//--> //--> //--> //-->
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
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
Predicting volatility of stock...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Börsenkurs
52,627
Share price
51,101
Prognoseverfahren
41,370
Volatility
41,047
Volatilität
40,778
Forecasting model
40,375
Theorie
34,241
Theory
33,554
Kapitaleinkommen
20,439
Capital income
20,388
Schätzung
19,213
Estimation
18,755
Aktienmarkt
17,263
Stock market
17,058
Optionspreistheorie
14,838
USA
14,576
Option pricing theory
14,377
United States
14,184
Zeitreihenanalyse
9,303
Time series analysis
9,054
Welt
8,961
World
8,782
ARCH-Modell
7,523
ARCH model
7,424
Prognose
6,901
Wechselkurs
6,690
Portfolio-Management
6,657
Portfolio selection
6,609
Forecast
6,592
Exchange rate
6,557
Ankündigungseffekt
6,120
Announcement effect
6,071
CAPM
6,026
Stochastischer Prozess
5,946
Anlageverhalten
5,929
Behavioural finance
5,865
Stochastic process
5,822
Risk
5,228
Risiko
5,183
Finanzmarkt
5,131
more ...
less ...
Online availability
All
Free
50,062
Undetermined
31,348
Type of publication
All
Article
74,413
Book / Working Paper
61,204
Journal
123
Other
53
Database
3
Type of publication (narrower categories)
All
Article in journal
67,458
Aufsatz in Zeitschrift
67,458
Working Paper
21,338
Graue Literatur
20,849
Non-commercial literature
20,849
Arbeitspapier
19,405
Aufsatz im Buch
4,257
Book section
4,257
Hochschulschrift
3,202
Thesis
2,526
Collection of articles of several authors
754
Sammelwerk
754
Collection of articles written by one author
604
Sammlung
604
Conference paper
444
Konferenzbeitrag
444
Aufsatzsammlung
403
Bibliografie enthalten
374
Bibliography included
374
Lehrbuch
297
Article
291
Textbook
274
Konferenzschrift
251
Dissertation u.a. Prüfungsschriften
182
Systematic review
176
Übersichtsarbeit
176
Amtsdruckschrift
170
Government document
170
Conference proceedings
141
Forschungsbericht
132
Case study
124
Fallstudie
124
research-article
94
Handbook
86
Handbuch
86
Statistik
81
Glossar enthalten
72
Glossary included
72
Reprint
63
Statistics
62
more ...
less ...
Language
All
English
127,366
German
4,088
Undetermined
2,875
French
515
Spanish
385
Italian
136
Polish
105
Russian
97
Portuguese
88
Dutch
63
Swedish
25
Czech
24
Norwegian
23
Danish
22
Hungarian
18
Finnish
14
Romanian
14
Croatian
10
Slovak
8
Ukrainian
7
Chinese
6
Lithuanian
5
Turkish
4
Bulgarian
3
Afrikaans
2
Indonesian
2
Slovenian
2
Estonian
1
Japanese
1
Korean
1
Multiple languages
1
Serbian
1
more ...
less ...
Author
All
Gupta, Rangan
492
McAleer, Michael
473
Caporale, Guglielmo Maria
377
Diebold, Francis X.
267
Pierdzioch, Christian
249
Timmermann, Allan
233
Marcellino, Massimiliano
227
Franses, Philip Hans
218
Härdle, Wolfgang
185
Koopman, Siem Jan
182
Bollerslev, Tim
175
Clark, Todd E.
172
Chang, Chia-Lin
171
Ravazzolo, Francesco
171
McMillan, David G.
168
Pesaran, M. Hashem
162
Kapetanios, George
152
Fabozzi, Frank J.
149
Narayan, Paresh Kumar
146
Bouri, Elie
145
Hautsch, Nikolaus
145
Wohar, Mark E.
144
Clements, Michael P.
142
Gil-Alaña, Luis A.
140
Zaremba, Adam
139
Engle, Robert F.
138
Ghysels, Eric
136
Swanson, Norman R.
136
Lux, Thomas
130
Giannone, Domenico
121
Bekaert, Geert
119
Ma, Feng
119
Chiarella, Carl
117
Madan, Dilip B.
117
Campbell, John Y.
