//--> //--> //--> //-->
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
~isPartOf:"Annals of economics and finance"
~isPartOf:"Computational economics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Bekiros, Stelios"
~person:"Fabozzi, Frank J."
~person:"Lee, Chien-chiang"
~person:"Li, Yong"
~person:"Stiglitz, Joseph E."
~subject:"Aktienmarkt"
~subject:"Risk measure"
~subject:"Volatility"
~subject:"Volatilität"
~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:
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Risk measure
Volatility
Volatilität
Theorie
11
Theory
11
Stochastic process
8
Stochastischer Prozess
8
Welt
7
World
7
Portfolio selection
5
Portfolio-Management
5
Bayes-Statistik
4
Bayesian inference
4
Country risk
4
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Einheitswurzeltest
3
Euro area
3
Eurozone
3
Forecasting model
3
Hedging
3
Länderrisiko
3
Markov chain
3
Markov-Kette
3
Prognoseverfahren
3
Simulation
3
Stochastic volatility models
3
Unit root test
3
Asia
2
Asien
2
Bayes factor
2
Correlation
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
13
Language
All
English
Author
All
Bekiros, Stelios
Fabozzi, Frank J.
Lee, Chien-chiang
Li, Yong
Stiglitz, Joseph E.
Caporale, Guglielmo Maria
4
Sun, Edward W.
4
Cheung, Yin-Wong
3
Choudhry, Taufiq
3
Florackis, Chris
3
Ftiti, Zied
3
Gupta, Rangan
3
Li, Jie
3
Nadarajah, Saralees
3
Phylaktis, Kate
3
Pierdzioch, Christian
3
Račev, Svetlozar T.
3
Sornette, Didier
3
Afuecheta, Emmanuel
2
Aizenman, Joshua
2
Ali, Faek Menla
2
Alvarez, Susana
2
Arezki, Rabah
2
Asai, Manabu
2
Bailey, Warren
2
Baixauli, J. Samuel
2
Baum, Christopher F.
2
Bianchi, Michele Leonardo
2
Boubaker, Sabri
2
Bourgeois-Gironde, Sacha
2
Bouri, Elie
2
Brooks, Robert
2
Caglayan, Mustafa
2
Cakici, Nusret
2
Candelon, Bertrand
2
Carr, Peter
2
Chalamandaris, Georgios
2
Chan, Stephen
2
Chang, Kuang-Liang
2
Chen, Cathy W. S.
2
Chen, Jian
2
Chen, Yi-Ting
2
more ...
less ...
Published in...
All
Annals of economics and finance
Computational economics
Journal of international money and finance
Economic modelling
9
International review of financial analysis
8
Applied economics
6
The journal of portfolio management : a publication of Institutional Investor
6
The North American journal of economics and finance : a journal of financial economics studies
5
Energy economics
4
Finance research letters
4
Research in international business and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
Pacific-Basin finance journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of portfolio management : JPM
3
Annals of finance
2
Applied economics letters
2
Applied financial economics
2
Emerging markets review
2
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
Journal of banking & finance
2
The journal of asset management
2
Annals of operations research
1
Applied financial economics letters
1
Economic research
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European financial management : the journal of the European Financial Management Association
1
Finance a úvěr
1
Financial innovation : FIN
1
Global finance journal
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
International review of finance
1
Journal of Asian economics
1
Journal of economics & business
1
Journal of economics, finance & administrative science
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
Saved in:
3
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
4
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
5
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
6
Tail-related risk measurement and forecasting in equity markets
Bekiros, Stelios
;
Loukeris, Nikolaos
;
Eleftheriadis, …
- In:
Computational economics
53
(
2019
)
2
,
pp. 783-816
Persistent link: https://www.econbiz.de/10012134868
Saved in:
7
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
8
Black swan events and safe haven : the role of gold in globally integrated emerging markets
Bekiros, Stelios
;
Boubaker, Sabri
;
Nguyen, Duc Khuong
; …
- In:
Journal of international money and finance
73
(
2017
),
pp. 317-334
Persistent link: https://www.econbiz.de/10011787736
Saved in:
9
Unit root hypothesis in the presence of stochastic volatility, a bayesian analysis
Zhang, Jin-yu
;
Li, Yong
;
Chen, Zhu-ming
- In:
Computational economics
41
(
2013
)
1
,
pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
Saved in:
10
Analysis of the intraday effects of economic releases on the currency market
Sun, Edward W.
;
Rezania, Omid
;
Račev, Svetlozar T.
; …
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 692-707
Persistent link: https://www.econbiz.de/10009268786
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->