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Forecasting model
Börsenkurs
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92
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67
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60
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53
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51
Zhang, Yaojie
49
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42
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38
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35
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35
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31
Lux, Thomas
30
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30
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28
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26
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26
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25
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24
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24
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19
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Verlag Dr. Kovač
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Agricultural Land Markets - Efficiency and Regulation
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Sonderforschungsgruppe Institutionenanalyse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
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Stanford Institute for Economic Policy Research
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Finance research letters
178
Journal of forecasting
156
International journal of forecasting
155
Energy economics
133
International review of financial analysis
118
Journal of banking & finance
92
Journal of empirical finance
91
International review of economics & finance : IREF
88
The North American journal of economics and finance : a journal of financial economics studies
78
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Applied economics
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Pacific-Basin finance journal
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Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computational economics
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Journal of international financial markets, institutions & money
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NBER working paper series
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Research in international business and finance
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Economics letters
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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Financial innovation : FIN
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NBER Working Paper
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial markets
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ECONIS (ZBW)
6,813
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1
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:
2
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:
3
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:
4
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
5
Dynamic linkages between implied
volatility
indices of developed and emerging financial markets : an econometric approach
Gupta, Divya
;
Kamilla, Usha
- In:
Global business review
16
(
2015
)
5
,
pp. 46-57
Persistent link: https://www.econbiz.de/10011410378
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
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:
8
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:
9
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
10
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
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