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Volatility
Stochastischer Prozess
17,285
Stochastic process
16,839
Theorie
10,186
Theory
9,939
Fuzzy sets
5,823
Fuzzy-Set-Theorie
5,733
Volatilität
3,879
Optionspreistheorie
3,280
Option pricing theory
3,226
Mathematische Optimierung
2,600
Mathematical programming
2,586
Portfolio-Management
1,630
Portfolio selection
1,621
Multi-criteria analysis
1,557
Multikriterielle Entscheidungsanalyse
1,557
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1,535
Zeitreihenanalyse
1,498
Estimation
1,497
Time series analysis
1,448
Schätztheorie
1,088
Estimation theory
1,071
Supply chain
1,040
Lieferkette
1,038
Risiko
970
Risk
960
Prognoseverfahren
906
Markov chain
896
Markov-Kette
894
Forecasting model
884
Simulation
828
AHP-Verfahren
818
AHP approach
817
Börsenkurs
698
USA
681
Statistische Verteilung
675
Share price
669
Statistical distribution
662
Derivat
650
Derivative
648
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Free
1,505
Undetermined
1,139
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2,163
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English
3,789
German
27
French
1
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McAleer, Michael
66
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
Lucas, André
14
Renault, Eric
14
Caporin, Massimiliano
13
Corsi, Fulvio
13
Fabozzi, Frank J.
13
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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
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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
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
Economics letters
29
Research paper series / Swiss Finance Institute
29
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
Journal of financial economics
19
Econometrics : open access journal
18
NBER working paper series
18
The European journal of finance
18
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ECONIS (ZBW)
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EconStor
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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
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