//--> //--> //--> //-->
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:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"International journal of financial engineering"
~type_genre:"Article in journal"
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:"Volatilität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
153
Volatilität
153
Option pricing theory
74
Optionspreistheorie
74
Stochastic process
72
Stochastischer Prozess
72
Theorie
42
Theory
42
ARCH model
27
ARCH-Modell
27
Time series analysis
22
Zeitreihenanalyse
22
Estimation
21
Schätzung
21
Black-Scholes model
20
Black-Scholes-Modell
20
Option trading
19
Optionsgeschäft
19
Börsenkurs
18
Share price
18
Capital income
17
Forecasting model
17
Kapitaleinkommen
17
Prognoseverfahren
17
Portfolio selection
16
Portfolio-Management
16
Statistical distribution
16
Statistische Verteilung
16
Aktienmarkt
14
Derivat
14
Derivative
14
Stock market
14
Markov chain
13
Markov-Kette
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Stochastic volatility
13
Correlation
12
Exchange rate
12
Experiment
12
more ...
less ...
Online availability
All
Undetermined
Free
14
Type of publication
All
Article
153
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
153
Language
All
English
153
Author
All
Cui, Zhenyu
3
Fabozzi, Frank J.
3
Mehrdoust, Farshid
3
Ahlip, Rehez
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Lin, Sha
2
Lorig, Matthew
2
Park, Laurence A. F.
2
Prodan, Ante
2
Radoičić, Radoš
2
Song, Yuping
2
Stefanica, Dan
2
Abdi-Mazraeh, Somayeh
1
Afuecheta, Emmanuel
1
Agarwal, Amba
1
Aghili, A.
1
Aguayo-Moreno, Ester
1
Ahmad, Muhammad Munir
1
Ahmad, Muneeb
1
Ahmadian, Davood
1
Aloy, Marcel
1
Antognini, Jonathan
1
Arai, Takuji
1
Arce, Paola
1
Asai, Manabu
1
Atolia, Manoj
1
Azencott, Robert
1
Bagheri, Ehsan
1
Ballini, Rosangela
1
Barger, Weston
1
Bartolucci, Francesco
1
Bassil, Charbel
1
Baz, Roland
1
Bekiros, Stelios
1
Belhachemi, Rachid
1
Belkacem, Lotfi
1
Bhanja, Niyati
1
Bhar, Ramaprasad
1
Bhuruth, Muddun
1
more ...
less ...
Published in...
All
Computational economics
International journal of financial engineering
Finance research letters
551
Energy economics
503
International review of financial analysis
305
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
273
Applied economics
240
Economic modelling
217
Research in international business and finance
200
Quantitative finance
173
Journal of econometrics
163
Journal of banking & finance
149
Economics letters
136
Applied economics letters
128
Journal of empirical finance
125
Journal of international financial markets, institutions & money
125
Pacific-Basin finance journal
120
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
110
Journal of international money and finance
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The journal of futures markets
99
International journal of forecasting
98
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
95
Journal of financial economics
93
International journal of finance & economics : IJFE
84
Journal of economic dynamics & control
81
The European journal of finance
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
International journal of theoretical and applied finance
67
Journal of financial econometrics
64
Journal of forecasting
61
Journal of financial markets
58
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Global finance journal
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
European journal of operational research : EJOR
48
Journal of mathematical finance
47
Review of quantitative finance and accounting
47
more ...
less ...
Source
All
ECONIS (ZBW)
153
Showing
1
-
10
of
153
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
Zhou, Yuqin
;
Wu, Shan
;
Liu, Zhenhua
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014574963
Saved in:
2
Volatility interdependence between cryptocurrencies, equity, and bond markets
Harb, Etienne
;
Bassil, Charbel
;
Kassamany, Talie
;
Baz, …
- In:
Computational economics
63
(
2024
)
3
,
pp. 951-981
Persistent link: https://www.econbiz.de/10014546233
Saved in:
3
LSTM-GARCH hybrid model for the prediction of volatility in cryptocurrency portfolios
García‑Medina, Andrés
;
Aguayo-Moreno, Ester
- In:
Computational economics
63
(
2024
)
4
,
pp. 1511-1542
Persistent link: https://www.econbiz.de/10014549117
Saved in:
4
Tobin tax, carry trade, and the exchange rate dynamics
Li, Xiaoping
;
Zhou, Chunyang
- In:
Computational economics
63
(
2024
)
4
,
pp. 1627-1647
Persistent link: https://www.econbiz.de/10014549140
Saved in:
5
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Saved in:
6
Scenario generation for financial data with a machine learning approach based on realized volatility and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
Saved in:
7
On forecasting realized volatility for bitcoin based on deep learning PSO-GRU model
Tang, Xiaolong
;
Song, Yuping
;
Jiao, Xingrui
;
Sun, Yankun
- In:
Computational economics
63
(
2024
)
5
,
pp. 2011-2033
Persistent link: https://www.econbiz.de/10014550858
Saved in:
8
A practical Monte Carlo method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon
;
Lyu, Jisang
;
Lee, Wonjin
;
Park, Eunchae
; …
- In:
Computational economics
63
(
2024
)
5
,
pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869
Saved in:
9
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
10
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->