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~isPartOf:"Computational economics"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Volatility
95
Volatilität
95
Stochastic process
40
Stochastischer Prozess
40
Theorie
34
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34
Option pricing theory
32
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32
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Afuecheta, Emmanuel
1
Antognini, Jonathan
1
Arce, Paola
1
Caporale, Guglielmo Maria
1
Chang, Kuang-Liang
1
Chen, Cathy W. S.
1
Dong, Manh Cuong
1
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Li, Xiaoping
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Computational economics
The North American journal of economics and finance : a journal of financial economics studies
38
Finance research letters
32
Journal of international money and finance
30
Applied economics
28
Economic modelling
27
International review of economics & finance : IREF
27
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24
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22
Research in international business and finance
17
International journal of finance & economics : IJFE
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Applied economics letters
14
Global business review
13
International review of financial analysis
13
International economic journal
12
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11
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11
International journal of forecasting
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
10
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9
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
9
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9
Journal of empirical finance
9
Annals of financial economics
8
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8
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8
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7
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7
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7
Journal of multinational financial management
7
Macroeconomics and finance in emerging market economies
7
Quantitative finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Theoretical economics letters
7
Emerging markets review
6
Empirica : journal of european economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
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ECONIS (ZBW)
12
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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
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:
3
Bidirectional risk spillovers between exchange rate of emerging market countries and international crude oil price-based on time-varing Copula-CoVaR
Wang, Liang
;
Xu, Tingjia
- In:
Computational economics
59
(
2022
)
1
,
pp. 383-414
Persistent link: https://www.econbiz.de/10013169014
Saved in:
4
Analysis of early warning of RMB exchange rate fluctuation and value at risk measurement based on deep learning
Lu, Chunyi
;
Teng, Zhuoqi
;
Gao, Yu
;
Wu, Renhong
; …
- In:
Computational economics
59
(
2022
)
4
,
pp. 1501-1524
Persistent link: https://www.econbiz.de/10013261898
Saved in:
5
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
6
Early warning of Chinese Yuan's exchange rate fluctuation and value at risk measure using neural network joint optimization algorithm
Xu, Zhaoyi
;
Zeng, Yuqing
;
Xue, Yangrong
;
Yang, Shenggang
- In:
Computational economics
60
(
2022
)
4
,
pp. 1293-1315
Persistent link: https://www.econbiz.de/10013445750
Saved in:
7
A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang
- In:
Computational economics
58
(
2021
)
4
,
pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
Saved in:
8
Fast and adaptive cointegration based model for forecasting high frequency financial time series
Arce, Paola
;
Antognini, Jonathan
;
Kristjanpoller …
- In:
Computational economics
54
(
2019
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
Saved in:
9
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
Saved in:
10
Searching for inefficiencies in exchange rate dynamics
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
49
(
2017
)
3
,
pp. 405-432
Persistent link: https://www.econbiz.de/10011762118
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