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Search: subject_exact:"Volatilität"
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Volatility
82
Volatilität
82
Stochastic process
38
Stochastischer Prozess
38
Theorie
30
Theory
30
Option pricing theory
29
Optionspreistheorie
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Fabozzi, Frank J.
3
He, Xin-Jiang
2
Huh, Jeonggyu
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Lin, Sha
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2
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Computational economics
Finance research letters
476
Energy economics
466
International review of financial analysis
287
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
247
Applied economics
237
Economic modelling
215
Research in international business and finance
200
Quantitative finance
164
Journal of econometrics
163
Journal of banking & finance
149
Economics letters
136
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124
Journal of international financial markets, institutions & money
122
Journal of empirical finance
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
International journal of forecasting
97
Journal of international money and finance
97
Journal of financial economics
93
Emerging markets, finance and trade : EMFT
90
The journal of futures markets
88
Journal of economic dynamics & control
76
International journal of finance & economics : IJFE
73
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
63
The European journal of finance
63
Journal of forecasting
61
International journal of financial engineering
57
Journal of financial markets
57
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Global finance journal
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
European journal of operational research : EJOR
47
Journal of mathematical finance
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ECONIS (ZBW)
82
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1
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
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2
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:
3
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
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4
Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China
Li, Bo
;
Boubaker, Sabri
;
Liu, Zhenya
;
Louhichi, Waël
; …
- In:
Computational economics
62
(
2023
)
2
,
pp. 527-559
Persistent link: https://www.econbiz.de/10014382734
Saved in:
5
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
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6
Pricing a specific equity index annuity in a regime-switching Lévy model with jump
Wang, Yayun
- In:
Computational economics
61
(
2023
)
3
,
pp. 1115-1135
Persistent link: https://www.econbiz.de/10014252150
Saved in:
7
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:
8
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
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9
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:
10
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
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