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Deep local volatility
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ARCH model
Experiment
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40,965
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125
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71
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64
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43
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35
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33
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33
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33
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32
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26
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25
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25
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24
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24
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23
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22
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21
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21
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Salisu, Afees A.
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Silvennoinen, Annastiina
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Stentoft, Lars
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19
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19
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19
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18
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18
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1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
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Energy economics
229
Finance research letters
160
International review of financial analysis
112
Economic modelling
111
Applied economics
107
The North American journal of economics and finance : a journal of financial economics studies
105
International review of economics & finance : IREF
99
Research in international business and finance
98
Journal of empirical finance
94
Journal of international financial markets, institutions & money
73
Journal of econometrics
71
Journal of risk and financial management : JRFM
70
International journal of forecasting
64
Applied financial economics
61
Journal of banking & finance
60
Journal of forecasting
58
Economics letters
54
Discussion paper / Tinbergen Institute
53
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
The journal of futures markets
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
International journal of finance & economics : IJFE
43
The European journal of finance
42
Working paper
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Econometric Institute research papers
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of economics and financial issues : IJEFI
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Cogent economics & finance
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Review of quantitative finance and accounting
30
Journal of international money and finance
28
Pacific-Basin finance journal
28
The empirical economics letters : a monthly international journal of economics
28
Computational economics
26
Journal of financial econometrics
25
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ECONIS (ZBW)
6,544
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,550
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Developing an optimized artificial intelligence model for S&P 500 option pricing : a hybrid GARCH model
Hajizadeh, Ehsan
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012603039
Saved in:
2
Volatility
analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
3
Assessing the performance of symmetric and asymmetric implied
volatility
functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
4
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
5
Option valuation with conditional heteroskedastic hidden truncation models
Belhachemi, Rachid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2585-2601
Persistent link: https://www.econbiz.de/10014636763
Saved in:
6
Exploring option pricing and hedging via
volatility
asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
7
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
8
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
9
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
10
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
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