Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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
Spectral methods for volatilit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility modelling
46
Volatilität
35
Volatility
34
ARCH-Modell
24
ARCH model
23
volatility modelling
18
Time series analysis
16
Zeitreihenanalyse
14
Theorie
13
Estimation
12
Schätzung
12
Theory
12
Prognoseverfahren
8
Forecasting model
7
GARCH
7
Exchange rate
6
Stochastischer Prozess
6
Börsenkurs
5
Capital income
5
Estimation theory
5
Kapitaleinkommen
5
Option pricing theory
5
Optionspreistheorie
5
Schätztheorie
5
Share price
5
Stochastic volatility
5
Wechselkurs
5
ARCH
4
Aktienindex
4
Aktienmarkt
4
Commodity derivative
4
Heteroskedastizität
4
Markov chain
4
Markov-Kette
4
Portfolio selection
4
Portfolio-Management
4
Rohstoffderivat
4
Stock index
4
Stock market
4
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Andriosopoulos, Kostas
1
Awais, Muhammad
1
Charfeddine, Lanouar
1
Fanelli, Viviana
1
Guyon, Julien
1
Horvath, Blanka Nora
1
Irfan, Maria
1
Irfan, Mohammad
1
Muguruza, Aitor
1
Nomikos, Nikos K.
1
Tomas, Mehdi
1
more ...
less ...
Published in...
All
Applied economics
1
Energy economics
1
European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of economic perspectives : IJEP
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.
;
Andriosopoulos, Kostas
- In:
Energy economics
34
(
2012
)
4
,
pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
Saved in:
2
Modeling conditional heteroscedasticity and dorecasting in short term interest rate of KIBOR
Irfan, Mohammad
;
Irfan, Maria
;
Awais, Muhammad
- In:
International journal of economic perspectives : IJEP
4
(
2010
)
4
,
pp. 635-654
Persistent link: https://www.econbiz.de/10011587802
Saved in:
3
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
4
Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
5
Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
Saved in:
6
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
