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subject:"Prognoseverfahren"
~isPartOf:"Computational economics"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Optionspreistheorie
Volatility
105
Volatilität
105
Stochastic process
46
Stochastischer Prozess
46
Theorie
42
Theory
42
Option pricing theory
35
Time series analysis
20
Zeitreihenanalyse
20
ARCH model
19
ARCH-Modell
19
Forecasting model
16
Estimation
14
Schätzung
14
Exchange rate
12
Statistical distribution
12
Statistische Verteilung
12
Wechselkurs
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Börsenkurs
11
Share price
11
Stochastic volatility
11
Capital income
10
Kapitaleinkommen
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Option trading
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Optionsgeschäft
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Markov-Kette
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Portfolio selection
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English
51
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Carr, Peter
2
Fabozzi, Frank J.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kim, See-Woo
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Abdi-Mazraeh, Somayeh
1
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1
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1
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1
Belkacem, Lotfi
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1
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1
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1
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Chen, Yi-Ting
1
Ching, Wai Ki
1
Choudhry, Taufiq
1
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1
Erkan, Bünyamin
1
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1
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Computational economics
International journal of theoretical and applied finance
158
Finance research letters
133
Energy economics
122
Quantitative finance
122
International journal of forecasting
120
Journal of forecasting
115
Journal of banking & finance
113
The journal of futures markets
97
The North American journal of economics and finance : a journal of financial economics studies
89
Journal of econometrics
87
International review of financial analysis
81
International review of economics & finance : IREF
75
Applied mathematical finance
72
Economic modelling
71
Applied economics
70
Journal of empirical finance
66
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Review of derivatives research
50
The European journal of finance
49
International journal of financial engineering
48
Journal of economic dynamics & control
48
European journal of operational research : EJOR
47
Journal of financial economics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Risks : open access journal
43
Applied economics letters
42
Discussion paper / Tinbergen Institute
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Journal of risk and financial management : JRFM
41
Working paper
41
Applied financial economics
40
Finance and stochastics
40
Journal of mathematical finance
39
Research paper series / Swiss Finance Institute
36
Journal of financial econometrics
35
Department of Economics working paper series
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
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2
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
3
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
4
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
5
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
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6
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
7
Pricing a specific equity index annuity in a regime-switching Lévy model with jump
Wang, Yayun
- In:
Computational economics
61
(
2023
)
3
,
pp. 1115-1135
Persistent link: https://www.econbiz.de/10014252150
Saved in:
8
Valuation of spark-spread option written on electricity and gas forward contracts under two-factor models with non-Gaussian Lévy processes
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Computational economics
61
(
2023
)
2
,
pp. 807-853
Persistent link: https://www.econbiz.de/10014228463
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9
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
10
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
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