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Volatility
Forecasting model
26
Prognoseverfahren
26
Theorie
26
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26
Volatilität
18
Portfolio selection
15
Portfolio-Management
15
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5
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5
Mathematische Optimierung
5
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5
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4
Derivat
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Dunis, Christian
15
Laws, Jason
6
Goyal, Abhinav
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Kallinterakis, Vasileios
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Kanioura, Athina
2
Miao, Jianjun
2
Chauvin, Stéphane
1
Francis, Freda L.
1
Huang, Xuehuan
1
Kambouroudis, Dimos
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Kambouroudis, Dimos S
1
Kellard, Neil M.
1
Miao, Jia
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Sermpinis, Georgios
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The European journal of finance
7
Applied financial economics letters
2
Applied financial economics
1
Journal of banking & finance
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Journal of derivatives & hedge funds
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ECONIS (ZBW)
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1
Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks
Sermpinis, Georgios
;
Laws, Jason
;
Dunis, Christian
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10010243662
Saved in:
2
FX volatility forecasts and the informational content of market data for volatility
Dunis, Christian
;
Laws, Jason
;
Chauvin, Stéphane
- In:
The European journal of finance
9
(
2003
)
3
,
pp. 242-272
Persistent link: https://www.econbiz.de/10001780709
Saved in:
3
Currency trading in volatile markets : did neural networks outperform for the EUR/USD during the financial crisis 2007 - 2009?
Dunis, Christian
;
Laws, Jason
;
Schilling, Ulrike
- In:
Journal of derivatives & hedge funds
18
(
2012
)
1
,
pp. 2-41
Persistent link: https://www.econbiz.de/10009535199
Saved in:
4
Trading foreign exchange portfolios with volatility filters : the carry model revisited
Dunis, Christian
;
Miao, Jia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 249-255
Persistent link: https://www.econbiz.de/10003427070
Saved in:
5
Special issue on forecasting financial markets
Dunis, Christian
(
contributor
);
Kanioura, Athina
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003382881
Saved in:
6
Special issue: forecasting financial markets
Dunis, Christian
(
contributor
)
- In:
The European journal of finance
13
(
2007
)
3/4
,
pp. 301-395
Persistent link: https://www.econbiz.de/10003550373
Saved in:
7
Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10010528214
Saved in:
8
Forecasting EUR-USD implied volatility : the case of intraday data
Dunis, Christian
;
Kellard, Neil M.
;
Snaith, Stuart
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4943-4957
Persistent link: https://www.econbiz.de/10010341879
Saved in:
9
Modelling benchmark government bonds volatility : do swaption rates help?
Dunis, Christian
;
Francis, Freda L.
- In:
Progress in financial markets research
,
(pp. 263-288)
.
2012
Persistent link: https://www.econbiz.de/10009678543
Saved in:
10
Volatility filters for dynamic portfolio optimization
Miao, Jianjun
;
Dunis, Christian
- In:
Applied financial economics letters
1
(
2005
)
2
,
pp. 111-119
Persistent link: https://www.econbiz.de/10002807104
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