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~isPartOf:"International journal of financial engineering"
~isPartOf:"International journal of forecasting"
~subject:"Stochastic process"
~type:"article"
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Search: subject_exact:"Volatilität"
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Stochastic process
Volatility
205
Volatilität
205
Forecasting model
119
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119
Theorie
81
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81
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66
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Ahlip, Rehez
2
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International journal of financial engineering
International journal of forecasting
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
84
Applied mathematical finance
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
The journal of computational finance
49
Finance and stochastics
47
Computational economics
46
Journal of economic dynamics & control
46
Econometric reviews
43
Journal of mathematical finance
38
European journal of operational research : EJOR
37
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Journal of banking & finance
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Finance research letters
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29
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Risks : open access journal
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
26
Review of derivatives research
24
Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Econometrics : open access journal
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The European journal of finance
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Applied financial economics
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Asia-Pacific financial markets
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Journal of financial econometrics
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Applied economics letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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ECONIS (ZBW)
48
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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
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:
3
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
Saved in:
4
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:
5
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
6
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
7
Calibration of the Heston stochastic local volatility model : a finite volume scheme
Engelmann, Bernd
;
Koster, Frank
;
Oeltz, Daniel
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654678
Saved in:
8
Empirical performance of stochastic volatility option pricing models
Stilger, Przemyslaw S.
;
Ngoc Quynh Anh Nguyen
;
Tri Minh …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654781
Saved in:
9
Forward start options under Heston affine jump-diffusions and stochastic interest rate
Ahlip, Rehez
;
Park, Laurence A. F.
;
Prodan, Ante
; …
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012654786
Saved in:
10
Occupation times of Lévy processes
Wu, Lan
;
Zhang, Xiao
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012655022
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