//--> //--> //--> //-->
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
Arbitrage-Free Prediction of t...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Prognoseverfahren
41,373
Volatility
41,048
Volatilität
40,779
Forecasting model
40,378
Theorie
28,997
Theory
28,317
Optionspreistheorie
14,838
Schätzung
14,451
Option pricing theory
14,377
Estimation
14,106
Börsenkurs
12,363
Share price
12,188
Kapitaleinkommen
11,285
Capital income
11,243
Zeitreihenanalyse
8,652
Statistische Verteilung
8,532
Time series analysis
8,417
USA
8,411
Statistical distribution
8,322
United States
8,140
ARCH-Modell
7,237
Aktienmarkt
7,203
ARCH model
7,147
Stock market
7,124
Welt
6,882
World
6,734
Prognose
6,491
Forecast
6,199
Stochastischer Prozess
6,059
Wechselkurs
5,964
Stochastic process
5,938
Exchange rate
5,847
Portfolio-Management
4,870
Portfolio selection
4,829
Schätztheorie
4,687
Estimation theory
4,605
Risk
4,431
Risiko
4,384
Wirtschaftsprognose
3,934
Economic forecast
3,854
more ...
less ...
Online availability
All
Free
38,413
Undetermined
23,404
Type of publication
All
Article
52,622
Book / Working Paper
45,832
Journal
53
Other
51
Type of publication (narrower categories)
All
Article in journal
47,708
Aufsatz in Zeitschrift
47,708
Working Paper
17,854
Graue Literatur
17,009
Non-commercial literature
17,009
Arbeitspapier
16,128
Aufsatz im Buch
3,219
Book section
3,219
Hochschulschrift
2,044
Thesis
1,593
Collection of articles of several authors
614
Sammelwerk
614
Collection of articles written by one author
380
Sammlung
380
Conference paper
346
Konferenzbeitrag
346
Aufsatzsammlung
330
Lehrbuch
296
Textbook
271
Article
270
Bibliografie enthalten
236
Bibliography included
236
Konferenzschrift
198
Dissertation u.a. Prüfungsschriften
154
Amtsdruckschrift
128
Government document
128
Systematic review
128
Übersichtsarbeit
128
Forschungsbericht
117
Conference proceedings
103
Case study
92
Fallstudie
92
research-article
87
Handbook
68
Handbuch
68
Glossar enthalten
49
Glossary included
49
Rezension
47
Reprint
46
Research Report
45
more ...
less ...
Language
All
English
93,109
German
2,647
Undetermined
1,963
French
245
Spanish
226
Russian
85
Italian
82
Polish
80
Portuguese
66
Dutch
29
Czech
18
Romanian
14
Finnish
9
Hungarian
8
Norwegian
8
Slovak
7
Swedish
7
Ukrainian
6
Danish
5
Croatian
5
Lithuanian
4
Slovenian
2
Turkish
2
Chinese
2
Afrikaans
1
Estonian
1
Multiple languages
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
469
Gupta, Rangan
426
Diebold, Francis X.
265
Marcellino, Massimiliano
224
Caporale, Guglielmo Maria
222
Pierdzioch, Christian
222
Franses, Philip Hans
208
Härdle, Wolfgang
199
Timmermann, Allan
194
Koopman, Siem Jan
189
Clark, Todd E.
173
Ravazzolo, Francesco
170
Chang, Chia-Lin
168
Bollerslev, Tim
167
Swanson, Norman R.
152
Fabozzi, Frank J.
151
Pesaran, M. Hashem
145
Clements, Michael P.
141
Kapetanios, George
136
Bouri, Elie
132
McMillan, David G.
129
Ghysels, Eric
123
Giannone, Domenico
121
Hyndman, Rob J.
119
Madan, Dilip B.
117
Ma, Feng
116
Kilian, Lutz
115
McCracken, Michael W.
115
Hautsch, Nikolaus
111
Dijk, Dick van
110
Andersen, Torben
109
Engle, Robert F.
