//--> //--> //-->
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
~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
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:"volatility"
Narrow search
Delete all filters
| 16 applied filters
Year of publication
From:
To:
Subject
All
Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
USA
Volatility
20
Volatilität
20
Theorie
10
Theory
10
Stochastic process
9
Stochastischer Prozess
9
Option pricing theory
8
Optionspreistheorie
8
Yield curve
7
Zinsstruktur
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Estimation
5
Markov chain
5
Markov-Kette
5
Stochastic volatility
4
Stochastische Volatilität
4
United States
3
1988-2004
2
Anlageverhalten
2
Behavioural finance
2
Börsenkurs
2
CAPM
2
Commodity derivative
2
Interest rate derivative
2
Rohstoffderivat
2
Share price
2
Welt
2
World
2
Zinsderivat
2
1990-2010
1
2000-2010
1
2008-2010
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Algorithm
1
Algorithmus
1
Analysis
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
Hungarian
Author
All
Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
He, Xue-zhong
2
Platen, Eckhard
2
Tô, Thuy-duong
2
Badran, Alexander
1
Baldeaux, Jan
1
Chewlow, Les
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Huang, Weihong
1
Hung, Hing
1
Kang, Boda
1
King, Boda
1
Nikitopoulos, Christina Sklibosios
1
Patton, Andrew J.
1
Rendek, Renata
1
Silvennoinen, Annastiina
1
Thorp, Susan
1
To, Thuy-duong
1
Zheng, Huanhuan
1
Zwinkels, Remco C. J.
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Department of Economics working paper series
21
Discussion paper / Tinbergen Institute
9
Econometric Institute research papers
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Working paper
3
Discussion papers of interdisciplinary research project 373
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
SFB 649 discussion paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
Discussion paper series / IZA
1
Finmap working paper
1
Global Research Unit working paper
1
NBER working paper series
1
Working paper series / European Central Bank
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Humps in the
volatility
structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
3
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
4
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
5
The multifactor nature of the
volatility
of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
Saved in:
6
The
volatility
structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->