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subject:"Volatilität"
~isPartOf:"Quantitative finance"
~subject:"EU-Staaten"
~subject:"Share price"
~type_genre:"Article in journal"
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Volatilität
EU-Staaten
Share price
Estimation
79
Schätzung
78
Volatility
35
Theorie
33
Theory
33
Börsenkurs
31
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Sornette, Didier
4
Wehrli, Alexander
3
Grobys, Klaus
2
Lillo, Fabrizio
2
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2
Wheatley, Spencer
2
Achab, Massil
1
Ahn, Kwangwon
1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
Applied economics
249
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241
Finance research letters
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Applied economics letters
206
International review of economics & finance : IREF
205
Energy economics
192
International review of financial analysis
175
Journal of banking & finance
169
The North American journal of economics and finance : a journal of financial economics studies
156
Journal of empirical finance
139
Applied financial economics
138
Journal of international financial markets, institutions & money
126
Journal of international money and finance
126
Journal of econometrics
122
Research in international business and finance
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
107
Economics letters
105
The European journal of finance
92
International journal of finance & economics : IJFE
91
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89
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87
The journal of futures markets
84
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77
International journal of economics and finance
73
Pacific-Basin finance journal
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Review of quantitative finance and accounting
64
International journal of forecasting
61
International journal of economics and financial issues : IJEFI
60
Cogent economics & finance
57
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Empirica : journal of european economics
54
Management science : journal of the Institute for Operations Research and the Management Sciences
52
The empirical economics letters : a monthly international journal of economics
52
Journal of financial markets
50
Journal of economic dynamics & control
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49
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ECONIS (ZBW)
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
3
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:
4
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:
5
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
6
Price impact on term structure
Brigo, Damiano
;
Graceffa, Federico
;
Neuman, Eyal
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Saved in:
7
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
8
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
9
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
10
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
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