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type_genre:"Fallstudie"
~subject:"EU countries"
~subject:"Prognoseverfahren"
~type_genre:"Book section"
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Forecasting volatility in the financial markets
8
EMU, financial markets and the world economy
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Agricultural markets instability : revisiting the recent food crises
2
Econometric analysis of financial and economic time series ; part a
2
Handbook of financial time series
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
2
Risk management : a modern perspective
2
The Oxford handbook of economic forecasting
2
Accounting for time-varying and nonlinear relationships in macroeconometric models
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Advances in risk management
1
Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Analyse ökonomischer Effekte der Bioenergieproduktion
1
Application of operations research to financial markets
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Applied quantitative finance
1
Artificial intelligence and big data for financial risk management : intelligent applications
1
Aspects of globalisation : macroeconomic and capital market linkages in the integrated world economy
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft
1
Banking and capital markets : new international perspectives
1
Banking, international capital flows and growth in Europe : financial markets, savings and monetary integration in a world with uncertain convergence; with 63 tables
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
1
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1
Computational methods in decision-making, economics and finance
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Consequences of the European monetary integration on financial systems
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Econometric analyses of international housing markets
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Econometric analysis of financial and economic time series ; part B
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Emerging markets and the global economy
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Energy economics and climate policy modeling
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Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
1
European monetary union : transition, international impact and policy options; with 31 tables
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The prospect and volatility of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
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2
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
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3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
4
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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5
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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6
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
7
Predicting stock return risk and volatility using neural network : the case of the Egyptian stock exchange
Metawea, Maha
;
Metawa, Saad
;
Metawa, Noura
- In:
Artificial intelligence and big data for financial risk …
,
(pp. 67-82)
.
2023
Persistent link: https://www.econbiz.de/10014265600
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8
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia
;
Patsis, Paris
;
Sariannidis, …
- In:
Business Development and Economic Governance in …
,
(pp. 297-313)
.
2022
Persistent link: https://www.econbiz.de/10013415082
Saved in:
9
Analysis of forecasting models in electricity market under volatility : what we learn from Sweden
Uddin, Mohammed Gazi Salah
;
Tang, Ou
;
Sahamkhadam, Maziar
; …
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 117-142)
.
2022
Persistent link: https://www.econbiz.de/10013447647
Saved in:
10
Modelling and forecasting the volatility of the Nordic power market : an application of the GARCH-jump process
Dutta, Anupam
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 143-158)
.
2022
Persistent link: https://www.econbiz.de/10013447658
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