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~isPartOf:"Computational economics"
~subject:"Theory"
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Search: subject_exact:"Volatilität"
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Theory
Volatility
95
Volatilität
95
Stochastic process
40
Stochastischer Prozess
40
Theorie
34
Option pricing theory
32
Optionspreistheorie
32
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22
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19
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Afuecheta, Emmanuel
1
Antognini, Jonathan
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1
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Belkacem, Lotfi
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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1
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1
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Computational economics
Finance research letters
80
International journal of forecasting
54
Economic modelling
50
Journal of econometrics
50
Journal of empirical finance
47
International review of financial analysis
45
Quantitative finance
44
Energy economics
43
Journal of banking & finance
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International review of economics & finance : IREF
40
Journal of financial economics
40
Applied economics
39
Economics letters
38
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37
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
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24
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23
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20
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19
Research in international business and finance
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18
Macroeconomic dynamics
16
Journal of risk
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
International journal of finance & economics : IJFE
12
Journal of economic behavior & organization : JEBO
12
Annals of finance
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European journal of operational research : EJOR
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ECONIS (ZBW)
34
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34
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1
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:
2
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:
3
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:
4
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:
5
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
6
Volatilityforecastingpackage : a financial volatility package in mathematica
Khodabaccus, Noorshanaaz
;
Saib, Aslam A. E. F.
- In:
Computational economics
63
(
2024
)
6
,
pp. 2307-2324
Persistent link: https://www.econbiz.de/10014636740
Saved in:
7
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao
;
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
Saved in:
8
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
9
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
10
Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos
- In:
Computational economics
59
(
2022
)
3
,
pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
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