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~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
41,108
Volatilität
40,839
Kreditrisiko
20,510
Credit risk
20,347
Theorie
18,990
Theory
18,539
Optionspreistheorie
14,848
Option pricing theory
14,387
Schätzung
10,191
Börsenkurs
10,182
Share price
10,031
Estimation
9,947
Kapitaleinkommen
7,699
Capital income
7,671
ARCH-Modell
6,650
ARCH model
6,578
Welt
6,451
USA
6,390
World
6,327
United States
6,196
Aktienmarkt
6,080
Stock market
6,017
Stochastischer Prozess
5,566
Stochastic process
5,465
Optionsgeschäft
5,147
Option trading
4,938
Portfolio-Management
4,925
Portfolio selection
4,861
Wechselkurs
4,759
Exchange rate
4,666
Derivat
4,598
Derivative
4,583
Forecasting model
4,570
Kreditgeschäft
4,441
Bank lending
4,292
Financial crisis
4,052
Finanzkrise
4,051
Risk
4,029
Risiko
3,963
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Undetermined
1,721
Free
1,719
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Article
2,862
Book / Working Paper
1,774
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All
Article in journal
2,752
Aufsatz in Zeitschrift
2,752
Working Paper
770
Graue Literatur
766
Non-commercial literature
766
Arbeitspapier
714
Hochschulschrift
102
Aufsatz im Buch
94
Book section
94
Thesis
81
Collection of articles of several authors
32
Sammelwerk
32
Collection of articles written by one author
27
Sammlung
27
Aufsatzsammlung
24
Conference paper
8
Konferenzbeitrag
8
Konferenzschrift
6
Bibliografie enthalten
5
Bibliography included
5
Systematic review
5
Übersichtsarbeit
5
Festschrift
4
Forschungsbericht
4
Handbook
4
Handbuch
4
Lehrbuch
4
Textbook
4
Article
3
Case study
3
Conference proceedings
3
Fallstudie
3
Bibliografie
2
Reprint
2
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2
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1
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English
4,573
German
54
Spanish
4
French
2
Italian
2
Finnish
1
Author
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Gupta, Rangan
123
Ma, Feng
82
McAleer, Michael
54
Pierdzioch, Christian
49
Bollerslev, Tim
46
Zhang, Yaojie
41
Lux, Thomas
35
Diebold, Francis X.
34
Wang, Yudong
34
Liang, Chao
33
Bouri, Elie
30
Wei, Yu
29
Salisu, Afees A.
27
Christoffersen, Peter F.
26
Koopman, Siem Jan
26
Caporin, Massimiliano
25
Clements, Adam
24
McMillan, David G.
24
Gallo, Giampiero M.
22
Medeiros, Marcelo C.
22
Wang, Jiqian
22
Andersen, Torben
21
Asai, Manabu
21
Degiannakis, Stavros
21
Engle, Robert F.
21
Zhou, Hao
20
Patton, Andrew J.
19
Bonato, Matteo
18
Molnár, Peter
18
Clark, Todd E.
17
Demirer, Rıza
17
Lu, Xinjie
17
Chan, Joshua
16
Dijk, Dick van
16
Ghysels, Eric
16
Li, Yan
16
Liu, Jing
16
Nonejad, Nima
16
Härdle, Wolfgang
15
Kumar, Dilip
15
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National Bureau of Economic Research
17
Federal Reserve Bank of St. Louis
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
2
Federal Reserve Bank of Cleveland
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 Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Berliner Wissenschafts-Verlag
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
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
Josef Eul Verlag GmbH
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
Universidad Pontificia Comillas
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...
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International journal of forecasting
143
Journal of forecasting
126
Finance research letters
124
Energy economics
120
International review of financial analysis
77
Journal of banking & finance
72
International review of economics & finance : IREF
63
Economic modelling
59
Journal of empirical finance
59
The North American journal of economics and finance : a journal of financial economics studies
58
Applied economics
54
Journal of econometrics
52
Applied economics letters
41
The journal of futures markets
40
Department of Economics working paper series
39
Discussion paper / Tinbergen Institute
38
Quantitative finance
38
Working paper
36
The European journal of finance
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Research in international business and finance
32
Applied financial economics
29
International journal of finance & economics : IJFE
29
Journal of financial economics
29
European journal of operational research : EJOR
28
Journal of risk and financial management : JRFM
28
Pacific-Basin finance journal
28
The journal of risk model validation
28
Journal of financial econometrics
27
Journal of international financial markets, institutions & money
27
Risks : open access journal
26
Economics letters
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Computational economics
23
The journal of credit risk : published quarterly by Incisive Media
22
Finance and economics discussion series
20
Journal of applied econometrics
20
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of economic dynamics & control
18
CREATES research paper
17
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Source
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ECONIS (ZBW)
4,571
EconStor
60
USB Cologne (EcoSocSci)
4
RePEc
1
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1
Cross-sectional variation of option-implied
volatility
skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
2
The performance of insolvency prediction and credit risk models in the UK : a comparative study
Jackson, Richard H. G.
;
Wood, Anthony
- In:
The British accounting review : the journal of the …
45
(
2013
)
3
,
pp. 183-202
Persistent link: https://www.econbiz.de/10010192705
Saved in:
3
Synthetic options and implied
volatility
for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
4
Jump tail risk premium and predicting US and Japanese credit spreads
Ubukata, Masato
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10012052257
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
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:
7
Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset
volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
8
Intermediate
volatility
forecasts using implied forward
volatility
: the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Saved in:
9
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:
10
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:
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