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isPartOf:"MPRA Paper"
~isPartOf:"International review of financial analysis"
~person:"Fabozzi, Frank J."
~person:"Sensoy, Ahmet"
~subject:"Asymmetry"
~subject:"Volatilität"
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Fabozzi, Frank J.
Sensoy, Ahmet
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1
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar
;
Akhtaruzzaman, Md.
;
Sensoy, Ahmet
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543920
Saved in:
2
The financial market effects of international aviation disasters
Akyildirim, Erdinc
;
Corbet, Shaen
;
Efthymiou, Marina
; …
- In:
International review of financial analysis
69
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012316891
Saved in:
3
Impact of portfolio flows and heterogeneous expectations on FX jumps: evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
68
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012300936
Saved in:
4
Intraday volume-volatility nexus in the FX markets : evidence from an emerging market
Sensoy, Ahmet
;
Serdengeçti, Süleyman
- In:
International review of financial analysis
64
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208202
Saved in:
5
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
6
Implied volatility indices : a review and extension in the Turkish case
Sensoy, Ahmet
;
Omole, John
- In:
International review of financial analysis
60
(
2018
),
pp. 151-161
Persistent link: https://www.econbiz.de/10012007557
Saved in:
7
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
8
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
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