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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Volatility modelling
46
Volatilität
35
Volatility
34
ARCH-Modell
21
ARCH model
20
volatility modelling
18
Theorie
15
Time series analysis
15
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Aktienmarkt
6
Capital income
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Kapitaleinkommen
6
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Börsenkurs
5
Exchange rate
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Option pricing theory
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Optionspreistheorie
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Share price
5
Stochastic volatility
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ARCH
4
Stochastic process
4
Volatility Modelling
4
Wechselkurs
4
long memory
4
Aktienindex
3
Energiemarkt
3
Energy market
3
Estimation theory
3
GARCH models
3
Markov chain
3
Markov-Kette
3
Options volatility
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Andriosopoulos, Kostas
1
Awais, Muhammad
1
Fanelli, Viviana
1
Horvath, Blanka Nora
1
Irfan, Maria
1
Irfan, Mohammad
1
Muguruza, Aitor
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Nomikos, Nikos K.
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Energy economics
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European journal of operational research : EJOR
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International journal of economic perspectives : IJEP
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Quantitative finance
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ECONIS (ZBW)
4
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Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.
;
Andriosopoulos, Kostas
- In:
Energy economics
34
(
2012
)
4
,
pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
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2
Modeling conditional heteroscedasticity and dorecasting in short term interest rate of KIBOR
Irfan, Mohammad
;
Irfan, Maria
;
Awais, Muhammad
- In:
International journal of economic perspectives : IJEP
4
(
2010
)
4
,
pp. 635-654
Persistent link: https://www.econbiz.de/10011587802
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3
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
4
Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
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