116
Hammoudeh, Shawkat
116
Bali, Turan G.
115
McCracken, Michael W.
115
Tiwari, Aviral Kumar
115
Hyndman, Rob J.
114
more ...
less ...
Institution
All
National Bureau of Economic Research
1,378
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
188
International Monetary Fund (IMF)
78
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
57
Ekonomiska forskningsinstitutet <Stockholm>
43
Centre for Analytical Finance <Århus>
41
OECD
41
International Monetary Fund
38
Federal Reserve Bank of St. Louis
37
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
HAL
32
EconWPA
30
Chambre de commerce et d'industrie de Paris
26
Université Paris-Dauphine (Paris IX)
26
Svenska Handelshögskolan <Helsinki>
24
World Bank
24
Rodney L. White Center for Financial Research
23
Springer Fachmedien Wiesbaden
23
Agricultural and Applied Economics Association - AAEA
22
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
22
European University Institute / Department of Economics
21
Center for Economic Research <Tilburg>
20
Institut für Weltwirtschaft
20
Internationaler Währungsfonds / Research Department
19
European University Institute / Department of Law
18
Federal Reserve System / Division of Research and Statistics
18
National Centre of Competence in Research North South <Bern>
18
CESifo
17
Reserve Bank of Australia
17
University of Canterbury / Dept. of Economics and Finance
17
Österreichisches Institut für Wirtschaftsforschung
17
School of Finance and Business Economics <Perth, Western Australia>
16
Verlag Dr. Kovač
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve Bank of New York
15
Society for Computational Economics - SCE
15
Birkbeck College / Department of Economics
14
Federal Reserve System / Board of Governors
14
more ...
less ...
Published in...
All
International journal of forecasting
1,627
Finance research letters
1,475
NBER working paper series
1,339
Working paper / National Bureau of Economic Research, Inc.
1,173
Journal of banking & finance
1,150
NBER Working Paper
1,060
International review of financial analysis
1,031
Energy economics
1,005
Applied economics
938
Journal of forecasting
921
The journal of futures markets
865
Applied economics letters
796
Journal of financial economics
796
International review of economics & finance : IREF
779
The journal of finance : the journal of the American Finance Association
756
Economic modelling
716
Applied financial economics
691
Economics letters
660
Pacific-Basin finance journal
651
The North American journal of economics and finance : a journal of financial economics studies
643
Journal of econometrics
641
Discussion paper / Centre for Economic Policy Research
636
International journal of theoretical and applied finance
634
Working paper
612
Research in international business and finance
599
Journal of empirical finance
588
The review of financial studies
552
Journal of financial and quantitative analysis : JFQA
545
Journal of international financial markets, institutions & money
512
Review of quantitative finance and accounting
460
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
458
The European journal of finance
456
Journal of international money and finance
445
European journal of operational research : EJOR
440
Journal of risk and financial management : JRFM
439
Discussion paper / Tinbergen Institute
432
CESifo working papers
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
403
Quantitative finance
398
Journal of economic dynamics & control
390
more ...
less ...
Source
All
ECONIS (ZBW)
130,078
RePEc
2,429
EconStor
2,288
USB Cologne (EcoSocSci)
490
USB Cologne (business full texts)
223
BASE
128
Other ZBW resources
112
OLC EcoSci
44
ArchiDok
4
more ...
less ...
Showing
1
-
10
of
135,796
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The quality of market
volatility
forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
2
Model-free implied
volatility
: from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
3
Forecasting
volatility
and market returns using the CBOE
Volatility
Index and its options
Stanley, Spencer T.
;
Trainor, William J.
- In:
The journal of investment strategies
10
(
2021
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10013270053
Saved in:
4
Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322176
Saved in:
5
On forecasting Taiwanese stock index option prices : the role of implied
volatility
index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
6
Predicting stock market
volatility
: a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
7
Impact of macroeconomic announcements on implied
volatility
slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
8
Stochastic
volatility
models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
9
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
10
Research on the efficacy of the iVIX index based on VIX pricing
Huang, Wenli
;
Zhang, Nan
;
Chen, Yong
;
Xu, Yueling
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
8
,
pp. 1670-1690
Persistent link: https://www.econbiz.de/10014567103
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...
//-->