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~subject:"Aktienmarkt"
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Aktienmarkt
Prognoseverfahren
41,207
Volatility
40,903
Volatilität
40,635
Forecasting model
40,213
Theorie
28,869
Theory
28,189
Optionspreistheorie
14,803
Schätzung
14,402
Option pricing theory
14,344
Estimation
14,057
Börsenkurs
12,325
Share price
12,150
Kapitaleinkommen
11,254
Capital income
11,212
Zeitreihenanalyse
8,600
Statistische Verteilung
8,494
USA
8,392
Time series analysis
8,366
Statistical distribution
8,285
United States
8,121
ARCH-Modell
7,205
ARCH model
7,115
Stock market
7,101
Welt
6,842
World
6,694
Prognose
6,449
Forecast
6,156
Stochastischer Prozess
6,038
Wechselkurs
5,945
Stochastic process
5,918
Exchange rate
5,828
Portfolio-Management
4,838
Portfolio selection
4,797
Schätztheorie
4,640
Estimation theory
4,558
Risk
4,383
Risiko
4,335
Wirtschaftsprognose
3,922
Economic forecast
3,842
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Aufsatz im Buch
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Thesis
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Collection of articles written by one author
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Bibliography included
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Gupta, Rangan
92
Caporale, Guglielmo Maria
50
Ma, Feng
44
Spagnolo, Nicola
37
McMillan, David G.
33
Pierdzioch, Christian
33
Bouri, Elie
32
Kang, Sang Hoon
29
Mensi, Walid
28
Bekaert, Geert
26
Demirer, Rıza
25
Wohar, Mark E.
25
Zaremba, Adam
25
Hammoudeh, Shawkat
24
Salisu, Afees A.
24
Zhang, Yaojie
24
Xuan Vinh Vo
23
Liang, Chao
22
Beirne, John
19
Jiang, Fuwei
19
Kočenda, Evžen
19
Schulze-Ghattas, Marianne
19
Campbell, John Y.
18
Corbet, Shaen
18
Diebold, Francis X.
18
Guo, Hui
18
Chiang, Thomas C.
17
Hale, Galina
17
Tong, Hui
17
Aloui, Chaker
16
Dai, Zhifeng
16
Engle, Robert F.
16
Gil-Alaña, Luis A.
16
Li, Yan
16
Lu, Xinjie
16
Rodriguez, Gabriel
16
Ryu, Doojin
16
Yoon, Seong-min
16
Yılmaz, Kamil
16
Lux, Thomas
15
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National Bureau of Economic Research
61
Federal Reserve Bank of St. Louis
8
Chambre de commerce et d'industrie de Paris
4
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Division of Research and Statistics
2
Internationaler Währungsfonds / European Department <2>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Massachusetts Institute of Technology / Department of Economics
2
New York Stock Exchange
2
Svenska Handelshögskolan <Helsinki>
2
Australian National University / Faculty of Economics and Commerce
1
Australien / Division of Regional Development
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Brown University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for Growth and Business Cycle Research <Manchester>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
European University Institute / Department of Economics
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Harvard Institute of Economic Research
1
IGI Global
1
Institut für Weltwirtschaft
1
Institute of European Finance <Bangor, Gwynedd>
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Research Department
1
Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Stanford Institute for Economic Policy Research
1
United Nations University / Institute for New Technologies
1
University of British Columbia / Faculty of Commerce and Business Administration
1
Universität Erfurt <1994-> / Staatswissenschaftliche Fakultät
1
Victoria University of Wellington / School of Economics and Finance
1
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Finance research letters
204
International review of financial analysis
141
The North American journal of economics and finance : a journal of financial economics studies
111
International review of economics & finance : IREF
110
Energy economics
109
Research in international business and finance
103
Applied economics
92
Pacific-Basin finance journal
90
Journal of international financial markets, institutions & money
87
Economic modelling
83
Applied financial economics
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
64
Journal of banking & finance
63
Journal of empirical finance
62
Applied economics letters
61
NBER working paper series
61
Journal of risk and financial management : JRFM
60
Working paper / National Bureau of Economic Research, Inc.
52
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
51
International journal of finance & economics : IJFE
51
Global finance journal
47
International journal of economics and finance
41
NBER Working Paper
40
Finance India : the quarterly journal of Indian Institute of Finance
39
Investment management and financial innovations
38
Emerging markets review
37
The European journal of finance
36
International Journal of Energy Economics and Policy : IJEEP
34
Cogent economics & finance
33
International journal of economics and financial issues : IJEFI
33
Journal of international money and finance
33
Journal of forecasting
32
Economics letters
31
Financial innovation : FIN
29
Review of quantitative finance and accounting
29
Journal of financial markets
27
Working paper
27
Computational economics
26
International journal of emerging markets
26
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ECONIS (ZBW)
7,106
EconStor
54
USB Cologne (EcoSocSci)
14
OLC EcoSci
3
USB Cologne (business full texts)
2
BASE
1
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Essays in derivatives markets
Mörke, Mathis
-
2023
Persistent link: https://www.econbiz.de/10014282085
Saved in:
3
Average skewness in global equity markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
Saved in:
4
Volatility
modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
5
Forecasting
volatility
of European and Asian equity indices with Hansen's skew-t and fat tailed distributions, as well as with non-linear asymmetric effects
Gabrielsen, Alexandros
;
Sarmpezoudis, Sotirios
- In:
International journal of economic research
9
(
2012
)
2
,
pp. 243-263
Persistent link: https://www.econbiz.de/10009685246
Saved in:
6
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
7
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
Frezza, Massimiliano
;
Bianchi, Sergio
;
Pianese, Augusto
- In:
Computational management science
19
(
2022
)
1
,
pp. 99-132
Persistent link: https://www.econbiz.de/10012817299
Saved in:
8
Evaluating Density Forecasts with an Application to Stock Market Returns
Raunig, Burkhard
-
2016
Persistent link: https://www.econbiz.de/10012991280
Saved in:
9
Forecasting realized
volatility
based on the truncated two-scales realized
volatility
estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan
;
Li, Rui
- In:
Finance research letters
25
(
2018
),
pp. 222-229
Persistent link: https://www.econbiz.de/10012003539
Saved in:
10
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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