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~accessRights:"restricted"
~subject:"Arbeitsmarkt"
~subject:"Option pricing theory"
~subject:"Schätzung"
~subject:"Volatilität"
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Arbeitsmarkt
Option pricing theory
Schätzung
Volatilität
Volatility
10,884
Estimation
3,020
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2,992
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2,992
Arbeitsmobilität
2,641
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2,641
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2,409
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2,409
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2,339
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2,338
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2,304
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2,303
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2,087
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2,065
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1,699
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1,699
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1,470
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1,470
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1,172
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1,136
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1,135
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1,130
Optionspreistheorie
1,119
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1,094
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1,093
Oil price
1,061
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982
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971
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924
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920
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876
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Gupta, Rangan
136
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89
Bouri, Elie
85
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60
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42
Hammoudeh, Shawkat
41
Mensi, Walid
41
Wohar, Mark E.
39
Wang, Yudong
38
Kang, Sang Hoon
37
Liang, Chao
37
Pierdzioch, Christian
36
Xuan Vinh Vo
36
Ji, Qiang
35
Lucey, Brian M.
35
Wei, Yu
35
Bahmani-Oskooee, Mohsen
34
Demirer, Rıza
34
Roubaud, David
34
Balcilar, Mehmet
33
Corbet, Shaen
33
Salisu, Afees A.
28
McAleer, Michael
27
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Kumar, Dilip
25
Lau, Chi Keung
25
Jawadi, Fredj
24
Umar, Zaghum
24
Gillas, Konstantinos Gkillas
23
Serletis, Apostolos
22
Todorov, Viktor
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Bollerslev, Tim
21
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21
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Wang, Lu
21
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Gottfried Wilhelm Leibniz Universität Hannover
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Organisation for Economic Co-operation and Development
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Peter Lang GmbH
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Springer-Verlag London Ltd.
1
Technische Universität Braunschweig
1
Twenty Five Years of Economic Reforms in India <Veranstaltung> <2018, Varanasi>
1
UNCTAD
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United Nations High Level Task Force on Global Food and Nutrition
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Finance research letters
551
Energy economics
504
International review of financial analysis
305
The North American journal of economics and finance : a journal of financial economics studies
278
International review of economics & finance : IREF
276
Discussion paper / Centre for Economic Policy Research
253
Applied economics
245
Economic modelling
221
Research in international business and finance
201
Quantitative finance
173
Journal of econometrics
165
Working paper / National Bureau of Economic Research, Inc.
153
Journal of banking & finance
151
Economics letters
142
Applied economics letters
138
Journal of empirical finance
128
Journal of international financial markets, institutions & money
125
Pacific-Basin finance journal
121
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
111
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
101
International journal of forecasting
99
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
97
Computational economics
95
Journal of financial economics
95
Discussion papers / CEPR
92
International journal of finance & economics : IJFE
86
Journal of economic dynamics & control
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
The European journal of finance
71
International journal of theoretical and applied finance
67
Journal of financial econometrics
64
Journal of forecasting
61
Management science : journal of the Institute for Operations Research and the Management Sciences
60
Journal of financial markets
59
International journal of financial engineering
58
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
50
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ECONIS (ZBW)
10,890
RePEc
1
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1
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10
of
10,891
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relevance
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date (newest first)
date (oldest first)
1
Volatility
risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
2
A new channel for global
volatility
propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
3
Research on the effectiveness of the
volatility
-tail risk-managed portfolios in China's market
Guo, Zirui
;
Li, Yihan
;
Jia, Guangyan
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1191-1222
Persistent link: https://www.econbiz.de/10014519767
Saved in:
4
Stock exchange
volatility
forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
5
The relationship between implied
volatility
and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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