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Stochastic process
Schweden
42,700
Volatilität
40,840
Volatility
39,806
Sweden
25,088
Prognose
21,862
Forecast
16,407
Theorie
16,062
Theory
15,753
Börsenkurs
12,486
Share price
12,333
Schätzung
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Estimation
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Prognoseverfahren
10,249
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10,119
Kapitaleinkommen
9,245
Capital income
9,213
USA
8,590
United States
7,945
Aktienmarkt
7,878
Effizienzmarkthypothese
7,837
Efficient market hypothesis
7,833
Stock market
7,737
Welt
7,586
World
7,451
ARCH-Modell
6,568
ARCH model
6,495
Deutschland
6,341
Wechselkurs
5,383
Exchange rate
5,220
Germany
4,847
Zeitreihenanalyse
4,277
Time series analysis
4,135
Optionspreistheorie
4,020
Stochastischer Prozess
3,968
Option pricing theory
3,956
Großbritannien
3,812
Finanzmarkt
3,392
Financial market
3,324
United Kingdom
3,236
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1,527
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English
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35
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McAleer, Michael
67
Asai, Manabu
37
Koopman, Siem Jan
36
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
26
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
20
Marcellino, Massimiliano
19
Nguyen, Duy
19
Yu, Jun
19
Alòs, Elisa
18
Platen, Eckhard
18
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
16
Wong, Hoi Ying
16
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Carr, Peter
14
Forde, Martin
14
Härdle, Wolfgang
14
Lucas, André
14
Renault, Eric
14
Caporin, Massimiliano
13
Corsi, Fulvio
13
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National Bureau of Economic Research
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Erasmus Research Institute of Management
3
Nuffield College
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
2
Centre of Financial Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
135
Journal of econometrics
105
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
57
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Journal of economic dynamics & control
48
Finance and stochastics
47
Econometric reviews
44
Finance research letters
42
European journal of operational research : EJOR
41
Journal of mathematical finance
38
Journal of banking & finance
36
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Annals of finance
32
Journal of empirical finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Energy economics
31
The journal of futures markets
31
Risks : open access journal
30
Economics letters
29
Research paper series / Swiss Finance Institute
29
The North American journal of economics and finance : a journal of financial economics studies
27
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
20
Journal of financial economics
19
NBER working paper series
19
Econometrics : open access journal
18
The European journal of finance
18
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ECONIS (ZBW)
3,900
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1
Time-varying macroeconomic forecast uncertainty : Sweden and the Covid-19 pandemic
Ankargren, Sebastian
-
2020
Persistent link: https://www.econbiz.de/10012318297
Saved in:
2
Inside volatility arbitrage : the secrets of skewness
Javaheri, Alireza
-
2005
Persistent link: https://www.econbiz.de/10013490205
Saved in:
3
Multifractional processes in finance
Bianchi, Sergio
;
Pianese, Augusto
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010492606
Saved in:
4
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
Saved in:
5
Thünen-Vorlesung: 6 1/2-Wechselkurse
Streissler, Erich
- In:
Die Zukunft des Sozialstaats : Jahrestagung des Vereins …
,
(pp. 79-111)
.
2000
Persistent link: https://www.econbiz.de/10001456108
Saved in:
6
Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple
Celeste, Valerio
;
Corbet, Shaen
;
Gurdgiev, Constantin
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 310-324
Persistent link: https://www.econbiz.de/10012417711
Saved in:
7
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
8
Mutual information and persistence in the stochastic volatility of market returns : an emergent market example
Dima, Bogdan
;
Dima, Ştefana Maria
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 36-59
Persistent link: https://www.econbiz.de/10011754136
Saved in:
9
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
10
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
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