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Forecasting model
Volatility
40,913
Volatilität
40,645
Theorie
21,713
Theory
21,214
Optionspreistheorie
14,810
Option pricing theory
14,351
Derivat
13,957
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13,923
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11,518
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11,350
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9,990
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9,771
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7,850
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7,823
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7,124
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6,921
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6,657
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6,646
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6,569
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6,568
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6,067
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5,977
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5,959
Incomplete market
5,745
Stochastischer Prozess
5,603
Stochastic process
5,502
Optionsgeschäft
5,123
Wechselkurs
5,009
Option trading
4,914
Exchange rate
4,901
Portfolio-Management
4,527
Portfolio selection
4,500
Finanzmarkt
4,403
Financial market
4,299
Prognoseverfahren
4,235
Hedging
3,873
Risk
3,835
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29
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Gupta, Rangan
121
Ma, Feng
82
McAleer, Michael
47
Pierdzioch, Christian
47
Bollerslev, Tim
45
Zhang, Yaojie
42
Wang, Yudong
35
Liang, Chao
33
Diebold, Francis X.
32
Bouri, Elie
30
Wei, Yu
29
Lux, Thomas
28
Salisu, Afees A.
27
Engle, Robert F.
26
Caporin, Massimiliano
24
Christoffersen, Peter F.
24
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Wang, Jiqian
22
Andersen, Torben
21
Degiannakis, Stavros
21
Asai, Manabu
20
Medeiros, Marcelo C.
20
Molnár, Peter
19
Bonato, Matteo
18
Patton, Andrew J.
18
Chan, Joshua
17
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Zhou, Hao
16
Kumar, Dilip
15
Wu, Xinyu
15
Degiannakis, Stavros Antonios
14
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Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of San Francisco
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2
Svenska Handelshögskolan <Helsinki>
2
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2
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1
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1
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1
Bonn Graduate School of Economics
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1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Hochschule für Bankwirtschaft
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leonard N. Stern School of Business / Information Systems Department
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
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1
Université de Montréal / Département de sciences économiques
1
Verlag Dr. Kovač
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of forecasting
134
Journal of forecasting
120
Energy economics
119
Finance research letters
119
International review of financial analysis
78
International review of economics & finance : IREF
62
Economic modelling
60
The North American journal of economics and finance : a journal of financial economics studies
58
Journal of banking & finance
57
Journal of empirical finance
57
Applied economics
54
The journal of futures markets
50
Journal of econometrics
49
Department of Economics working paper series
39
Quantitative finance
38
The European journal of finance
37
Applied economics letters
36
Working paper
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Discussion paper / Tinbergen Institute
30
Applied financial economics
29
International journal of finance & economics : IJFE
28
Journal of international financial markets, institutions & money
28
Journal of financial economics
27
Pacific-Basin finance journal
26
Journal of financial econometrics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
24
Research in international business and finance
24
Economics letters
22
Computational economics
20
Journal of applied econometrics
19
NBER working paper series
19
Risks : open access journal
19
Journal of economic dynamics & control
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Working paper / National Bureau of Economic Research, Inc.
18
CREATES research paper
17
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
17
Finance and economics discussion series
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ECONIS (ZBW)
4,180
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1
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4,180
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1
Do Chinese retail option traders know anything about market
volatility
?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
2
Implied
volatility
forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
3
Pricing vanilla options using artificial neural networks : application to the South African market
Du Plooy, Ryno
;
Venter, Pierre J.
- In:
Cogent economics & finance
9
(
2021
)
1
,
pp. 1-15
European call options using a constructed implied
volatility
surface. The prices generated by the ANN were compared to the …
Persistent link: https://www.econbiz.de/10013183896
Saved in:
4
Informational content of
volatility
forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global business and finance review
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10011607982
Saved in:
5
Predictive power of implied
volatility
of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4412-4430
Persistent link: https://www.econbiz.de/10013461338
Saved in:
6
Volatility
models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
7
Forecasting
volatility
with the realized range in the presence of noise and non-trading
Bannouh, Karim
;
Martens, Martin
;
Dijk, Dick van
-
2012
Persistent link: https://www.econbiz.de/10009664660
Saved in:
8
Learning to smile : can rational learning explain predictable dynamics in the implied
volatility
surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
9
Learning to smile : can rational learning explain predictable dynamics in the implied
volatility
surface?
Bernales, Alejandro
;
Guidolin, Massimo
-
2015
-
This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309
Saved in:
10
Option pricing via breakeven
volatility
Hull, Blair
;
Li, Anlong
;
Qiao, Xiao
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
Saved in:
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