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subject:"Innovation"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Volatility"
~type_genre:"Multi-volume publication"
~type_genre:"Reprint"
~type_genre:"Working Paper"
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Innovation
Volatility
Theorie
132
Theory
132
Portfolio selection
44
Portfolio-Management
44
Stochastic process
30
Stochastischer Prozess
30
CAPM
24
Volatilität
21
Begrenzte Rationalität
15
Bounded rationality
15
Anlageverhalten
14
Behavioural finance
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Martingal
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Martingale
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Börsenkurs
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Option pricing theory
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Optionspreistheorie
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Monte Carlo simulation
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Kapitaleinkommen
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Erwartungsnutzen
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Expectation formation
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21
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English
21
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Chiarella, Carl
10
He, Xue-zhong
5
Platen, Eckhard
5
Li, Kai
4
Kang, Boda
3
Baldeaux, Jan
2
Chege Maina, Samuel
2
Nikitopoulos, Christina Sklibosios
2
Chan, Leunglung
1
Cheang, Gerald
1
Chewlow, Les
1
Di Guilmi, Corrado
1
Dieci, Roberto
1
Griebsch, Susanne
1
Guo, Zhi
1
Ignatieva, Ekaterina
1
Kienitz, Jörg
1
King, Boda
1
Liu, Jun
1
Meyer, Gunter H.
1
Mosegaard Christensen, Morton
1
Roberts, Dale
1
Shi, Lei
1
Wang, Chuncheng
1
Wittke, Manuel
1
Yun, Bao
1
Ziogas, Andrew
1
Ziveyi, Jonathan
1
Zwinkels, Remco C. J.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
242
Discussion paper / Centre for Economic Policy Research
174
Working paper
105
Discussion paper / Tinbergen Institute
103
CESifo working papers
93
Discussion papers / CEPR
67
Discussion paper
64
Research paper series / Swiss Finance Institute
52
CREATES research paper
40
Swiss Finance Institute Research Paper
38
Working papers
37
IMF working papers
34
SFB 649 discussion paper
32
Volkswirtschaftliche Diskussionsreihe
32
Discussion paper / Center for Economic Research, Tilburg University
29
Discussion paper series / IZA
29
Finance and economics discussion series
27
CFS working paper series
26
LEM working paper series
26
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung : Forschungsschwerpunkt Markt und politische Ökonomie
24
IMF working paper
24
Working paper series
24
Discussion paper series
23
ZEW discussion papers
23
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
22
Faculty & research / Insead : working paper series
21
Kiel working paper
21
International finance discussion papers
19
Working paper series / European Central Bank
19
Working paper series / United Nations University, UNU-MERIT
18
Economics working paper
17
Jena economic research papers
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RIETI discussion paper series
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IFN working paper
16
Working papers / Rodney L. White Center for Financial Research
16
CORE discussion papers : DP
15
Cowles Foundation discussion paper
15
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
15
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ECONIS (ZBW)
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1
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
3
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
4
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2015
Persistent link: https://www.econbiz.de/10011777504
Saved in:
5
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
6
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
7
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
-
2013
Persistent link: https://www.econbiz.de/10010213177
Saved in:
8
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
9
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
10
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
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