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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
41,041
Volatilität
40,772
Schätztheorie
36,100
Estimation theory
35,473
Theorie
23,307
Theory
22,623
Schätzung
14,070
Estimation
13,801
Börsenkurs
10,275
Hedging
10,252
Share price
10,123
Zeitreihenanalyse
8,546
Time series analysis
8,401
Kapitaleinkommen
8,106
Capital income
8,077
ARCH-Modell
7,293
ARCH model
7,211
USA
6,617
United States
6,423
Aktienmarkt
6,226
Stock market
6,157
Welt
5,892
Optionspreistheorie
5,784
World
5,780
Option pricing theory
5,653
Forecasting model
5,504
Wechselkurs
5,144
Exchange rate
5,035
Stochastischer Prozess
4,974
Portfolio-Management
4,973
Portfolio selection
4,929
Stochastic process
4,881
Regressionsanalyse
4,444
Regression analysis
4,432
Risk
3,816
Risiko
3,774
Nichtparametrisches Verfahren
3,716
Nonparametric statistics
3,622
Derivat
3,584
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All
Free
2,045
Undetermined
1,963
Type of publication
All
Article
3,348
Book / Working Paper
2,227
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All
Article in journal
3,206
Aufsatz in Zeitschrift
3,206
Working Paper
1,024
Graue Literatur
1,023
Non-commercial literature
1,023
Arbeitspapier
964
Aufsatz im Buch
123
Book section
123
Hochschulschrift
108
Thesis
85
Collection of articles of several authors
39
Sammelwerk
39
Collection of articles written by one author
30
Sammlung
30
Aufsatzsammlung
25
Conference paper
17
Konferenzbeitrag
17
Bibliografie enthalten
16
Bibliography included
16
Konferenzschrift
10
Lehrbuch
7
Textbook
7
Festschrift
6
Systematic review
5
Übersichtsarbeit
5
Amtsdruckschrift
3
Article
3
Conference proceedings
3
Forschungsbericht
3
Government document
3
Handbook
3
Handbuch
3
Reprint
3
Bibliografie
2
Case study
2
Fallstudie
2
Rezension
2
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English
5,494
German
75
French
4
Spanish
3
Italian
1
Dutch
1
Polish
1
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Author
All
Gupta, Rangan
125
Ma, Feng
82
McAleer, Michael
51
Pierdzioch, Christian
50
Bollerslev, Tim
46
Diebold, Francis X.
45
Swanson, Norman R.
45
Zhang, Yaojie
41
Lux, Thomas
34
Wang, Yudong
34
Liang, Chao
33
Marcellino, Massimiliano
33
Bouri, Elie
32
Clark, Todd E.
31
Christoffersen, Peter F.
30
Wei, Yu
29
Salisu, Afees A.
27
Caporin, Massimiliano
26
Medeiros, Marcelo C.
26
Andersen, Torben
25
Clements, Adam
25
Corradi, Valentina
25
McMillan, David G.
24
Degiannakis, Stavros
22
Gallo, Giampiero M.
22
Huber, Florian
22
Wang, Jiqian
22
Asai, Manabu
21
Dijk, Dick van
21
Koop, Gary
21
Koopman, Siem Jan
21
Engle, Robert F.
20
Patton, Andrew J.
20
Bonato, Matteo
19
Chan, Joshua
19
Pesaran, M. Hashem
19
Degiannakis, Stavros Antonios
18
Ghysels, Eric
18
Molnár, Peter
18
Demirer, Rıza
17
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National Bureau of Economic Research
26
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Rutgers University / Department of Economics
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of San Francisco
2
HFDF <1, 1995, Zürich>
2
Institute of Finance and Accounting <London>
2
OECD
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Umeå universitet
2
University of Canterbury / Dept. of Economics and Finance
2
Zentrum für Europäische Wirtschaftsforschung
2
Air Force Project Rand
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Deutschland / Bundesministerium der Finanzen
1
Europäische Kommission / Statistisches Amt
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
HFDF <2, 1998, Zürich>
1
Hochschule für Bankwirtschaft
1
Institut für Industriebetriebsforschung <Hamburg>
1
Instituto Valenciano de Investigaciones Económicas
1
International Accounting Standards Board
1
International Institute for Applied Systems Analysis
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leonard N. Stern School of Business / Information Systems Department
1
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Published in...
All
International journal of forecasting
226
Journal of forecasting
178
Finance research letters
130
Energy economics
121
Journal of econometrics
118
International review of financial analysis
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of empirical finance
69
Economic modelling
65
International review of economics & finance : IREF
61
Applied economics
58
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of banking & finance
54
Discussion paper / Tinbergen Institute
46
Economics letters
43
Working paper
41
Department of Economics working paper series
40
Applied economics letters
39
The journal of futures markets
38
Quantitative finance
37
The European journal of finance
33
Applied financial economics
31
International journal of finance & economics : IJFE
30
Computational economics
29
Journal of financial econometrics
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Journal of financial economics
29
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Journal of international financial markets, institutions & money
28
Journal of risk and financial management : JRFM
27
Risks : open access journal
27
CREATES research paper
26
Econometric reviews
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of applied econometrics
25
Pacific-Basin finance journal
24
Research in international business and finance
24
European journal of operational research : EJOR
23
Finance and economics discussion series
23
NBER working paper series
23
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ECONIS (ZBW)
5,506
EconStor
63
USB Cologne (EcoSocSci)
5
RePEc
1
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1
Künstliche neuronale Netze und ihre Beziehungen zur Statistik
Widmann, Gabriele
-
2001
Persistent link: https://www.econbiz.de/10001543805
Saved in:
2
Volatility
forecasting in a tick data model
Rogers, Leonard C. G.
- In:
Forecasting volatility in the financial markets
,
(pp. 295-299)
.
2007
Persistent link: https://www.econbiz.de/10003872998
Saved in:
3
Option pricing under stochastic
volatility
and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
4
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:
5
Assessing the quality of
volatility
estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
Saved in:
6
Forecasting performance of
volatility
models for pricing S&P CNX Nifty index options via Black-Scholes model
Singh, Vipul Kumar
;
Ahmad, Naseem
- In:
The IUP journal of applied finance : IJAF
17
(
2011
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10009270171
Saved in:
7
Information content in sneer asymmetry : an application to out-of-sample implied
volatility
forecasting
Choi, Youngsoo
;
Jordan, Steven J.
;
Lee, Wonchang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
Saved in:
8
Assessing the performance of symmetric and asymmetric implied
volatility
functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
9
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
10
Forecasting credit spread
volatility
: evidence from the Japanese Eurobond market
Johnson, Brock N.
;
Batten, Jonathan A.
- In:
Asia-Pacific financial markets
10
(
2003
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10003083939
Saved in:
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