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~subject:"Prognoseverfahren"
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Asymptotic equivalence in Lee'...
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Prognoseverfahren
Volatility
41,108
Volatilität
40,839
Theorie
21,752
Theory
21,372
CAPM
19,070
Optionspreistheorie
14,848
Option pricing theory
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12,859
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11,501
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11,286
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7,500
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ARCH-Modell
6,778
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6,705
Portfolio-Management
6,546
Portfolio selection
6,508
USA
6,332
United States
6,171
Welt
5,667
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5,643
World
5,566
Stochastic process
5,547
Wechselkurs
4,876
Risk
4,854
Risiko
4,798
Exchange rate
4,776
Forecasting model
4,528
Risikoprämie
4,477
Risk premium
4,446
Derivat
3,668
Derivative
3,659
Zeitreihenanalyse
3,634
Time series analysis
3,551
Optionsgeschäft
3,380
Finanzmarkt
3,358
Option trading
3,357
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Sammlung
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Bibliografie enthalten
9
Bibliography included
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3
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English
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German
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French
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Gupta, Rangan
126
Ma, Feng
82
Pierdzioch, Christian
52
McAleer, Michael
50
Bollerslev, Tim
47
Zhang, Yaojie
41
Lux, Thomas
35
Diebold, Francis X.
34
Wang, Yudong
34
Liang, Chao
33
Zaremba, Adam
32
Bouri, Elie
31
Wei, Yu
29
Christoffersen, Peter F.
27
Salisu, Afees A.
27
Caporin, Massimiliano
25
McMillan, David G.
25
Clements, Adam
24
Gallo, Giampiero M.
22
Medeiros, Marcelo C.
22
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Degiannakis, Stavros
21
Engle, Robert F.
20
Ghysels, Eric
20
Patton, Andrew J.
19
Reeves, Jonathan J.
19
Bonato, Matteo
18
Demirer, Rıza
18
Li, Yan
18
Molnár, Peter
18
Nonejad, Nima
18
Clark, Todd E.
17
Lu, Xinjie
17
Prokopczuk, Marcel
17
Chan, Joshua
16
Dijk, Dick van
16
Liu, Jing
16
Zhou, Hao
16
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Brown University / Department of Economics
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Centre for Quantitative Economics & Computing
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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Institute of Finance and Accounting <London>
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Springer International Publishing
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Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Bonn Graduate School of Economics
1
Centre for Analytical Finance <Århus>
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
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International Workshop on Statistics and Finance <1999, Hongkong>
1
Leonard N. Stern School of Business / Information Systems Department
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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Stanford Institute for Economic Policy Research
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University of Chicago / Center for Research in Security Prices
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University of Exeter / Department of Economics
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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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Finance research letters
136
International journal of forecasting
129
Energy economics
121
Journal of forecasting
120
International review of financial analysis
79
Journal of banking & finance
74
Journal of empirical finance
69
International review of economics & finance : IREF
64
The North American journal of economics and finance : a journal of financial economics studies
62
Economic modelling
61
Journal of econometrics
56
Applied economics
55
Journal of financial economics
50
Quantitative finance
40
Department of Economics working paper series
39
Applied economics letters
37
The European journal of finance
37
Working paper
37
The journal of futures markets
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Pacific-Basin finance journal
33
Journal of international financial markets, institutions & money
31
Discussion paper / Tinbergen Institute
30
Applied financial economics
29
International journal of finance & economics : IJFE
29
Research in international business and finance
29
Economics letters
28
Journal of financial econometrics
27
Journal of risk and financial management : JRFM
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
NBER working paper series
24
Computational economics
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Journal of economic dynamics & control
21
CREATES research paper
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Working paper / National Bureau of Economic Research, Inc.
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of applied econometrics
19
Risks : open access journal
19
Financial innovation : FIN
18
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ECONIS (ZBW)
4,529
EconStor
50
USB Cologne (EcoSocSci)
5
RePEc
1
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1
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
2
The forecasting efficacy of risk-neutral mopments for crude oil
volatility
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
;
Wang, …
- In:
Journal of forecasting
34
(
2015
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011305272
Saved in:
3
Cross-section stock return and implied covariance between jump and diffusive
volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
4
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
5
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:
6
Exploring forecast error and the informational content of implied
volatility
in the Taiwan market
Lee, Yen-Hsien
;
Lin, Chi-tai
;
Chiang, Shu-mei
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
5
,
pp. 590-609
Persistent link: https://www.econbiz.de/10009665556
Saved in:
7
Implied
volatility
and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
-
2014
Persistent link: https://www.econbiz.de/10010362853
Saved in:
8
Looking into the relationship between implied and realized
volatility
: a study on S&P CNX Nifty index option
Mishra, Alok Kumar
;
Panda, Siba Prasad
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 67-96
Persistent link: https://www.econbiz.de/10011441282
Saved in:
9
Implied
volatility
and the risk-free rate of return in options markets
Bianconi, Marcelo
;
McLachlan, Scott
;
Sammon, Marco
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
Saved in:
10
A study on the prediction of realized
volatility
of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
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