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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Quantitative finance"
~subject:"Volatility"
~subject:"exchange rate"
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Search: subject_exact:"Volatility"
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Subject
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Volatility
exchange rate
Volatilität
700
Option pricing theory
270
Optionspreistheorie
270
Stochastic process
237
Stochastischer Prozess
237
Theorie
172
Theory
172
Börsenkurs
131
Share price
131
Estimation
125
Schätzung
124
volatility
101
Capital income
93
Kapitaleinkommen
93
ARCH model
82
ARCH-Modell
81
Stock market
73
Aktienmarkt
71
Derivat
69
Derivative
69
Forecasting model
69
Prognoseverfahren
69
Option trading
64
Optionsgeschäft
64
Exchange rate
52
Black-Scholes model
51
Black-Scholes-Modell
50
Wechselkurs
49
Stochastic volatility
47
Time series analysis
47
Welt
47
World
47
Zeitreihenanalyse
47
Risk
42
Risiko
40
Portfolio selection
38
Portfolio-Management
38
USA
35
United States
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368
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Article
700
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94
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700
Aufsatz in Zeitschrift
700
Conference paper
7
Konferenzbeitrag
7
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English
700
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94
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Benth, Fred Espen
7
Gatheral, Jim
7
Radoičić, Radoš
7
Brigo, Damiano
5
Caiado, Jorge
5
Crato, Nuno
5
Escobar, Marcos
5
Forde, Martin
5
Gupta, Rangan
5
Jacquier, Antoine
5
Ma, Feng
5
Masih, Mansur
5
McWalter, Thomas A.
5
Onour, Ibrahim
5
Pallavicini, Andrea
5
Schoutens, Wim
5
Sinha, Pankaj
5
Takahashi, Akihiko
5
Alòs, Elisa
4
Cui, Zhenyu
4
Fouque, Jean-Pierre
4
Fukasawa, Masaaki
4
Grobys, Klaus
4
Gulisashvili, Archil
4
Liu, Xiaoquan
4
Power, Gabriel J.
4
Rebonato, Riccardo
4
Ryu, Doojin
4
Sornette, Didier
4
Aguilar, Jean-Philippe
3
Alexander, Carol
3
Bayer, Christian
3
Bianchi, Michele Leonardo
3
Bormetti, Giacomo
3
Camilleri, Silvio John
3
Chevallier, Julien
3
Chiarella, Carl
3
De Marco, Stefano
3
Dumitriu, Ramona
3
Felpel, Mike
3
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
94
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MPRA Paper
Applied economics letters
International journal of theoretical and applied finance
Quantitative finance
Energy economics
642
Finance research letters
590
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
265
Research in international business and finance
263
Working paper
254
Economics letters
246
Journal of international financial markets, institutions & money
239
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
CESifo working papers
170
The European journal of finance
160
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
119
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ECONIS (ZBW)
700
RePEc
94
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794
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1
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
2
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
3
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
4
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
7
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
8
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
9
Investors' reaction under uncertainty
Kyaw, Khine
;
Olugbode, Mojisola
;
Petracci, Barbara
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2332-2336
Persistent link: https://www.econbiz.de/10014365767
Saved in:
10
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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