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accessRights:"restricted"
subject:"EU-Staaten"
~isPartOf:"Quantitative finance"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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EU-Staaten
Volatility
Zeitreihenanalyse
Estimation
64
Schätzung
63
Volatilität
29
Theorie
28
Theory
28
Börsenkurs
26
Share price
26
Capital income
22
Kapitaleinkommen
22
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17
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17
Time series analysis
14
Portfolio selection
11
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11
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10
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10
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9
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9
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9
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9
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8
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8
CAPM
8
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Markov chain
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Markov-Kette
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Statistical distribution
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Wertpapierhandel
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
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Aufsatz in Zeitschrift
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English
33
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Sornette, Didier
2
Sun, Yuying
2
Wang, Shouyang
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Ahn, Kwangwon
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Beer, Simone
1
Bianchi, Michele Leonardo
1
Canabarro, Askery
1
Chen, May-Ru
1
Chi, Xie
1
Chorniy, Vladimir
1
Chronopoulou, Alexandra
1
Ciacci, Alberto
1
Dungey, Mardi H.
1
Echenim, Mnacho
1
Fanelli, Viviana
1
Faria, Gonçalo
1
Fink, Holger Maria
1
Gerlach, Richard
1
Gobet, Emmanuel
1
Guo, Meihui
1
Hacini, Mehdi-Vincent
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1
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1
Kotecha, Vinay
1
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1
Kwon, Se-Jin
1
Lee, Daeyong
1
Li, Shu-Hui
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Quantitative finance
Economic modelling
170
Energy economics
166
Applied economics
153
Finance research letters
140
International review of economics & finance : IREF
129
Journal of econometrics
111
Applied economics letters
99
The North American journal of economics and finance : a journal of financial economics studies
98
Economics letters
95
International review of financial analysis
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
89
Research in international business and finance
73
International journal of forecasting
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Journal of international money and finance
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Journal of international financial markets, institutions & money
65
Journal of banking & finance
62
Journal of empirical finance
59
Journal of economic dynamics & control
45
International journal of finance & economics : IJFE
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of macroeconomics
40
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
Empirica : journal of european economics
38
Journal of financial econometrics
35
Pacific-Basin finance journal
33
The European journal of finance
33
Econometric reviews
32
Macroeconomic dynamics
30
Computational economics
28
Emerging markets, finance and trade : EMFT
28
Journal of financial economics
28
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
25
International journal of economics and finance
25
Journal of forecasting
24
Economic systems
23
Economic research
22
European economic review : EER
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ECONIS (ZBW)
33
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1
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
2
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
3
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
4
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
Saved in:
5
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
6
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
7
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
8
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
9
Time-frequency forecast of the equity premium
Faria, Gonçalo
;
Verona, Fabio
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2119-2135
Persistent link: https://www.econbiz.de/10012696823
Saved in:
10
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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