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~isPartOf:"Quantitative finance"
~language:"eng"
~subject:"Volatilität"
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Volatilität
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Sornette, Didier
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Quantitative finance
Energy economics
146
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Finance research letters
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Economic modelling
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International review of economics & finance : IREF
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International review of financial analysis
102
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99
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Economics letters
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55
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International journal of forecasting
46
The European journal of finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and finance
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Pacific-Basin finance journal
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1
Forecasting and trading high frequency volatility on large indices
Liu, Fei
;
Pantelous, Athanasios A.
;
Mettenheim, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
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2
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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3
Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach
Song, Wonho
;
Ryu, Doojin
;
Webb, Robert I.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1559-1571
Persistent link: https://www.econbiz.de/10011913204
Saved in:
4
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
5
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
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6
Ultra-high-frequency lead-lag relationship and information arrival
Thong Minh Dao
;
McGroarty, Frank
;
Urquhart, Andrew
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 725-735
Persistent link: https://www.econbiz.de/10011906948
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7
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
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8
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
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9
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
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10
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
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