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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
41,061
Volatilität
40,792
Kapitaleinkommen
39,492
Capital income
39,392
Managers
36,673
Führungskräfte
36,144
Theorie
25,409
Theory
24,915
Börsenkurs
21,237
Share price
21,058
Schätzung
16,173
Estimation
15,892
Optionspreistheorie
14,840
Option pricing theory
14,379
Griechenland
13,696
USA
13,655
United States
13,189
Aktienmarkt
12,319
Stock market
12,227
Greece
11,603
Portfolio-Management
9,971
Portfolio selection
9,925
Welt
8,183
World
8,059
Forecasting model
7,662
Risikopräferenz
7,634
Risk attitude
7,475
Corporate Governance
7,250
Corporate governance
7,224
Risk
7,192
ARCH-Modell
7,182
ARCH model
7,104
Risiko
7,072
CAPM
6,850
Anlageverhalten
6,107
Behavioural finance
6,047
Deutschland
5,651
Stochastischer Prozess
5,589
Stochastic process
5,490
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Free
2,933
Undetermined
2,727
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All
Article
4,634
Book / Working Paper
3,095
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All
Article in journal
4,479
Aufsatz in Zeitschrift
4,479
Graue Literatur
1,115
Non-commercial literature
1,115
Working Paper
1,109
Arbeitspapier
1,053
Aufsatz im Buch
140
Book section
140
Hochschulschrift
133
Thesis
98
Collection of articles of several authors
40
Sammelwerk
40
Collection of articles written by one author
39
Sammlung
39
Aufsatzsammlung
25
Conference paper
16
Konferenzbeitrag
16
Bibliografie enthalten
10
Bibliography included
10
Konferenzschrift
7
Reprint
6
Case study
5
Fallstudie
5
Systematic review
5
Übersichtsarbeit
5
Article
4
Conference proceedings
4
Festschrift
4
Handbook
3
Handbuch
3
Lehrbuch
3
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3
Bibliografie
2
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2
Forschungsbericht
1
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English
7,674
German
45
French
4
Polish
3
Spanish
2
Italian
1
Undetermined
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Author
All
Gupta, Rangan
157
Ma, Feng
95
McMillan, David G.
72
Pierdzioch, Christian
72
Zhang, Yaojie
54
Bollerslev, Tim
52
Wang, Yudong
51
McAleer, Michael
50
Diebold, Francis X.
46
Zaremba, Adam
42
Guidolin, Massimo
41
Bouri, Elie
39
Wohar, Mark E.
39
Liang, Chao
38
Lux, Thomas
37
Timmermann, Allan
37
Salisu, Afees A.
36
Zhou, Guofu
35
Narayan, Paresh Kumar
32
Wei, Yu
30
Christoffersen, Peter F.
27
Caporin, Massimiliano
25
Clements, Adam
24
Ghysels, Eric
24
Andersen, Torben
23
Degiannakis, Stavros
23
Medeiros, Marcelo C.
23
Wang, Jiqian
23
Gallo, Giampiero M.
22
Jiang, Fuwei
22
Li, Yan
22
Pesaran, M. Hashem
22
Zhou, Hao
22
Asai, Manabu
21
Lu, Xinjie
21
Bonato, Matteo
20
Demirer, Rıza
20
Dijk, Dick van
20
Engle, Robert F.
20
Molnár, Peter
19
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National Bureau of Economic Research
60
Federal Reserve Bank of St. Louis
9
Gottfried Wilhelm Leibniz Universität Hannover
8
Federal Reserve Bank of San Francisco
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Birkbeck College / Department of Economics
3
Federal Reserve Bank of Cleveland
3
Federal Reserve System / Division of Research and Statistics
3
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chicago Tribune <Firma>
2
Institute of Finance and Accounting <London>
2
Rodney L. White Center for Financial Research
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
Bonn Graduate School of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Foundation for Research on Human Behavior
1
Hochschule für Bankwirtschaft
1
IGI Global
1
INSEAD
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Instituto Valenciano de Investigaciones Económicas
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / European Department <2>
1
Kentro Programmatismou kai Oikonomikōn Ereunōn
1
Leonard N. Stern School of Business / Information Systems Department
1
Royal Hellenic Research Foundation
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
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Published in...
All
Finance research letters
220
International journal of forecasting
174
Journal of forecasting
159
Energy economics
139
International review of financial analysis
134
Journal of empirical finance
133
Journal of banking & finance
120
International review of economics & finance : IREF
105
Journal of financial economics
100
Journal of econometrics
83
The North American journal of economics and finance : a journal of financial economics studies
82
Economic modelling
81
Applied economics
79
Pacific-Basin finance journal
76
The European journal of finance
64
Applied economics letters
60
NBER working paper series
58
Quantitative finance
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper
50
The journal of futures markets
49
Applied financial economics
47
Economics letters
47
Journal of international financial markets, institutions & money
47
NBER Working Paper
46
Research in international business and finance
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Working paper / National Bureau of Economic Research, Inc.
42
Department of Economics working paper series
41
The review of financial studies
40
International journal of finance & economics : IJFE
39
Journal of risk and financial management : JRFM
39
Journal of financial markets
38
Discussion paper / Tinbergen Institute
37
Review of quantitative finance and accounting
35
CREATES research paper
33
Computational economics
32
Finance and economics discussion series
32
Journal of financial econometrics
31
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Source
All
ECONIS (ZBW)
7,663
EconStor
60
USB Cologne (EcoSocSci)
5
RePEc
1
Showing
1
-
10
of
7,729
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relevance
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date (newest first)
date (oldest first)
1
Information content of aggregate implied
volatility
spread
Han, Bing
;
Li, Gang
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
Saved in:
2
Do options price predictable patterns in future stock returns? : evidence from accounting anomalies
Schonberger, Bryce
;
Subramanyam, K. R.
;
Hong, Hyun A.
-
2015
-
Draft: August 2015
stock prices. Further analysis suggests that high costs of trading options — implied
volatility
premiums and transaction …
Persistent link: https://www.econbiz.de/10011807960
Saved in:
3
Can we forecast the implied
volatility
surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
4
Can we forecast the implied
volatility
surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
-
2012
-
This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
Saved in:
5
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
6
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
7
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:
8
Forecasting financial
volatility
of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
9
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
10
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
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