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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~subject:"Arbeitsmarkt"
~subject:"Optionspreistheorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Arbeitsmarkt
Optionspreistheorie
Volatility
Volatilität
324
Börsenkurs
115
Share price
115
ARCH model
101
ARCH-Modell
101
Stock market
99
Aktienmarkt
98
Estimation
97
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97
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Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
McAleer, Michael
6
Wohar, Mark E.
6
Xuan Vinh Vo
6
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5
Zhuang, Xintian
5
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4
Chang, Chia-Lin
4
Dai, Zhifeng
4
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4
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4
Qiao, Gaoxiu
4
Ur Rehman, Mobeen
4
Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Ho, Kin-Yip
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
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3
Li, Yanshuang
3
Lien, Da-hsiang Donald
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3
Ma, Yong
3
Ryu, Doojin
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3
Wang, Xiangning
3
Yoon, Seong-min
3
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3
Zhang, Zhaoyong
3
Al-Jarrah, Idries Mohammad Wanas
2
Asai, Manabu
2
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Discussion paper / Tinbergen Institute
The North American journal of economics and finance : a journal of financial economics studies
Working papers / Federal Reserve Bank of Philadelphia, Research Department
Energy economics
599
Finance research letters
518
International review of financial analysis
419
Applied economics
382
Journal of banking & finance
376
The journal of futures markets
367
International review of economics & finance : IREF
361
Economic modelling
344
Journal of econometrics
322
Applied economics letters
265
Applied financial economics
265
Journal of empirical finance
262
Research in international business and finance
255
Economics letters
250
International journal of theoretical and applied finance
245
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237
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
185
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
Pacific-Basin finance journal
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
155
Journal of economic dynamics & control
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
128
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Computational economics
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
112
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
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ECONIS (ZBW)
324
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1
Multiperiod portfolio allocation : a study of
volatility
clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
2
Forecasting risk measures using intraday and overnight information
Santos, Douglas Gomes dos
;
Candido, Osvaldo
;
Tófoli, …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013449240
Saved in:
3
Exchange rate misalignments, capital flows and
volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013449109
Saved in:
4
Idiosyncratic
volatility
puzzle exists at the country level
He, Zhongzhi
;
Xue, Wenjun
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013538973
Saved in:
5
Forecasting the realized
volatility
of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
6
Cross-sectional implications of dynamic asset pricing with stochastic
volatility
and ambiguity aversion
Lago-Balsalobre, Rubén
;
Rojo-Suárez, Javier
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483620
Saved in:
7
Analytically pricing variance and
volatility
swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
8
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
9
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
10
Volatility
forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
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