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~subject:"Börsenkurs"
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Börsenkurs
Option pricing theory
Volatility
341
Volatilität
339
Estimation
116
Schätzung
116
ARCH model
108
ARCH-Modell
108
Share price
93
Theorie
77
Theory
77
Aktienmarkt
72
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72
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71
Kapitaleinkommen
71
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62
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58
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Exchange rate
47
Oil price
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Wechselkurs
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Ölpreis
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Spillover effect
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Spillover-Effekt
46
Risiko
36
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36
China
35
Financial crisis
35
Finanzkrise
35
Commodity derivative
30
Rohstoffderivat
30
Correlation
29
Korrelation
29
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Kumar, Dilip
3
Li, Bin
3
Ma, Feng
3
Maheswaran, S.
3
Todorova, Neda
3
Zhang, Wei
3
Balcilar, Mehmet
2
Gatfaoui, Hayette
2
Jayawardena, Nirodha I.
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Li, Xiao
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Lin, Ling
2
Min, Hong-ghi
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Petitjean, Mikael
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Roubaud, David
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Salisu, Afees A.
2
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Shen, Dehua
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Su, Jen-je
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Zhang, Yaojie
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Zhou, Zhongbao
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Abid, Ilyes
1
Alemany, Nuria
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Alexandre, Fernando
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Aloui, Chaker
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Aouadi, Amal
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Arouri, Mohamed
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Arumugam, Devika
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Economic modelling
Finance research letters
253
Journal of banking & finance
168
International journal of theoretical and applied finance
167
International review of financial analysis
154
Energy economics
153
The North American journal of economics and finance : a journal of financial economics studies
151
The journal of futures markets
142
International review of economics & finance : IREF
137
NBER working paper series
136
Quantitative finance
134
Working paper / National Bureau of Economic Research, Inc.
124
Applied economics
119
Journal of empirical finance
105
Journal of econometrics
100
Journal of financial economics
96
Applied economics letters
94
NBER Working Paper
93
Research in international business and finance
93
Journal of risk and financial management : JRFM
86
Journal of international financial markets, institutions & money
84
Applied mathematical finance
79
Pacific-Basin finance journal
77
Applied financial economics
76
The European journal of finance
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
The journal of computational finance
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
International Journal of Energy Economics and Policy : IJEEP
64
Research paper series / Swiss Finance Institute
61
Working paper
60
Journal of economic dynamics & control
59
Review of quantitative finance and accounting
59
International journal of financial engineering
55
The journal of finance : the journal of the American Finance Association
55
Economics letters
53
Review of derivatives research
52
Computational economics
51
Risks : open access journal
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ECONIS (ZBW)
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91
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
92
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
93
Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid
;
Beljid, Makram
;
Boubaker, Adel
;
Managi, …
- In:
Economic modelling
32
(
2013
),
pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
Saved in:
94
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
95
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene
;
Min, Hong-ghi
;
Kim, Bonghan
;
Kim, Hyeongwoo
- In:
Economic modelling
35
(
2013
),
pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Saved in:
96
Investor attention and stock market activity : evidence from France
Aouadi, Amal
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Economic modelling
35
(
2013
),
pp. 674-681
Persistent link: https://www.econbiz.de/10010336679
Saved in:
97
Determinants of stock price bubbles
Narayan, Paresh Kumar
;
Mishra, Sagarika
;
Sharma, Susan …
- In:
Economic modelling
35
(
2013
),
pp. 661-667
Persistent link: https://www.econbiz.de/10010336726
Saved in:
98
Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros
;
Livada, Alexandra
- In:
Economic modelling
30
(
2013
),
pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
Saved in:
99
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
100
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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