//--> //--> //--> //-->
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"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
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
Zeitreihenanalyse
19
Forecasting model
16
Prognoseverfahren
16
Estimation
15
Schätzung
15
Exchange rate
12
Wechselkurs
12
Capital income
11
Kapitaleinkommen
11
Statistical distribution
11
Statistische Verteilung
11
Stochastic volatility
11
Börsenkurs
10
Financial market
10
Finanzmarkt
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Share price
10
Correlation
9
Korrelation
9
Portfolio selection
9
Portfolio-Management
9
Risikomaß
9
Risk measure
9
Aktienmarkt
8
Markov chain
8
Markov-Kette
8
Option trading
8
Optionsgeschäft
8
more ...
less ...
Online availability
All
Undetermined
Free
9
Type of publication
All
Article
95
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
95
Language
All
English
95
Author
All
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
Azencott, Robert
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
Boubaker, Sabri
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
1
more ...
less ...
Published in...
All
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
47
more ...
less ...
Source
All
ECONIS (ZBW)
95
Showing
81
-
90
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
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
Saved in:
82
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
83
Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia
;
Bartolucci, Francesco
- In:
Computational economics
49
(
2017
)
4
,
pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
Saved in:
84
LSM algorithm for pricing American option under Heston-Hull-White's stochastic volatility model
Samimi, O.
;
Mardani, Z.
;
Sharafpour, S.
;
Mehrdoust, F.
- In:
Computational economics
50
(
2017
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10011762377
Saved in:
85
Dynamic and asymmetric contagion reactions of financial markets during the last subprime crisis
Zhou, Wei
- In:
Computational economics
50
(
2017
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011762379
Saved in:
86
Bayesian analysis of power-transformed and threshold GARCH models : a Griddy-Gibbs sampler approach
Xia, Qiang
;
Wong, Heung
;
Liu, Jinshan
;
Liang, Rubing
- In:
Computational economics
50
(
2017
)
3
,
pp. 353-372
Persistent link: https://www.econbiz.de/10011783316
Saved in:
87
Performance of tail hedged portfolio with third moment variation swap
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Computational economics
50
(
2017
)
3
,
pp. 447-471
Persistent link: https://www.econbiz.de/10011783329
Saved in:
88
Is the extension of trading hours always beneficial? : an artificial agent-based analysis
Miwa, Kotaro
;
Ueda, Kazuhiro
- In:
Computational economics
50
(
2017
)
4
,
pp. 595-627
Persistent link: https://www.econbiz.de/10011783458
Saved in:
89
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
90
Exploring price fluctuations in a double auction market
Ji, Mingjie
;
Li, Honggang
- In:
Computational economics
48
(
2016
)
2
,
pp. 189-209
Persistent link: https://www.econbiz.de/10011646728
Saved in:
First
Prev
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...
//-->