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~subject:"Volatility forecasting"
~subject:"Volatilität"
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Volatility forecasting
Volatilität
Volatility
661
Implied volatility
374
Optionspreistheorie
345
Option pricing theory
339
implied volatility
332
Optionsgeschäft
228
Option trading
227
Prognoseverfahren
169
Forecasting model
166
Börsenkurs
161
Share price
157
Capital income
154
Kapitaleinkommen
154
Schätzung
149
Estimation
145
ARCH-Modell
103
ARCH model
100
VIX
86
Theorie
84
Derivat
83
Derivative
83
Implied Volatility
82
Aktienmarkt
78
Stock market
77
Index-Futures
72
Stochastischer Prozess
72
Theory
72
Index futures
71
Stochastic process
71
Risk
60
Black-Scholes model
58
Black-Scholes-Modell
58
Risiko
58
Wechselkurs
53
realized volatility
53
Aktienindex
51
Welt
51
Risikoprämie
50
Risk premium
50
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Undetermined
392
Free
150
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Graue Literatur
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9
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7
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Ryu, Doojin
15
Bouri, Elie
13
Shaikh, Imlak
10
Lorig, Matthew
7
Padhi, Puja
7
Smales, Lee A.
7
Zhang, Jin E.
7
Degiannakis, Stavros
6
Gehricke, Sebastian A.
6
Jacquier, Antoine
6
Muzzioli, Silvia
6
Oosterlee, Cornelis Willebrordus
6
Roubaud, David
6
Ruan, Xinfeng
6
Singh, Vipul Kumar
6
Guidolin, Massimo
5
Haugom, Erik
5
Kräussl, Roman
5
Molnár, Peter
5
Schadner, Wolfgang
5
Schlag, Christian
5
Stork, Philip
5
Wen, Fenghua
5
Xu, Yaofei
5
Alòs, Elisa
4
Bekaert, Geert
4
Benavides, Guillermo
4
Bernales, Alejandro
4
Christensen, Bent Jesper
4
Dempsey, Michael
4
Figueroa-López, José E.
4
Goyal, Amit
4
Gulisashvili, Archil
4
Guo, Biao
4
Hoerova, Marie
4
Hoque, Ariful
4
Martini, Claude
4
Miao, Hong
4
Nielsen, Morten Ørregaard
4
Pascucci, Andrea
4
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Banco de México
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
Technische Hochschule Mittelhessen
1
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Journal of banking & finance
27
International review of financial analysis
25
Quantitative finance
24
Energy economics
19
Finance research letters
19
International journal of theoretical and applied finance
19
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of empirical finance
12
The journal of futures markets
11
International journal of financial engineering
10
International review of economics & finance : IREF
10
Economic modelling
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied mathematical finance
8
Journal of international financial markets, institutions & money
8
Asia-Pacific journal of financial studies
7
Finance and stochastics
7
Journal of financial markets
7
Review of derivatives research
7
The European journal of finance
7
Annals of finance
6
Applied economics letters
6
Journal of forecasting
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
International journal of finance & economics : IJFE
5
Journal of financial economics
5
Journal of risk and financial management : JRFM
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The journal of computational finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
Global business review
4
Global finance journal
4
International journal of economics and finance
4
Investment management and financial innovations
4
Journal of econometrics
4
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
653
EconStor
20
RePEc
10
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1
Financial market disruption and investor awareness : the case of
implied
volatility
skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
2
Forecasting VIX: the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2023
Persistent link: https://www.econbiz.de/10014338590
Saved in:
3
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
4
The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach
Das, Debojyoti
;
Dutta, Anupam
;
Jana, Rabin K.
;
Ghosh, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4299-4323
Persistent link: https://www.econbiz.de/10014429325
Saved in:
5
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
6
Credit variance risk premiums
Ammann, Manuel
;
Mörke, Mathis
- In:
European financial management : the journal of the …
29
(
2023
)
4
,
pp. 1304-1335
Persistent link: https://www.econbiz.de/10014369332
Saved in:
7
The log-moment formula for
implied
volatility
Raval, Vimal
;
Jacquier, Antoine
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1146-1165
Persistent link: https://www.econbiz.de/10014370644
Saved in:
8
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
9
Implied
volatility
smoothing at COVID-19 times
Vitali, Sebastiano
;
Kopa, Miloš
;
Giana, Gabriele
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10014393376
Saved in:
10
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
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