//--> //--> //-->
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
~subject:"Forecasting model"
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
Spectral methods for volatilit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility modelling
46
Volatilität
35
Volatility
34
ARCH-Modell
21
ARCH model
20
volatility modelling
18
Theorie
15
Time series analysis
15
Theory
14
Zeitreihenanalyse
13
Estimation
10
Schätzung
10
GARCH
7
Prognoseverfahren
7
Aktienmarkt
6
Capital income
6
Kapitaleinkommen
6
Stock market
6
Börsenkurs
5
Exchange rate
5
Option pricing theory
5
Optionspreistheorie
5
Share price
5
Stochastic volatility
5
ARCH
4
Stochastic process
4
Stochastischer Prozess
4
Volatility Modelling
4
Wechselkurs
4
long memory
4
Aktienindex
3
Energiemarkt
3
Energy market
3
Estimation theory
3
GARCH models
3
Markov chain
3
Markov-Kette
3
Options volatility
3
Portfolio selection
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Kumar, Dilip
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Charfeddine, Lanouar
1
Doblas, Mark P.
1
Horvath, Blanka Nora
1
Langeland, Kjell Noralf
1
Muguruza, Aitor
1
Natarajan, Vinodh Kesavaraj
1
Pilbeam, Keith
1
Sankar, Jayendira P.
1
Tomas, Mehdi
1
more ...
less ...
Published in...
All
American journal of finance and accounting
1
Applied economics
1
IIMB management review
1
International economics and economic policy : IEEP
1
Middle East journal of management : MEJM
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting exchange rate volatility : GARCH models versus implied volatility forecasts
Pilbeam, Keith
;
Langeland, Kjell Noralf
- In:
International economics and economic policy : IEEP
12
(
2015
)
1
,
pp. 127-142
Persistent link: https://www.econbiz.de/10011375830
Saved in:
2
Forecasting energy futures volatility based on the unbiased extreme value volatility estimator
Kumar, Dilip
- In:
IIMB management review
29
(
2017
)
4
,
pp. 294-310
Persistent link: https://www.econbiz.de/10011879691
Saved in:
3
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
4
Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
Saved in:
5
Sudden changes in crude oil price volatility : an application of extreme value volatility estimator
Kumar, Dilip
- In:
American journal of finance and accounting
4
(
2015/2016
)
3/4
,
pp. 215-234
Persistent link: https://www.econbiz.de/10011713524
Saved in:
6
Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->