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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
40,965
Volatilität
40,697
Theorie
28,340
Theory
27,697
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Derivat
13,964
Derivative
13,930
Börsenkurs
10,966
Share price
10,802
Schätzung
10,732
Estimation
10,492
Statistische Verteilung
8,511
Kapitaleinkommen
8,352
Capital income
8,321
Statistical distribution
8,302
USA
7,129
ARCH-Modell
7,021
ARCH model
6,938
United States
6,907
Aktienmarkt
6,323
Stock market
6,250
Welt
6,102
World
5,988
Portfolio-Management
5,870
Portfolio selection
5,829
Forecasting model
5,251
Optionsgeschäft
5,131
Option trading
4,922
Wechselkurs
4,892
Exchange rate
4,786
Risk
4,606
Zeitreihenanalyse
4,600
Risiko
4,577
Time series analysis
4,473
Hedging
3,942
Schätztheorie
3,745
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Online availability
All
Free
2,090
Undetermined
1,868
Type of publication
All
Article
3,139
Book / Working Paper
2,188
Type of publication (narrower categories)
All
Article in journal
3,018
Aufsatz in Zeitschrift
3,018
Working Paper
1,006
Graue Literatur
1,000
Non-commercial literature
1,000
Arbeitspapier
939
Hochschulschrift
106
Aufsatz im Buch
104
Book section
104
Thesis
86
Collection of articles of several authors
32
Sammelwerk
32
Collection of articles written by one author
27
Sammlung
27
Aufsatzsammlung
22
Conference paper
10
Konferenzbeitrag
10
Lehrbuch
7
Bibliografie enthalten
6
Bibliography included
6
Konferenzschrift
6
Systematic review
6
Textbook
6
Übersichtsarbeit
6
Festschrift
4
Handbook
4
Handbuch
4
Article
3
Bibliografie
3
Conference proceedings
3
Reprint
2
Rezension
2
Case study
1
Fallstudie
1
Forschungsbericht
1
Glossar enthalten
1
Glossary included
1
Interview
1
Mehrbändiges Werk
1
Multi-volume publication
1
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Language
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English
5,277
German
44
French
2
Polish
2
Romanian
1
Spanish
1
Author
All
Gupta, Rangan
125
Ma, Feng
82
McAleer, Michael
53
Ravazzolo, Francesco
51
Pierdzioch, Christian
49
Diebold, Francis X.
47
Bollerslev, Tim
46
Zhang, Yaojie
42
Wang, Yudong
36
Lux, Thomas
35
Liang, Chao
33
Bouri, Elie
30
Dijk, Herman K. van
29
Mitchell, James
29
Wei, Yu
29
Dijk, Dick van
28
Salisu, Afees A.
28
Christoffersen, Peter F.
27
Caporin, Massimiliano
26
Clements, Adam
25
Engle, Robert F.
25
Koopman, Siem Jan
25
McMillan, David G.
24
Gallo, Giampiero M.
23
Casarin, Roberto
22
Clark, Todd E.
22
Degiannakis, Stavros
22
Medeiros, Marcelo C.
22
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Patton, Andrew J.
21
Molnár, Peter
20
Shin, Minchul
20
Bonato, Matteo
18
Marcellino, Massimiliano
18
Opschoor, Anne
18
Chan, Joshua
17
Demirer, Rıza
17
Ghysels, Eric
17
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Institution
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National Bureau of Economic Research
26
Federal Reserve Bank of St. Louis
7
Gottfried Wilhelm Leibniz Universität Hannover
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of Cleveland
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
European University Institute / Department of Law
2
Federal Reserve Bank of San Francisco
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Canterbury / Dept. of Economics and Finance
2
Agricultural Land Markets - Efficiency and Regulation
1
Alaska / Dept. of Labor / Research and Analysis Section
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
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of New York
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
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leonard N. Stern School of Business / Information Systems Department
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
University of Exeter / Department of Economics
1
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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Published in...
All
International journal of forecasting
205
Journal of forecasting
157
Energy economics
129
Finance research letters
124
International review of financial analysis
83
International review of economics & finance : IREF
67
Economic modelling
66
Journal of econometrics
66
Journal of banking & finance
64
Applied economics
63
The North American journal of economics and finance : a journal of financial economics studies
63
Discussion paper / Tinbergen Institute
60
Journal of empirical finance
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
The journal of futures markets
49
Applied economics letters
40
The European journal of finance
40
Department of Economics working paper series
39
Quantitative finance
38
Working paper
38
Journal of financial econometrics
34
Risks : open access journal
33
Applied financial economics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Economics letters
29
Journal of financial economics
29
Journal of international financial markets, institutions & money
29
International journal of finance & economics : IJFE
28
Journal of applied econometrics
28
Pacific-Basin finance journal
28
Journal of risk and financial management : JRFM
27
Research in international business and finance
26
NBER working paper series
24
Computational economics
23
Journal of economic dynamics & control
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
European journal of operational research : EJOR
22
NBER Working Paper
22
CAMA working paper series
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
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Source
All
ECONIS (ZBW)
5,252
EconStor
70
USB Cologne (EcoSocSci)
4
RePEc
1
Showing
1
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10
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5,327
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date (oldest first)
1
Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
Saved in:
2
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:
3
The Information Content of The Implied
Volatility
Surface : Can Option Prices Predict Jumps?
Han, Yufeng
-
2020
We ask whether option prices contain information on the likelihood and direction of jumps in the underlying stock prices. Applying the partial least squares (PLS) approach to the entire surface of the implied volatilities (IV), we show that option prices can successfully predict downward jumps...
Persistent link: https://www.econbiz.de/10012847745
Saved in:
4
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:
5
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:
6
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
7
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
8
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:
9
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:
10
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
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