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~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~language:"hun"
~subject:"Anlageverhalten"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Anlageverhalten
Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
USA
Volatility
56
Volatilität
56
Theorie
23
Theory
23
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
16
Optionspreistheorie
16
Welt
11
World
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Börsenkurs
9
Estimation
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Share price
9
Yield curve
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Zinsstruktur
9
Markov chain
7
Markov-Kette
7
Portfolio selection
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Portfolio-Management
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Stochastic volatility
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Stochastische Volatilität
7
ARCH model
5
ARCH-Modell
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Aktienindex
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Capital income
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Derivat
5
Derivative
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Kapitaleinkommen
5
Rohstoffderivat
5
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5
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4
United States
4
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3
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3
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Arbeitspapier
Graue Literatur
14
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14
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14
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Hungarian
Author
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Chiarella, Carl
7
He, Xue-zhong
3
Platen, Eckhard
2
Tô, Thuy-duong
2
Badran, Alexander
1
Baldeaux, Jan
1
Chewlow, Les
1
Gnoatto, Alessandro
1
Grasselli, Martino
1
Hsiao, Chih-ying
1
Huang, Weihong
1
Hung, Hing
1
Kang, Boda
1
King, Boda
1
Li, Kai
1
Liu, Jun
1
Nikitopoulos, Christina Sklibosios
1
Patton, Andrew J.
1
Rendek, Renata
1
Shi, Lei
1
Silvennoinen, Annastiina
1
Thorp, Susan
1
To, Thuy-duong
1
Zheng, Huanhuan
1
Zwinkels, Remco C. J.
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper series / IZA
275
Working paper / National Bureau of Economic Research, Inc.
148
CESifo working papers
122
Working paper
120
Discussion paper / Tinbergen Institute
85
Finance and economics discussion series
53
IMF working papers
48
Discussion paper
41
Econometric Institute research papers
41
SFB 649 discussion paper
37
Staff reports / Federal Reserve Bank of New York
36
Working papers
35
CFS working paper series
32
Working papers / Federal Reserve Bank of Philadelphia, Research Department
32
International finance discussion papers
30
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
28
Research paper series / Swiss Finance Institute
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
26
Department of Economics working paper series
25
Working paper series / European Central Bank
25
CREATES research paper
24
Ruhr economic papers
24
Discussion papers of interdisciplinary research project 373
21
Economics and finance working paper series
21
IMF working paper
21
Working paper series
21
ZEW discussion papers
21
Federal Reserve Bank of Cleveland working paper series
19
Working papers on finance
19
Swiss Finance Institute Research Paper
18
Working papers / Bank for International Settlements
17
CAMA working paper series
16
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
16
IES working paper
16
Working papers / U.S. Census Bureau, Center for Economic Studies
16
Kiel working paper
15
Fisher College of Business working paper series
14
Staff working paper / Bank of Canada
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ECONIS (ZBW)
14
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1
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
2
Optimal investment strategies under stochastic
volatility
: estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
3
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
4
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:
5
The affine nature of aggregate wealth dynamics
Platen, Eckhard
;
Rendek, Renata
-
2012
Persistent link: https://www.econbiz.de/10009714011
Saved in:
6
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:
7
Consistent modeling of VIX and equity derivatives using a 3, 2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
-
2012
Persistent link: https://www.econbiz.de/10009564457
Saved in:
8
Heterogeneous beliefs and the cross-section of asset returns
He, Xue-zhong
;
Shi, Lei
-
2012
Persistent link: https://www.econbiz.de/10009564462
Saved in:
9
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
10
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
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