//--> //--> //--> //-->
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
Modelling the performance of s...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Stochastischer Prozess
17,211
Stochastic process
16,770
Theorie
10,162
Theory
9,915
Fuzzy sets
5,785
Fuzzy-Set-Theorie
5,696
Volatility
3,809
Optionspreistheorie
3,266
Option pricing theory
3,212
Mathematische Optimierung
2,573
Mathematical programming
2,561
Portfolio-Management
1,621
Portfolio selection
1,612
Multi-criteria analysis
1,547
Multikriterielle Entscheidungsanalyse
1,547
Schätzung
1,535
Estimation
1,497
Zeitreihenanalyse
1,478
Time series analysis
1,429
Schätztheorie
1,073
Estimation theory
1,056
Supply chain
1,037
Lieferkette
1,035
Risiko
954
Risk
946
Prognoseverfahren
899
Markov chain
892
Markov-Kette
890
Forecasting model
878
Simulation
826
AHP-Verfahren
812
AHP approach
811
Börsenkurs
694
USA
680
Statistische Verteilung
673
Share price
665
Statistical distribution
661
Derivat
646
Derivative
645
more ...
less ...
Online availability
All
Free
1,561
Undetermined
1,135
Type of publication
All
Article
2,155
Book / Working Paper
1,717
Type of publication (narrower categories)
All
Article in journal
2,054
Aufsatz in Zeitschrift
2,054
Working Paper
747
Graue Literatur
718
Non-commercial literature
718
Arbeitspapier
689
Aufsatz im Buch
95
Book section
95
Hochschulschrift
67
Thesis
48
Conference paper
13
Konferenzbeitrag
13
Collection of articles of several authors
12
Sammelwerk
12
Collection of articles written by one author
9
Sammlung
9
Forschungsbericht
8
Aufsatzsammlung
7
Bibliografie enthalten
7
Bibliography included
7
Systematic review
6
Übersichtsarbeit
6
Lehrbuch
5
Amtsdruckschrift
4
Government document
4
Textbook
4
Handbook
3
Handbuch
3
Konferenzschrift
2
Rezension
2
Accompanied by computer file
1
CD-ROM, DVD
1
Dissertation u.a. Prüfungsschriften
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
Ratgeber
1
Reprint
1
more ...
less ...
Language
All
English
3,841
German
31
French
1
Author
All
McAleer, Michael
69
Asai, Manabu
40
Koopman, Siem Jan
38
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Bos, Charles S.
21
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
19
Nguyen, Duy
19
Yu, Jun
19
Alòs, Elisa
18
Marcellino, Massimiliano
18
Platen, Eckhard
18
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
16
Wong, Hoi Ying
16
Branger, Nicole
15
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Caporin, Massimiliano
14
Carr, Peter
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
14
Corsi, Fulvio
13
more ...
less ...
Institution
All
National Bureau of Economic Research
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
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
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Computational economics
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
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
20
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
3,812
EconStor
58
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
3,872
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan
;
Cheng, Johnson T.-S.
;
Liu, Yu-Hong
; …
- In:
Fuzzy optimization and decision making : a journal of …
14
(
2015
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
Saved in:
2
Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng
;
Tourin, Agnès
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588167
Saved in:
3
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
4
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
5
Measuring efficiency for volatile exposure to exchange rate risk base supported by Fuzzy DEA approach
Kuo, Hsien-chang
;
Wang, Lie-huey
- In:
The ICFAI university journal of financial risk …
6
(
2009
)
1
,
pp. 7-35
Persistent link: https://www.econbiz.de/10003837539
Saved in:
6
Fuzzy uncertainty in the Heston stochastic volatility model
Figà-Talamanca, Gianna
;
Guerra, Maria Letizia
; …
- In:
Fuzzy economic review : the review of the International …
16
(
2011
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009549507
Saved in:
7
A hybrid fuzzy GJR-GARCH modeling approach for stock market volatility forecasting
Maciel, Leandro
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
3
,
pp. 337-367
Persistent link: https://www.econbiz.de/10009670355
Saved in:
8
A comparative assessment of different fuzzy regression methods for volatility forecasting
Muzzioli, Silvia
;
De Beats, B.
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
4
,
pp. 433-450
Persistent link: https://www.econbiz.de/10010232663
Saved in:
9
The effects of exchange rate volatility on international trade flows : evidence from panel data analysis and fuzzy approach
Nuroğlu, Elif
;
Kunst, Robert M.
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
30
(
2012
)
1
,
pp. 9-31
Persistent link: https://www.econbiz.de/10009567875
Saved in:
10
Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems
Kablan, Abdalla
;
Wing Lon Ng
- In:
International journal of financial markets and derivatives
2
(
2011
)
1/2
,
pp. 68-87
Persistent link: https://www.econbiz.de/10008933515
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->