee, Khamis Hamed
4
Allen, David E.
4
Chang, Chia-Lin
4
Chang, Kuang-Liang
4
Gao, Yang
4
Jung, Hojin
4
Kim, Geonwoo
4
Kim, Jong-Min
4
Ko, Bangwon
4
Lai, Yongzeng
4
Qiao, Gaoxiu
4
Risse, Marian
4
Wu, Xinyu
4
Yin, Libo
4
Yoon, Seong-min
4
Al-Jarrah, Idries Mohammad Wanas
3
Bao, Ying
3
Chen, Cathy W. S.
3
Eom, Cheoljun
3
Guo, Shuxin
3
Ho, Kin-Yip
3
Jeon, Junkee
3
Kim, Dong H.
3
Kinkyō, Takuji
3
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
1,623
Journal of forecasting
906
Finance research letters
841
Energy economics
839
NBER working paper series
823
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
Economics letters
529
Working paper
526
Applied economics letters
510
International review of economics & finance : IREF
484
European journal of operational research : EJOR
471
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
458
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
Technological forecasting & social change : an international journal
354
Computational economics
348
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
324
Risks : open access journal
323
The European journal of finance
307
IMF working papers
303
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
Journal of international financial markets, institutions & money
301
more ...
less ...
Source
All
ECONIS (ZBW)
474
Showing
1
-
10
of
474
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
2
Implied risk aversion and pricing kernel in the FTSE 100 index
Liao, Wen Ju
;
Sung, Hao-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667184
Saved in:
3
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
Saved in:
4
VIX forecasting based on GARCH-type model with observable dynamic jumps : a new perspective
Qiao, Gaoxiu
;
Yang, Jiyu
;
Li, Weiping
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012632195
Saved in:
5
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
6
Predicting
volatility
using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
7
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
8
Implied
volatility
and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
9
Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
Saved in:
10
Option pricing under truncated Gram-Charlier expansion
Lin, Shin-Hung
;
Huang, Hung-Hsi
;
Li, Sheng-Han
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 77-97
Persistent link: https://www.econbiz.de/10011514435
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...
//-->