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~subject:"Prognoseverfahren"
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Rough-heston local-volatility...
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Prognoseverfahren
Volatility
40,495
Volatilität
40,317
Theorie
17,352
Theory
16,953
Optionspreistheorie
14,734
Option pricing theory
14,276
Schätzung
10,720
Estimation
10,483
ARCH-Modell
10,482
ARCH model
10,301
Börsenkurs
10,204
Share price
10,046
Kapitaleinkommen
7,975
Capital income
7,941
Markov chain
7,826
Markov-Kette
7,539
Aktienmarkt
6,436
Stock market
6,368
Stochastischer Prozess
5,914
Stochastic process
5,813
USA
5,617
United States
5,452
Welt
5,165
World
5,063
Wechselkurs
4,917
Exchange rate
4,820
Forecasting model
4,705
Zeitreihenanalyse
4,599
Time series analysis
4,488
Portfolio-Management
3,655
Portfolio selection
3,631
Risk
3,365
Risiko
3,328
Derivat
3,323
Derivative
3,314
Optionsgeschäft
3,306
Option trading
3,285
Schätztheorie
2,691
Finanzmarkt
2,666
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Online availability
All
Free
1,784
Undetermined
1,715
Type of publication
All
Article
2,908
Book / Working Paper
1,864
Type of publication (narrower categories)
All
Article in journal
2,793
Aufsatz in Zeitschrift
2,793
Graue Literatur
869
Non-commercial literature
869
Working Paper
864
Arbeitspapier
808
Hochschulschrift
102
Aufsatz im Buch
101
Book section
101
Thesis
79
Collection of articles of several authors
30
Sammelwerk
30
Collection of articles written by one author
25
Sammlung
25
Aufsatzsammlung
23
Conference paper
10
Konferenzbeitrag
10
Konferenzschrift
7
Systematic review
6
Übersichtsarbeit
6
Bibliografie enthalten
5
Bibliography included
5
Article
4
Festschrift
4
Conference proceedings
3
Handbook
3
Handbuch
3
Lehrbuch
3
Textbook
3
Amtsdruckschrift
2
Bibliografie
2
Government document
2
Reprint
2
Rezension
2
Case study
1
Fallstudie
1
Forschungsbericht
1
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English
4,732
German
34
French
3
Italian
1
Spanish
1
Undetermined
1
Author
All
Gupta, Rangan
129
Ma, Feng
82
McAleer, Michael
68
Bollerslev, Tim
46
Pierdzioch, Christian
46
Zhang, Yaojie
39
Caporin, Massimiliano
38
Lux, Thomas
35
Diebold, Francis X.
34
Liang, Chao
33
Wang, Yudong
33
Bouri, Elie
31
Wei, Yu
29
Ravazzolo, Francesco
27
Christoffersen, Peter F.
26
Medeiros, Marcelo C.
26
McMillan, David G.
25
Salisu, Afees A.
25
Clements, Adam
24
Degiannakis, Stavros
24
Asai, Manabu
22
Gallo, Giampiero M.
22
Marcellino, Massimiliano
22
Wang, Jiqian
22
Andersen, Torben
21
Engle, Robert F.
21
Audrino, Francesco
20
Guidolin, Massimo
19
Koopman, Siem Jan
19
Bonato, Matteo
18
Dijk, Dick van
18
Molnár, Peter
18
Patton, Andrew J.
18
Chan, Joshua
17
Clark, Todd E.
17
Degiannakis, Stavros Antonios
17
Demirer, Rıza
17
Lu, Xinjie
17
Nonejad, Nima
17
Ghysels, Eric
16
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National Bureau of Economic Research
19
Federal Reserve Bank of St. Louis
8
Gottfried Wilhelm Leibniz Universität Hannover
5
University of Canterbury / Dept. of Economics and Finance
5
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
Instituto Valenciano de Investigaciones Económicas
2
Svenska Handelshögskolan <Helsinki>
2
The Wharton Financial Institutions Center
2
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
2
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
Centre for Growth and Business Cycle Research <Manchester>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station, New York State College of Agriculture and Life Sciences, Cornell University
1
European University Institute / Department of Law
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
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
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leonard N. Stern School of Business / Information Systems Department
1
Narodna Banka na Republika Makedonija
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
Shaker Verlag
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Stanford Institute for Economic Policy Research
1
State University of New York at Albany / Department of Economics
1
University of Exeter / Department of Economics
1
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Published in...
All
International journal of forecasting
169
Journal of forecasting
155
Finance research letters
121
Energy economics
119
International review of financial analysis
79
International review of economics & finance : IREF
66
Applied economics
65
Economic modelling
63
Journal of empirical finance
62
Journal of econometrics
61
Journal of banking & finance
60
The North American journal of economics and finance : a journal of financial economics studies
60
Discussion paper / Tinbergen Institute
46
Working paper
42
Department of Economics working paper series
40
Applied economics letters
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Quantitative finance
38
The journal of futures markets
37
Applied financial economics
34
The European journal of finance
34
International journal of finance & economics : IJFE
29
Journal of financial econometrics
29
Economics letters
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of risk and financial management : JRFM
28
Computational economics
27
Journal of international financial markets, institutions & money
27
Pacific-Basin finance journal
27
Risks : open access journal
27
Research in international business and finance
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of financial economics
22
Econometric Institute research papers
21
Journal of applied econometrics
21
Financial innovation : FIN
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Working papers
19
European journal of operational research : EJOR
18
Finance and economics discussion series
18
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Source
All
ECONIS (ZBW)
4,706
EconStor
60
USB Cologne (EcoSocSci)
4
RePEc
2
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1
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10
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4,772
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date (newest first)
date (oldest first)
1
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
2
Predicting
volatility
using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i
;
Huang, Teng-ching
;
Lin, Bing-huei
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
Saved in:
3
Option pricing with Markov switching stochastic
volatility
models
Cheng, Yiying
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 53-63
Persistent link: https://www.econbiz.de/10012601380
Saved in:
4
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:
5
Modelling and forecasting long memory time series with exponential and switching GARCH models
Amiri, Esmail
- In:
International journal of monetary economics and finance
12
(
2019
)
5
,
pp. 407-425
Persistent link: https://www.econbiz.de/10012155069
Saved in:
6
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
7
Forecasting crude oil price
volatility
Herrera, Ana María
;
Hu, Liang
;
Pastor, Daniel
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
Saved in:
8
Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.
;
Brauneis, Alexander
- In:
Central European journal of operations research : CEJOR …
24
(
2016
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
Saved in:
9
The frequency of regime switching in financial market
volatility
BenSaïda, Ahmed
- In:
Journal of empirical finance
32
(
2015
),
pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
Saved in:
10
Asymmetric information and
volatility
forecasting in commodity futures markets
Liu, Qingfu
;
Wong, Ieokhou
;
An, Yunbi
;
Zhang, Jinqing
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
Saved in:
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