//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the foundation of performan...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
126
Theory
126
Portfolio selection
78
Portfolio-Management
78
Forecasting model
44
Prognoseverfahren
44
Capital income
34
Kapitaleinkommen
34
CAPM
30
Estimation
28
Schätzung
28
Großbritannien
27
United Kingdom
27
Volatility
23
Risiko
22
Risk
22
Estimation theory
20
Schätztheorie
20
Börsenkurs
18
Share price
18
Anlageverhalten
16
Time series analysis
15
Zeitreihenanalyse
15
Behavioural finance
14
Aktienmarkt
13
Risikomanagement
13
Stock market
13
Mathematical programming
12
Mathematische Optimierung
12
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Welt
12
World
12
Expected utility
11
USA
11
United States
11
Erwartungsnutzen
10
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
12
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
4
Aufsatz im Buch
4
Book section
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatzsammlung
3
Collection of articles of several authors
3
Sammelwerk
3
more ...
less ...
Language
All
English
23
Author
All
Satchell, Stephen
23
Hwang, Soosung
5
Knight, John L.
5
Christodoulakis, George A.
3
Alcock, Jamie
2
Knight, John
2
Peat, Maurice
2
Ahmed, Salman
1
Bond, Shaun A.
1
Bradrania, M. Reza
1
Bradrania, Reza
1
Cao, Zhiguang
1
Hong, K. J.
1
Kwon, Oh Kang
1
Lewin, Richard A.
1
Pereira, Pedro L. Valls
1
Srivastava, Nandini
1
Westerholm, P. Joakim
1
Yu, Jun
1
Zhang, Henry
1
more ...
less ...
Institution
All
University of Exeter / Department of Economics
1
Published in...
All
Forecasting volatility in the financial markets
3
Quantitative finance series
2
Annals of economics and finance
1
Applied financial economics
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Butterworth-Heinemann finance
1
Cambridge working papers in economics
1
DAE working paper
1
Discussion papers in economics
1
Econometric reviews
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Quantitative Finance
1
Quantitative Finance Ser
1
The European journal of finance
1
The journal of asset management
1
Wiley finance Series
1
Wiley finance series
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000666770
Saved in:
2
Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.
;
Satchell, Stephen
- In:
The European journal of finance
12
(
2006
)
4
,
pp. 313-332
Persistent link: https://www.econbiz.de/10003338137
Saved in:
3
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
4
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
5
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
6
Forecasting volatility in the financial markets
Knight, John L.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2007
-
3. ed.
Persistent link: https://www.econbiz.de/10003556404
Saved in:
7
How persistent is stock return volatility? : an answer with Markov regime switching stochastic volatility models
Hwang, Soosung
;
Satchell, Stephen
;
Pereira, Pedro L. Valls
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
5/6
,
pp. 1002-1024
Persistent link: https://www.econbiz.de/10003507264
Saved in:
8
Time series momentum trading strategy and autocorrelation amplification
Hong, K. J.
;
Satchell, Stephen
-
2013
Persistent link: https://www.econbiz.de/10009754513
Saved in:
9
Forecast evaluation in the presence of unobserved volatility
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 175-198
Persistent link: https://www.econbiz.de/10002263007
Saved in:
10
GARCH model with cross-sectional volatility : GARCHX models
Hwang, Soosung
;
Satchell, Stephen
- In:
Applied financial economics
15
(
2005
)
3
,
pp. 203-216
Persistent link: https://www.econbiz.de/10002598953
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->