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type_genre:"Collection of articles written by one author"
~isPartOf:"Forecasting volatility in the financial markets"
~subject:"Forecasting model"
~type_genre:"Aufsatz im Buch"
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Forecasting model
Volatility
16
Volatilität
16
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8
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Christodoulakis, George A.
2
Satchell, Stephen
2
Aydemir, Abdurrahman
1
Cornish, Rob
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Di Bartolomeo, Dan
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Hwang, Soosung
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Rogers, Leonard C. G.
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Forecasting volatility in the financial markets
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
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
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in financial risk management : corporates, intermediaries and portfolios
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
Application of operations research to financial markets
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Artificial intelligence and big data for financial risk management : intelligent applications
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Computational methods in decision-making, economics and finance
1
ECON PhD dissertations
1
ERIM Ph. D. series research in management / Erasmus Institute of Management
1
Econometric analyses of international housing markets
1
Econometric analysis of financial and economic time series ; part B
1
Economic forecasting
1
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
1
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
1
Financial crises, sovereign risk and the role of institutions
1
Financial econometrics and empirical market microstructure
1
Financial mathematics, volatility and covariance modelling
1
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
1
Future of economic science
1
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
1
Global financial markets : issues and strategies
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2A
1
Handbook of economic forecasting ; Volume 2B
1
Handbook of heavy tailed distributions in finance
1
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings
1
LISS 2012 ; Vol. 2
1
Macroeconomic forecasting in the era of big data : theory and practice
1
Macroeconomic risk and growth in the Southeast Asian countries : insight from SEA
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Volatility modelling and forecasting in finance
Xiao, Linlan
;
Aydemir, Abdurrahman
- In:
Forecasting volatility in the financial markets
,
(pp. 1-45)
.
2007
Persistent link: https://www.econbiz.de/10003872808
Saved in:
2
Applications of portfolio variety
Di Bartolomeo, Dan
- In:
Forecasting volatility in the financial markets
,
(pp. 65-72)
.
2007
Persistent link: https://www.econbiz.de/10003872847
Saved in:
3
A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob
- In:
Forecasting volatility in the financial markets
,
(pp. 73-100)
.
2007
Persistent link: https://www.econbiz.de/10003872850
Saved in:
4
An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility
Silvey, Thomas A.
- In:
Forecasting volatility in the financial markets
,
(pp. 101-129)
.
2007
Persistent link: https://www.econbiz.de/10003872858
Saved in:
5
Hashing GARCH : a reassessment of volatility forecasting performance
Christodoulakis, George A.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 227-247)
.
2007
Persistent link: https://www.econbiz.de/10003872943
Saved in:
6
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
Saved in:
7
Volatility forecasting in a tick data model
Rogers, Leonard C. G.
- In:
Forecasting volatility in the financial markets
,
(pp. 295-299)
.
2007
Persistent link: https://www.econbiz.de/10003872998
Saved in:
8
Generating composite volatility forecasts with random factor betas
Christodoulakis, George A.
- In:
Forecasting volatility in the financial markets
,
(pp. 391-406)
.
2007
Persistent link: https://www.econbiz.de/10003873031
Saved in:
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