//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
~subject:"Option pricing theory"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Option pricing theory
Stochastic process
Volatility
324
Volatilität
324
Börsenkurs
115
Share price
115
ARCH model
101
ARCH-Modell
101
Stock market
99
Aktienmarkt
98
Estimation
96
Schätzung
96
Capital income
95
Kapitaleinkommen
95
Spillover effect
74
Spillover-Effekt
74
Welt
57
World
57
Prognoseverfahren
54
Exchange rate
48
Wechselkurs
48
Risk
46
Theorie
45
Theory
45
Risiko
43
USA
42
United States
42
China
40
Optionspreistheorie
38
Oil price
32
Ölpreis
32
Risikomaß
31
Risk measure
31
Time series analysis
31
Zeitreihenanalyse
31
Portfolio selection
30
Portfolio-Management
30
Financial crisis
26
Finanzkrise
26
more ...
less ...
Online availability
All
Undetermined
84
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
93
Aufsatz in Zeitschrift
93
Language
All
English
93
Author
All
Gupta, Rangan
5
Dai, Zhifeng
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Guo, Shuxin
2
Hammoudeh, Shawkat
2
Kok Haur Ng
2
Li, Weiping
2
Lin, Shih-kuei
2
Liu, Li
2
Liu, Qiang
2
Ma, Jingtang
2
McAleer, Michael
2
Nonejad, Nima
2
Tiwari, Aviral Kumar
2
Wang, Xingchun
2
Aiube, Fernando Antônio Lucena
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Allen, David E.
1
Anjum, Hassan
1
Asai, Manabu
1
Azibi, Jamel
1
Bannouh, Karim
1
Bao, Ying
1
Bellos, Sotirios K.
1
Bian, Zhicun
1
Bianconi, Marcelo
1
Boetticher, Sven T. von
1
Brugal, Ivan
1
Campani, Carlos Heitor
1
Candido, Osvaldo
1
Caporin, Massimiliano
1
Chan, Jennifer So Kuen
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
180
Journal of econometrics
156
Finance research letters
142
Quantitative finance
138
Energy economics
137
Journal of banking & finance
129
International journal of forecasting
122
Journal of forecasting
116
The journal of futures markets
102
International review of financial analysis
88
Applied mathematical finance
87
Discussion paper / Tinbergen Institute
87
Journal of empirical finance
87
Applied economics
80
Economic modelling
80
International review of economics & finance : IREF
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The journal of computational finance
70
Computational economics
66
Journal of economic dynamics & control
65
Working paper
65
Finance and stochastics
60
Econometric reviews
57
The European journal of finance
56
Economics letters
54
Journal of financial economics
53
Review of derivatives research
53
European journal of operational research : EJOR
52
International journal of financial engineering
52
Journal of financial econometrics : official journal of the Society for Financial Econometrics
52
Risks : open access journal
51
Applied economics letters
49
Journal of mathematical finance
49
Journal of risk and financial management : JRFM
49
Research paper series / Swiss Finance Institute
49
Applied financial economics
45
CREATES research paper
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
2
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
3
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
7
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
8
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
9
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
10
Psychological barriers and option pricing in a local volatility model
Li, Dan
;
Liu, Lixin
;
Xu, Guangli
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246900
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->