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~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Lin, Sha"
~person:"Stiglitz, Joseph E."
~person:"Westerhoff, Frank H."
~subject:"Asset-Backed Securities"
~subject:"Finanzmarkt"
~subject:"Stochastic process"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-Backed Securities
Finanzmarkt
Stochastic process
Volatilität
Theorie
27
Theory
27
Volatility
14
Stochastischer Prozess
13
Option pricing theory
10
Optionspreistheorie
10
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7
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7
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7
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22
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Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
Lin, Sha
Stiglitz, Joseph E.
Westerhoff, Frank H.
McAleer, Michael
15
Asai, Manabu
10
McMillan, David G.
9
Jawadi, Fredj
8
Maasoumi, Esfandiar
7
Kirchler, Michael
5
Li, Kai
5
Lux, Thomas
5
Račev, Svetlozar T.
5
Speight, Alan E. H.
5
Taylor, Robert
5
Yu, Jun
5
Bordignon, Silvano
4
Branger, Nicole
4
Cavaliere, Giuseppe
4
Chelley-Steeley, Patricia L.
4
Ftiti, Zied
4
Gallegati, Mauro
4
Hanaki, Nobuyuki
4
He, Xue-zhong
4
Huber, Jürgen
4
Kendrick, David A.
4
Li, Yong
4
Teräsvirta, Timo
4
Akiyama, Eizo
3
Chan, Joshua
3
Chang, Chien-hung
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Chiarella, Carl
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Delli Gatti, Domenico
3
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Farmer, J. Doyne
3
Fornari, Fabio
3
Guo, Bin
3
Hamori, Shigeyuki
3
He, Xin-Jiang
3
Ishikawa, Ryuichiro
3
Kollmann, Robert
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Applied financial economics
Computational economics
Econometric reviews
Journal of economic dynamics & control
International journal of theoretical and applied finance
7
Journal of economic behavior & organization : JEBO
5
The journal of fixed income
5
The journal of portfolio management : JPM
5
Valuation, financial modeling, and quantitative tools
5
Finance research letters
4
Financial markets and instruments
4
International review of financial analysis
4
Investment management and financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The handbook of mortgage-backed securities
3
Economics letters
2
European economic review : EER
2
European financial management : the journal of the European Financial Management Association
2
Journal of evolutionary economics : JEE
2
Macroeconomic dynamics
2
Pacific economic review
2
Papers and proceedings of the ... annual congress of the European Economic Association
2
The European journal of finance
2
The handbook of fixed income securities
2
The journal of futures markets
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The journal of portfolio management : a publication of Institutional Investor
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The journal of structured finance
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Advances in macroeconomic theory
1
Annals of economics and finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Annual World Bank Conference on Development Economics 2000
1
Applied economics
1
Applied economics letters
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Asymmetric information, corporate finance, and investment
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometric theory
1
Economic growth and capital and labour markets
1
Economica
1
Economics / Journal articles : the open-access, open-assessment journal
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ECONIS (ZBW)
22
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21
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Saved in:
22
Commodity markets, price limiters and speculative price dynamics
He, Xue-zhong
;
Westerhoff, Frank H.
- In:
Journal of economic dynamics & control
29
(
2005
)
9
,
pp. 1577-1596
Persistent link: https://www.econbiz.de/10003068787
Saved in:
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