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~accessRights:"restricted"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Option pricing theory
Schätzung
Volatility
10,366
Volatilität
10,353
Estimation
3,013
Börsenkurs
2,992
Share price
2,992
Arbeitsmobilität
2,641
Labour mobility
2,641
Capital income
2,409
Kapitaleinkommen
2,409
ARCH model
2,338
ARCH-Modell
2,338
Theorie
2,303
Theory
2,303
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2,069
Aktienmarkt
2,065
Welt
1,699
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1,699
Forecasting model
1,470
Prognoseverfahren
1,470
Risk
1,151
Stochastic process
1,135
Stochastischer Prozess
1,135
Risiko
1,130
Optionspreistheorie
1,119
Spillover effect
1,093
Spillover-Effekt
1,093
Oil price
1,059
Ölpreis
1,058
Zeitreihenanalyse
1,040
Time series analysis
1,039
Exchange rate
974
Wechselkurs
971
USA
908
United States
907
Portfolio selection
860
Portfolio-Management
860
China
851
Financial market
658
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4,298
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19
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Gupta, Rangan
55
Ma, Feng
25
Bouri, Elie
23
Bahmani-Oskooee, Mohsen
21
Pierdzioch, Christian
20
Balcilar, Mehmet
19
Cui, Zhenyu
18
Todorov, Viktor
17
Wang, Xingchun
16
Wohar, Mark E.
16
Xuan Vinh Vo
16
Kang, Sang Hoon
15
Mensi, Walid
15
Tiwari, Aviral Kumar
15
Wu, Xinyu
15
Bollerslev, Tim
13
Li, Jia
13
Wei, Yu
13
Jawadi, Fredj
12
Yoon, Seong-min
12
Zhang, Yaojie
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Jin E.
11
Alòs, Elisa
10
Lin, Shih-kuei
10
Nguyen, Duy
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Floros, Christos
9
Goutte, Stéphane
9
Hammoudeh, Shawkat
9
He, Xin-Jiang
9
Ji, Qiang
9
Kelly, Bryan T.
9
Kim, Jeong-Hoon
9
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OECD
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National Bureau of Economic Research
3
Springer Fachmedien Wiesbaden
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Edward Elgar Publishing
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World Bank
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Centre for Economic Policy Research
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Peter Lang GmbH
1
Twenty Five Years of Economic Reforms in India <Veranstaltung> <2018, Varanasi>
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
World Bank / Development Research Group / Rural Development
1
World Bank / Europe and Central Asia Region / Human Development Sector Unit
1
World Bank / Office of the Vice President, Development Economics
1
World Bank Group
1
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Finance research letters
158
Energy economics
146
Quantitative finance
121
The North American journal of economics and finance : a journal of financial economics studies
113
International review of economics & finance : IREF
109
Applied economics
106
Economic modelling
94
Journal of econometrics
86
International review of financial analysis
85
Journal of banking & finance
79
Discussion paper / Centre for Economic Policy Research
77
Research in international business and finance
60
Applied economics letters
58
Economics letters
57
International journal of theoretical and applied finance
56
Journal of empirical finance
52
Journal of international financial markets, institutions & money
52
Computational economics
48
Journal of economic dynamics & control
48
International journal of financial engineering
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Working paper / National Bureau of Economic Research, Inc.
44
The journal of futures markets
41
Discussion papers / CEPR
40
The journal of computational finance
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of international money and finance
39
International journal of finance & economics : IJFE
37
Pacific-Basin finance journal
35
Journal of financial econometrics
34
The European journal of finance
34
European journal of operational research : EJOR
33
Labour economics : official journal of the European Association of Labour Economists
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Journal of mathematical finance
32
Journal of financial economics
31
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
30
Journal of financial markets
30
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ECONIS (ZBW)
RePEc
1
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1
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10
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4,316
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date (oldest first)
1
Volatility
risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
2
Volatility
of
volatility
estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Sentiment and energy price
volatility
: a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
4
Empirical determinants of exchange-rate
volatility
: evidence from selected Asian economies
Rashid, Abdul
;
Basit, Mohammad
- In:
Journal of Chinese economic and foreign trade studies
15
(
2022
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10012884569
Saved in:
5
Volatility
is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
6
Forecasting
volatility
of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
7
Contagion among European financial indices, evidence from a quantile VAR approach
Palomba, Giulio
;
Tedeschi, Marco
- In:
Economic systems
48
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014584815
Saved in:
8
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
9
A model-free approximation for barrier options in a general stochastic
volatility
framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
10
Implied roughness in the term structure of oil market
volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
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