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Search: subject_exact:"Volatilität"
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Volatility
95
Volatilität
95
Stochastic process
40
Stochastischer Prozess
40
Theorie
34
Theory
34
Option pricing theory
32
Optionspreistheorie
32
ARCH model
22
ARCH-Modell
22
Time series analysis
19
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19
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16
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16
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15
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15
Exchange rate
12
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11
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Article in journal
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95
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English
95
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Fabozzi, Frank J.
3
He, Xin-Jiang
2
Huh, Jeonggyu
2
Lin, Sha
2
Mehrdoust, Farshid
2
Abdi-Mazraeh, Somayeh
1
Afuecheta, Emmanuel
1
Aguayo-Moreno, Ester
1
Ahmadian, Davood
1
Aloy, Marcel
1
Antognini, Jonathan
1
Arce, Paola
1
Asai, Manabu
1
Atolia, Manoj
1
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1
Bagheri, Ehsan
1
Ballini, Rosangela
1
Bartolucci, Francesco
1
Bassil, Charbel
1
Baz, Roland
1
Bekiros, Stelios
1
Belhachemi, Rachid
1
Belkacem, Lotfi
1
Bhanja, Niyati
1
Bhuruth, Muddun
1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
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1
Bouri, Elie
1
Cagnone, Silvia
1
Caporale, Guglielmo Maria
1
Carr, Peter
1
Casas, Isabel
1
Ceffer, Attila
1
Chang, Kuang-Liang
1
Chen, Cathy W. S.
1
Chen, Yi-Ting
1
Chen, Zhong-Tian
1
Chib, Siddhartha
1
Ching, Wai Ki
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Computational economics
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
International journal of financial engineering
58
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
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ECONIS (ZBW)
95
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95
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21
Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen
;
Yue, Ding
;
Wu, Xu
;
Gao, Wei
- In:
Computational economics
61
(
2023
)
2
,
pp. 487-511
Persistent link: https://www.econbiz.de/10014228448
Saved in:
22
Valuation of spark-spread option written on electricity and gas forward contracts under two-factor models with non-Gaussian Lévy processes
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Computational economics
61
(
2023
)
2
,
pp. 807-853
Persistent link: https://www.econbiz.de/10014228463
Saved in:
23
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
24
Connectedness in international crude oil markets
Bhanja, Niyati
;
Nasreen, Samia
;
Dar, Arif Billah
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10013168983
Saved in:
25
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:
26
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
27
The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Bagheri, Ehsan
;
Ebrahimi, Seyed Babak
;
Mohammadi, Arman
; …
- In:
Computational economics
59
(
2022
)
3
,
pp. 1087-1111
Persistent link: https://www.econbiz.de/10013169223
Saved in:
28
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
Saved in:
29
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:
30
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
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