//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Anderegg, Benjamin"
~person:"Baruník, Jozef"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
2
ARCH-Modell
2
Estimation
2
Schätzung
2
Volatilität
2
Currency derivative
1
DTCC
1
Delta hedging
1
Devisenmarkt
1
FX options
1
Foreign exchange market
1
Hedging
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Price impact
1
Spillover effect
1
Spillover-Effekt
1
Trade repository data
1
Volatility modeling
1
Währungsderivat
1
asymmetric effects
1
connectedness
1
feedback effects
1
forex market
1
frictions
1
instability
1
semivariance
1
spillovers
1
volatility
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
Anderegg, Benjamin
Baruník, Jozef
Bollerslev, Tim
5
Todorov, Viktor
4
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
Ali, Faek Menla
2
Bekaert, Geert
2
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Sornette, Didier
2
Spagnolo, Nicola
2
Vu, Nam T.
2
Wu, Jing Cynthia
2
Ahmed Hannan, Swarnali
1
Amaya, Diego
1
Ames, Matthew
1
Andersen, Torben
1
Arezki, Rabah
1
Arshanapalli, Bala Gangadhar
1
Ataurima Arellano, Miguel
1
Auray, Stéphane
1
Aït-Sahalia, Yacine
1
Bagnarosa, Guillaume
1
Bai, Jennie
1
Bakas, Dimitrios
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bardgett, Chris
1
Baur, Dirk
1
Benchimol, Jonathan
1
Berg, Kimberly A.
1
Bevilacqua, Mattia
1
Bodenstein, Martin
1
Booth, G. Geoffrey
1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Buch, Claudia M.
1
more ...
less ...
Published in...
All
Journal of financial economics
Journal of international money and finance
Economic modelling
1
Energy economics
1
Journal of financial markets
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
2
Asymmetric volatility connectedness on the forex market
Baruník, Jozef
;
Kočenda, Evžen
;
Vácha, Lukáš
- In:
Journal of international money and finance
77
(
2017
),
pp. 39-56
Persistent link: https://www.econbiz.de/10011788089
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->