//--> //--> //--> //-->
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
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Timmermann, Allan"
~person:"Wang, Yudong"
~subject:"Forecasting model"
~subject:"Risiko"
~subject:"Risk"
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
Pricing Bermudan Swaptions in...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Risiko
Risk
Capital income
184
Kapitaleinkommen
184
Volatilität
126
Volatility
124
Theorie
115
Theory
115
Prognoseverfahren
107
Börsenkurs
90
Share price
90
Estimation
89
Schätzung
89
Portfolio selection
56
Portfolio-Management
56
USA
42
United States
42
ARCH model
41
ARCH-Modell
41
CAPM
34
Aktienmarkt
33
Stock market
33
Welt
33
World
33
Oil price
27
Ölpreis
27
Risikoprämie
25
Risk premium
25
Time series analysis
24
Zeitreihenanalyse
24
Business cycle
20
Konjunktur
19
Forecast
18
Großbritannien
18
Prognose
18
United Kingdom
18
Capital market returns
17
Kapitalmarktrendite
17
Oil market
14
more ...
less ...
Online availability
All
Undetermined
66
Free
30
Type of publication
All
Article
76
Book / Working Paper
50
Type of publication (narrower categories)
All
Article in journal
75
Aufsatz in Zeitschrift
75
Arbeitspapier
25
Working Paper
25
Graue Literatur
22
Non-commercial literature
22
Collection of articles of several authors
2
Sammelwerk
2
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Handbook
1
Handbuch
1
more ...
less ...
Language
All
English
125
French
1
Author
All
Jondeau, Eric
Kelly, Bryan T.
Timmermann, Allan
Wang, Yudong
Gupta, Rangan
191
Ma, Feng
97
McMillan, David G.
78
Pierdzioch, Christian
71
Bollerslev, Tim
55
Zhang, Yaojie
54
Zaremba, Adam
52
McAleer, Michael
51
Wohar, Mark E.
49
Bouri, Elie
46
Diebold, Francis X.
44
Bali, Turan G.
43
Salisu, Afees A.
42
Guidolin, Massimo
40
Liang, Chao
40
Bekaert, Geert
39
Zhou, Guofu
36
Demirer, Rıza
34
Narayan, Paresh Kumar
33
Christiansen, Charlotte
32
Lettau, Martin
31
Wei, Yu
31
Cakici, Nusret
30
Ghysels, Eric
30
Caporin, Massimiliano
29
Lux, Thomas
29
Pesaran, M. Hashem
29
Christoffersen, Peter F.
28
Engle, Robert F.
27
Zhou, Hao
27
Andersen, Torben
26
Campbell, John Y.
26
Clements, Adam
26
Bloom, Nicholas
25
Balcilar, Mehmet
24
Guo, Hui
24
Wang, Jiqian
24
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
2
National Bureau of Economic Research
2
Published in...
All
International journal of forecasting
9
Energy economics
8
Journal of empirical finance
8
Journal of forecasting
8
Journal of financial economics
7
Research paper series / Swiss Finance Institute
6
Swiss Finance Institute Research Paper
6
NBER Working Paper
4
Working papers / Brandeis University, Department of Economics and International Business School
4
DAE working paper
3
Discussion paper / Department of Economics, University of California San Diego
3
Discussion papers / CEPR
3
Economic modelling
3
Journal of banking & finance
3
Journal of econometrics
3
Applied economics
2
Chicago Booth Research Paper
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
2
Finance research letters
2
Handbooks in economics
2
International review of economics & finance : IREF
2
NBER working paper series
2
The journal of futures markets
2
Working paper / National Bureau of Economic Research, Inc.
2
Critical finance review
1
Discussion paper / Centre for Economic Policy Research
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in nonlinear time series econometrics
1
Finance : revue de l'Association Française de Finance
1
Financial innovation : FIN
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of management science and engineering
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
126
Showing
1
-
10
of
126
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
2
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
3
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
4
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
5
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
6
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
7
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
8
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
9
High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
Saved in:
10
Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao
;
Wang, Yudong
;
Yin, Libo
- In:
Energy economics
68
(
2017
),
pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
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...
//-->