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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
~subject:"Welt"
~subject:"exchange rate"
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Volatility
Welt
exchange rate
Volatilität
506
Option pricing theory
165
Optionspreistheorie
165
Stochastic process
148
Stochastischer Prozess
148
Theorie
122
Theory
122
volatility
100
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stochastic volatility
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506
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Benth, Fred Espen
6
Brigo, Damiano
5
Caiado, Jorge
5
Crato, Nuno
5
Gupta, Rangan
5
Masih, Mansur
5
Onour, Ibrahim
5
Sinha, Pankaj
5
Takahashi, Akihiko
5
Ma, Feng
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
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3
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3
Chiarella, Carl
3
Dumitriu, Ramona
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Ghiba, Nicolae
3
Grobys, Klaus
3
Grzelak, Lech A.
3
Ielpo, Florian
3
Li, Ming-yuan Leon
3
Liu, Rui Hua
3
Mapa, Dennis S.
3
Oosterlee, Cornelis W.
3
Power, Gabriel J.
3
Radoičić, Radoš
3
Ryu, Doojin
3
Schoutens, Wim
3
Stefanescu, Razvan
3
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3
Vives, Josep
3
Wang, Xingchun
3
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3
You, Yu
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
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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
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
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321
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265
Journal of empirical finance
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263
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255
Economics letters
246
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239
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Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
194
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
CESifo working papers
171
International Journal of Energy Economics and Policy : IJEEP
171
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
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IMF working papers
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International journal of forecasting
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The review of financial studies
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ECONIS (ZBW)
506
RePEc
94
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1
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:
2
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:
3
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
4
Price discovery and risk management in asset class : a bibliometric analysis and research agenda
Gairola, Gaurav
;
Dey, Kushankur
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2320-2331
Persistent link: https://www.econbiz.de/10014365766
Saved in:
5
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
6
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
7
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
8
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
9
COVID-19's impacts on the Korean stock market
Choi, Changkyu
;
Jung, Hojin
- In:
Applied economics letters
29
(
2022
)
11
,
pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
Saved in:
10
Volatility assessment of US trucking spot freight market
Resende, Max
- In:
Applied economics letters
31
(
2024
)
7
,
pp. 588-593
Persistent link: https://www.econbiz.de/10014557794
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