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~subject:"Forecasting model"
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Forecasting model
Optionsgeschäft
4,916
Option trading
4,915
Optionspreistheorie
2,916
Option pricing theory
2,906
Volatilität
1,305
Volatility
1,301
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1,022
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466
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464
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410
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Wese Simen, Chardin
5
Ahoniemi, Katja
4
Bernales, Alejandro
4
Han, Bing
4
Petkevich, Alex
4
Apergis, Iraklis
3
Audrino, Francesco
3
Campbell, T. Colin
3
Cao, Jie
3
Chang, Bo Young
3
Charnes, John Martin
3
Colangelo, Dominik
3
Cremers, Martijn
3
Gallmeyer, Michael F.
3
Guidolin, Massimo
3
Guo, Biao
3
Jacobs, Kris
3
Kräussl, Roman
3
Muravyev, Dmitriy
3
Muzzioli, Silvia
3
Stancu, Andrei
3
Stork, Philip
3
Voukelatos, Nikolaos
3
Zhan, Xintong
3
Alexandridis, Antonios
2
Avino, Davide E.
2
Bams, Dennis
2
Barnea, Amir
2
Bianconi, Marcelo
2
Blanchard, Gildas
2
Borochin, Paul
2
Campa, José Manuel
2
Cao, Charles Q.
2
Cao, Yi
2
Chang, P. H. Kevin
2
Chen, Louisa
2
Chi, Yeguang
2
Christoffersen, Peter F.
2
Coolen, Frank P. A.
2
Coolen-Maturi, Tahani
2
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Svenska Handelshögskolan <Helsinki>
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The journal of futures markets
12
Journal of banking & finance
10
Journal of financial economics
4
Journal of international financial markets, institutions & money
4
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
International journal of forecasting
3
International review of financial analysis
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial markets
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
Applied economics letters
2
Applied financial economics
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Energy economics
2
Forecasting volatility in the financial markets
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
Journal of economic dynamics & control
2
Journal of the Operational Research Society
2
LSF research working paper series
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Quantitative finance
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
Working paper
2
11th Annual Mid-Atlantic Research Conference in Finance (MARC)
1
Advances in business and management forecasting
1
Advances in futures and options research : a research annual
1
Annals of financial economics
1
Applied mathematical finance
1
BAFFI CAREFIN Centre Research Paper
1
CFS working paper series
1
CREATES research paper
1
China finance review international
1
Cogent economics & finance
1
Computational economics
1
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1
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ECONIS (ZBW)
202
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1
The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
-
1997
Persistent link: https://www.econbiz.de/10000623860
Saved in:
2
The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph
;
Miller, Thomas W.
-
2004
Persistent link: https://www.econbiz.de/10002120589
Saved in:
3
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
Saved in:
4
Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco
;
Colangelo, Dominik
-
2009
Persistent link: https://www.econbiz.de/10003885898
Saved in:
5
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
6
Investment portfolio strategies based on options market activity
Bhuyan, Rafiqul
;
Freund, Steven
;
Yan, Yuxing
- In:
Journal of business & economics research
7
(
2009
)
9
,
pp. 77-85
Persistent link: https://www.econbiz.de/10003894615
Saved in:
7
Joint modeling of call and put implied volatility
Ahoniemi, Katja
;
Lanne, Markku
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10003870046
Saved in:
8
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
9
GARCH predictions and the predictions of option prices
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 279-294)
.
2007
Persistent link: https://www.econbiz.de/10003872994
Saved in:
10
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
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