108
Wohar, Mark E.
105
Aizenman, Joshua
102
Spagnolo, Nicola
102
Döpke, Jörg
100
Hendry, David F.
100
Lux, Thomas
99
Koop, Gary
97
Rossi, Barbara
97
more ...
less ...
Institution
All
National Bureau of Economic Research
872
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
C.E.P.R. Discussion Papers
57
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
41
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
Federal Reserve Bank of St. Louis
34
EconWPA
30
HAL
30
OECD
29
Ekonomiska forskningsinstitutet <Stockholm>
27
Université Paris-Dauphine (Paris IX)
26
World Bank
25
European University Institute / Department of Economics
23
Agricultural and Applied Economics Association - AAEA
22
Center for Economic Research <Tilburg>
21
Svenska Handelshögskolan <Helsinki>
21
International Monetary Fund
19
Springer Fachmedien Wiesbaden
19
National Centre of Competence in Research North South <Bern>
18
University of Canterbury / Dept. of Economics and Finance
18
Chambre de commerce et d'industrie de Paris
17
European University Institute / Department of Law
17
Reserve Bank of Australia
17
Tilburg University, Center for Economic Research
17
CESifo
16
Institut für Weltwirtschaft
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Rutgers University / Department of Economics
15
Society for Computational Economics - SCE
15
International Monetary Fund (IMF)
14
Verlag Dr. Kovač
14
Österreichisches Institut für Wirtschaftsforschung
14
Econometrisch Instituut <Rotterdam>
13
European Association of Agricultural Economists - EAAE
13
Federal Reserve System / Division of Research and Statistics
13
Internationaler Währungsfonds / Research Department
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
more ...
less ...
Published in...
All
International journal of forecasting
1,623
Finance research letters
942
Journal of forecasting
906
Energy economics
899
NBER working paper series
833
Journal of econometrics
733
Working paper / National Bureau of Economic Research, Inc.
730
NBER Working Paper
707
Journal of banking & finance
691
Applied economics
686
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
604
Economic modelling
580
Economics letters
550
Working paper
544
Applied economics letters
515
International review of economics & finance : IREF
491
European journal of operational research : EJOR
480
The North American journal of economics and finance : a journal of financial economics studies
475
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
462
Journal of empirical finance
432
Insurance / Mathematics & economics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
416
Applied financial economics
391
Research in international business and finance
374
Quantitative finance
373
Computational economics
371
Technological forecasting & social change : an international journal
354
Risks : open access journal
345
Journal of financial economics
344
Journal of international money and finance
341
Journal of risk and financial management : JRFM
335
Journal of economic dynamics & control
333
CESifo working papers
329
The European journal of finance
312
IMF working papers
307
Journal of international financial markets, institutions & money
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
more ...
less ...
Source
All
ECONIS (ZBW)
93,315
RePEc
2,285
EconStor
2,059
USB Cologne (EcoSocSci)
425
USB Cologne (business full texts)
211
BASE
119
Other ZBW resources
102
OLC EcoSci
38
ArchiDok
4
more ...
less ...
Showing
91
-
100
of
98,558
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Option implied tail index and
volatility
based on heavy-tailed distributions : evidence from KOSPI 200 index options market
Kim, Joocheol
;
Kim, Hyun-Oh
- In:
Global economic review
43
(
2014
)
3
,
pp. 269-284
Persistent link: https://www.econbiz.de/10010509739
Saved in:
92
Modeling intraday stochastic
volatility
and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
93
Inverse realized Laplace transforms for nonparametric
volatility
density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009561745
Saved in:
94
Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
Saved in:
95
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
96
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
97
Anatomy of a meltdown : the risk neutral density for the S&P 500 in the fall of 2008
Birru, Justin
;
Figlewski, Stephen
- In:
Journal of financial markets
15
(
2012
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10009614494
Saved in:
98
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
99
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
100
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->