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~isPartOf:"International journal of financial engineering"
~isPartOf:"International journal of forecasting"
~subject:"Börsenkurs"
~subject:"Stochastic process"
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Search: subject_exact:"Volatilität"
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Börsenkurs
Stochastic process
Volatility
205
Volatilität
205
Forecasting model
119
Prognoseverfahren
119
Theorie
81
Theory
81
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66
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International journal of financial engineering
International journal of forecasting
Finance research letters
220
Energy economics
149
Journal of econometrics
148
International journal of theoretical and applied finance
144
International review of financial analysis
142
The North American journal of economics and finance : a journal of financial economics studies
141
NBER working paper series
140
Journal of banking & finance
132
International review of economics & finance : IREF
123
Working paper / National Bureau of Economic Research, Inc.
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Applied economics
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112
Quantitative finance
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Applied financial economics
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Journal of international financial markets, institutions & money
79
Pacific-Basin finance journal
73
Economics letters
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Applied mathematical finance
65
International Journal of Energy Economics and Policy : IJEEP
63
Journal of economic dynamics & control
62
The European journal of finance
62
Research paper series / Swiss Finance Institute
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Computational economics
54
Econometric reviews
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
The journal of computational finance
52
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
3
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
4
Fama and French three and six-factor models : evidence from Indian stock exchange
Tejesh H. R.
;
Jeelan Basha, V.
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014444494
Saved in:
5
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
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6
Dividend policy effect on common stock price volatility : an empirical evidence from Indian companies
Goud, N. Narsa
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014444711
Saved in:
7
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
8
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
9
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
10
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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