//--> //--> //--> //-->
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:"Applied economics letters"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Statistik"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
1,074
Theory
1,074
Estimation
332
Schätzung
332
Estimation theory
198
Schätztheorie
198
Portfolio selection
130
Portfolio-Management
130
Time series analysis
130
Zeitreihenanalyse
130
USA
127
United States
127
Welt
105
World
105
Experiment
94
Capital income
93
Kapitaleinkommen
93
Economic growth
92
Wirtschaftswachstum
92
Forecasting model
84
Prognoseverfahren
84
Börsenkurs
77
Share price
77
Geldpolitik
74
Monetary policy
74
Volatilität
70
Risiko
64
Risk
64
China
61
Panel
61
Panel study
61
Yield curve
61
Zinsstruktur
61
Einheitswurzeltest
60
Unit root test
60
Cointegration
58
Kointegration
58
Employment
54
Erwerbstätigkeit
54
more ...
less ...
Online availability
All
Undetermined
32
Free
1
Type of publication
All
Article
70
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Statistik
Aufsatz in Zeitschrift
70
Language
All
English
70
Author
All
Wang, Xingchun
3
Ryu, Doojin
2
Shin, Dong-wan
2
Yang, Heejin
2
You, Yu
2
Zhou, Chunyang
2
Afonso, António
1
Alfarano, Simone
1
Assimakopoulos, V.
1
Baek, Changryong
1
Berry, R. H.
1
Bisaglia, Luisa
1
Blazsek, Szabolcs
1
Bordignon, Silvano
1
Boroumand, Raphaël Homayoun
1
Botsaris, Charalampos
1
Cai, Charlie
1
Caldeira, João F.
1
Caporale, Guglielmo Maria
1
Cavallari, Lilia
1
Charemza, Wojciech
1
Chen, Zirong
1
Chevallier, Julien
1
Choi, Ji-Eun
1
Cholodilin, Konstantin Arkadʹevič
1
Choudhry, Taufiq
1
Chu, Xiaojun
1
Cui, Huijie
1
D'Addona, Stefano
1
DeJuan, Joseph P.
1
Dempsey, Michael
1
Diao, Xundi
1
Dotsis, George
1
Dungore, Parizad Phiroze
1
Edwards, Craig Steven
1
Eslamloueyan, Karim
1
Fan, Tsai-hung
1
Fang, Tong
1
Ferris, Stephen P.
1
Fink, Holger Maria
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of econometrics
263
Journal of banking & finance
213
International journal of theoretical and applied finance
211
Finance research letters
191
Quantitative finance
165
Journal of empirical finance
137
Economic modelling
130
Economics letters
130
The journal of futures markets
130
Energy economics
120
Journal of economic dynamics & control
119
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of financial economics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
International review of economics & finance : IREF
112
Applied economics
111
Applied mathematical finance
107
International journal of forecasting
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Computational economics
94
The European journal of finance
85
Journal of international money and finance
82
Journal of risk and financial management : JRFM
78
Journal of international financial markets, institutions & money
75
Finance and stochastics
74
The review of financial studies
74
The journal of computational finance
73
Econometric reviews
72
Journal of financial econometrics : official journal of the Society for Financial Econometrics
71
Journal of forecasting
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Risks : open access journal
68
European journal of operational research : EJOR
65
Review of derivatives research
63
The journal of finance : the journal of the American Finance Association
60
Applied financial economics
59
Journal of mathematical finance
59
International journal of financial engineering
57
more ...
less ...
Source
All
ECONIS (ZBW)
70
Showing
1
-
10
of
70
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
2
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
3
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
4
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
5
Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
6
A possible explanation of the "Exchange Rate Disconnect Puzzle" : a common solution to three macroeconomic puzzles?
Horioka, Charles
;
Ford, Nicholas
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 918-922
Persistent link: https://www.econbiz.de/10011714410
Saved in:
7
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
8
It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 118-122
Persistent link: https://www.econbiz.de/10012803391
Saved in:
9
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
10
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->