//--> //--> //--> //-->
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
~type:"article"
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
Arbitrage-Free Prediction of t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
23,012
Volatilität
22,387
Prognoseverfahren
21,645
Forecasting model
21,545
Theorie
14,344
Theory
14,325
Estimation
7,956
Schätzung
7,942
Option pricing theory
7,928
Optionspreistheorie
7,925
Börsenkurs
7,245
Share price
7,234
Kapitaleinkommen
6,909
Capital income
6,907
ARCH-Modell
5,077
ARCH model
5,072
USA
5,057
United States
5,043
Stock market
4,777
Aktienmarkt
4,762
Zeitreihenanalyse
4,726
Time series analysis
4,714
Statistical distribution
4,443
Statistische Verteilung
4,442
Welt
3,657
World
3,652
Stochastischer Prozess
3,428
Stochastic process
3,427
Forecast
3,372
Exchange rate
3,361
Wechselkurs
3,353
Prognose
3,316
Portfolio-Management
2,873
Portfolio selection
2,872
Risk
2,651
Risiko
2,572
Estimation theory
2,433
Schätztheorie
2,433
Optionsgeschäft
2,035
Option trading
2,034
more ...
less ...
Online availability
All
Undetermined
20,952
Free
5,237
Type of publication
All
Article
Book / Working Paper
45,681
Journal
53
Other
51
Type of publication (narrower categories)
All
Article in journal
46,920
Aufsatz in Zeitschrift
46,920
Aufsatz im Buch
3,179
Book section
3,179
Conference paper
300
Konferenzbeitrag
300
Article
257
research-article
87
Systematic review
69
Übersichtsarbeit
69
Case study
52
Fallstudie
52
Collection of articles of several authors
49
Sammelwerk
49
Rezension
47
Reprint
22
Bibliografie enthalten
14
Bibliography included
14
Congress Report
10
Mehrbändiges Werk
9
Multi-volume publication
9
Conference proceedings
7
Konferenzschrift
7
Interview
6
review-article
6
Festschrift
3
conceptual-paper
3
review
2
Bibliografie
1
Bibliography
1
Biografie
1
Biography
1
Elektronischer Datenträger
1
Market information
1
Marktinformation
1
Statistics
1
Statistik
1
case-report
1
non-article
1
viewpoint
1
more ...
less ...
Language
All
English
49,599
German
941
Undetermined
891
French
165
Spanish
156
Portuguese
49
Italian
37
Russian
27
Polish
21
Czech
15
Dutch
11
Norwegian
6
Croatian
5
Slovak
5
Lithuanian
3
Romanian
3
Swedish
3
Danish
2
Hungarian
2
Ukrainian
2
Afrikaans
1
Estonian
1
Finnish
1
Serbian
1
Chinese
1
more ...
less ...
Author
All
Gupta, Rangan
283
Pierdzioch, Christian
117
Ma, Feng
110
Fabozzi, Frank J.
107
McAleer, Michael
105
Bouri, Elie
103
Wohar, Mark E.
88
McMillan, David G.
86
Clements, Michael P.
81
Franses, Philip Hans
77
Bahmani-Oskooee, Mohsen
74
Wang, Yudong
74
Hammoudeh, Shawkat
73
Tiwari, Aviral Kumar
72
Madan, Dilip B.
67
Narayan, Paresh Kumar
66
Zhang, Yaojie
66
Timmermann, Allan
63
Bollerslev, Tim
61
Baghestani, Hamid
60
Fildes, Robert
60
Balcilar, Mehmet
59
Marcellino, Massimiliano
59
Salisu, Afees A.
59
Wang, Shouyang
59
Kang, Sang Hoon
57
Mensi, Walid
55
Zaremba, Adam
55
Carr, Peter
54
Ghysels, Eric
54
Račev, Svetlozar T.
53
Xuan Vinh Vo
53
Härdle, Wolfgang
52
Andersen, Torben
51
Caporale, Guglielmo Maria
49
Diebold, Francis X.
49
Demirer, Rıza
48
Swanson, Norman R.
48
Corbet, Shaen
47
Hendry, David F.
47
more ...
less ...
Institution
All
Reserve Bank of Australia
11
School of Economics and Finance
6
University of Western Sydney
6
College of Law and Business
5
Princeton University Press
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Federal Reserve Bank <New York, NY>
2
International Centre for Trade and Sustainable Development
2
Technische Universität <München> / Lehrstuhl für Fördertechnik Materialfluß Logistik
2
Weltwirtschaftsforum
2
Bank of England <London>
1
China International Conference in Finance 4th 17-20 Jul. 2006 Xi'an, China
1
College of Business
1
EOE
1
European Economic Association
1
Gender Audits Forecasting Collaboration
1
Hongkong / Monetary Authority
1
IFReDE - Université Montesquieu Bordeaux IV
1
Innovation Research Interchange
1
Institute of Economics <Peking> / China's Economic Situation Analysis and Forecast Project Group
1
International Conference on the Econometric Modelling of the Socialist Economies <10, 1987, Pora̜bka-Kozubnik>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
Internationaler Controller Verein
1
Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre <Eichstätt-Ingolstadt>
1
London School of Economics and Political Science
1
Macromodels <14, 1987, Pora̜bka-Kozubnik>
1
National Bureau of Economic Research
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
more ...
less ...
Published in...
All
International journal of forecasting
1,607
Journal of forecasting
902
Finance research letters
898
Energy economics
846
Journal of banking & finance
690
Journal of econometrics
684
Applied economics
678
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
603
Economic modelling
580
Economics letters
529
Applied economics letters
510
International review of economics & finance : IREF
491
European journal of operational research : EJOR
475
The North American journal of economics and finance : a journal of financial economics studies
474
Insurance / Mathematics & economics
430
Journal of empirical finance
428
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
399
Applied financial economics
391
Quantitative finance
364
Computational economics
354
Technological forecasting & social change : an international journal
350
Risks : open access journal
339
Journal of international money and finance
336
Journal of risk and financial management : JRFM
335
Journal of financial economics
331
Research in international business and finance
328
Journal of economic dynamics & control
323
The European journal of finance
304
Journal of international financial markets, institutions & money
303
Mathematical finance : an international journal of mathematics, statistics and financial theory
301
Applied mathematical finance
294
The journal of computational finance
271
Finance and stochastics
266
Pacific-Basin finance journal
266
Management science : journal of the Institute for Operations Research and the Management Sciences
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
260
International Journal of Energy Economics and Policy : IJEEP
260
The review of financial studies
260
more ...
less ...
Source
All
ECONIS (ZBW)
50,541
RePEc
973
EconStor
257
Other ZBW resources
102
BASE
33
OLC EcoSci
27
USB Cologne (business full texts)
10
more ...
less ...
Showing
1
-
10
of
51,943
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
3
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
4
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
5
Forecasting market index
volatility
using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
6
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
7
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
8
Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Clark, Iain J.
;
Amen, Saeed
- In:
Risks : open access journal
5
(
2017
)
3
,
pp. 1-17
referendum date. Extracting implied distributions from the GBPUSD option
volatility
surface, we originally estimated, based on …
Persistent link: https://www.econbiz.de/10011688238
Saved in:
9
Event-related exchange-rate forecasts combining information from betting quotes and option prices
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2663-2683
Persistent link: https://www.econbiz.de/10012128877
Saved in:
10
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
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...
//-->