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~subject:"Prognoseverfahren"
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Prognoseverfahren
Deutschland
454,919
Germany
238,258
Volatility
40,903
Volatilität
40,635
Theorie
38,195
Theory
36,946
Aktienmarkt
29,989
Stock market
29,882
Schätzung
28,676
Estimation
26,561
Börsenkurs
22,072
Share price
21,679
USA
19,729
United States
17,292
Optionspreistheorie
14,803
Kapitaleinkommen
14,344
Option pricing theory
14,344
Capital income
14,298
Großbritannien
13,825
Welt
13,813
World
13,208
Recht
12,422
EU-Staaten
11,798
United Kingdom
11,527
EU countries
11,297
Deutschland <Bundesrepublik>
11,204
Frankreich
10,884
Wirkungsanalyse
8,435
France
8,372
Geschichte
7,809
Impact assessment
7,797
Vergleich
7,758
ARCH-Modell
7,262
ARCH model
7,174
Konjunktur
7,162
Comparison
6,972
Portfolio-Management
6,738
Bank
6,672
Portfolio selection
6,663
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Free
2,575
Undetermined
2,088
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Article
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2,997
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1
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Article in journal
3,521
Aufsatz in Zeitschrift
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Graue Literatur
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1,275
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1,113
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287
Thesis
238
Aufsatz im Buch
233
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Collection of articles of several authors
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Sammelwerk
76
Aufsatzsammlung
47
Collection of articles written by one author
40
Sammlung
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Bibliografie enthalten
36
Bibliography included
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32
Konferenzschrift
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Konferenzbeitrag
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Lehrbuch
12
Handbook
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Handbuch
11
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10
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9
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8
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7
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7
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6
Government document
6
Statistik
6
Elektronischer Datenträger
5
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English
6,182
German
618
French
6
Polish
4
Italian
3
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Russian
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Gupta, Rangan
133
Ma, Feng
89
Pierdzioch, Christian
76
McAleer, Michael
53
Bollerslev, Tim
50
Zhang, Yaojie
45
Döpke, Jörg
43
Diebold, Francis X.
41
Liang, Chao
39
Lux, Thomas
39
McMillan, David G.
39
Schumacher, Christian
39
Cholodilin, Konstantin Arkadʹevič
35
Fritsche, Ulrich
35
Wang, Yudong
35
Salisu, Afees A.
32
Bouri, Elie
31
Marcellino, Massimiliano
31
Siliverstovs, Boriss
31
Wei, Yu
30
Caporin, Massimiliano
26
Christoffersen, Peter F.
26
Clements, Adam
25
Wohlrabe, Klaus
25
Degiannakis, Stavros
24
Wang, Jiqian
24
Andersen, Torben
23
Zimmermann, Klaus F.
23
Boysen-Hogrefe, Jens
22
Gallo, Giampiero M.
22
Kooths, Stefan
22
Lehmann, Robert
22
Medeiros, Marcelo C.
22
Nierhaus, Wolfgang
22
Asai, Manabu
21
Jannsen, Nils
21
Engle, Robert F.
20
Wohar, Mark E.
20
Zaremba, Adam
20
Zhou, Hao
20
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National Bureau of Economic Research
32
Federal Reserve Bank of St. Louis
9
Gottfried Wilhelm Leibniz Universität Hannover
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Institut für Weltwirtschaft
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Springer Fachmedien Wiesbaden
4
Federal Reserve Bank of Cleveland
3
Verlag Dr. Kovač
3
Zentrum für Europäische Wirtschaftsforschung
3
Books on Demand GmbH <Norderstedt>
2
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Deutsches Institut für Wirtschaftsforschung
2
European University Institute / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Institut für Arbeitsmarkt- und Berufsforschung
2
Institute of Finance and Accounting <London>
2
Kiel Institute for the World Economy
2
Leibniz-Institut für Ökologische Raumentwicklung
2
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
2
Sachverständigenrat zur Begutachtung der Gesamtwirtschaftlichen Entwicklung
2
Staats- und Universitätsbibliothek Hamburg Carl von Ossietzky / Hamburg University Press
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bayerische Hypotheken- und Wechsel-Bank
1
Berufsverband Deutscher Markt- und Sozialforscher
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesinstitut für Berufsbildung
1
Bundesinstitut für Bevölkerungsforschung
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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Published in...
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International journal of forecasting
167
Finance research letters
153
Journal of forecasting
142
Energy economics
124
International review of financial analysis
93
International review of economics & finance : IREF
85
Journal of empirical finance
74
Journal of banking & finance
72
Economic modelling
71
The North American journal of economics and finance : a journal of financial economics studies
71
Applied economics
69
Journal of econometrics
53
Pacific-Basin finance journal
47
Applied economics letters
46
The European journal of finance
45
Applied financial economics
43
Journal of international financial markets, institutions & money
41
Department of Economics working paper series
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Working paper
40
Computational economics
38
International journal of finance & economics : IJFE
38
The journal of futures markets
38
Discussion paper / Tinbergen Institute
36
Quantitative finance
36
Research in international business and finance
34
Economics letters
31
NBER working paper series
31
Journal of risk and financial management : JRFM
30
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Financial innovation : FIN
28
Journal of financial economics
28
Journal of financial econometrics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
CESifo working papers
25
Working paper / National Bureau of Economic Research, Inc.
25
Journal of international money and finance
23
NBER Working Paper
23
SFB 649 discussion paper
23
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Source
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ECONIS (ZBW)
6,580
EconStor
206
RePEc
10
USB Cologne (EcoSocSci)
10
OLC EcoSci
1
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1
Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg
-
1996
-
1. Aufl
Persistent link: https://www.econbiz.de/10000937935
Saved in:
2
Empirical studies on
volatility
in international stock markets
Hol, Eugenie M. J. H.
-
2003
Persistent link: https://www.econbiz.de/10001781211
Saved in:
3
Forecasting
volatility
and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
4
Predicting
volatility
of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
5
Model-free implied
volatility
: from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
6
The quality of market
volatility
forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
7
Forecasting market index
volatility
using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
8
Forecasting
volatility
and market returns using the CBOE
Volatility
Index and its options
Stanley, Spencer T.
;
Trainor, William J.
- In:
The journal of investment strategies
10
(
2021
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10013270053
Saved in:
9
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
10
Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322176
Saved in:
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