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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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ARCH model
Börsenkurs
Measurement
Theorie
Volatility
56
Volatilität
56
Theory
23
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
16
Optionspreistheorie
16
Welt
11
World
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Estimation
9
Schätzung
9
Share price
9
Yield curve
9
Zinsstruktur
9
Markov chain
7
Markov-Kette
7
Portfolio selection
7
Portfolio-Management
7
Stochastic volatility
7
Stochastische Volatilität
7
ARCH-Modell
5
Aktienindex
5
Capital income
5
Commodity derivative
5
Derivat
5
Derivative
5
Kapitaleinkommen
5
Rohstoffderivat
5
Stock index
5
Anlageverhalten
4
Behavioural finance
4
USA
4
United States
4
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3
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3
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Systematic review
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Arbeitspapier
29
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28
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28
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English
29
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Chiarella, Carl
11
Platen, Eckhard
8
He, Xue-zhong
6
Li, Kai
4
Kang, Boda
3
Rendek, Renata
3
Baldeaux, Jan
2
Chege Maina, Samuel
2
Nikitopoulos, Christina Sklibosios
2
Silvennoinen, Annastiina
2
Chan, Leunglung
1
Cheang, Gerald
1
Chewlow, Les
1
Corrado, Charles Joseph
1
Di Guilmi, Corrado
1
Dieci, Roberto
1
Griebsch, Susanne
1
Guo, Zhi
1
Hong, KiHoon Jimmy
1
Huang, Weihong
1
Ignatieva, Ekaterina
1
Kienitz, Jörg
1
King, Boda
1
Liu, Jun
1
Meyer, Gunter H.
1
Mosegaard Christensen, Morton
1
Roberts, Dale
1
Shi, Lei
1
Teräsvirta, Timo
1
Thorp, Susan
1
Truong, Cameron
1
Wang, Chuncheng
1
Wittke, Manuel
1
Yun, Bao
1
Zheng, Huanhuan
1
Ziogas, Andrew
1
Ziveyi, Jonathan
1
Zwinkels, Remco C. J.
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
292
Discussion paper / Centre for Economic Policy Research
150
Discussion paper / Tinbergen Institute
146
Working paper
137
CESifo working papers
110
Discussion paper series / IZA
87
Research paper series / Swiss Finance Institute
77
CREATES research paper
67
Discussion papers / CEPR
58
Swiss Finance Institute Research Paper
57
Working papers
52
Econometric Institute research papers
50
SFB 649 discussion paper
50
IMF working papers
45
Discussion paper
41
Finance and economics discussion series
41
Department of Economics working paper series
39
CFS working paper series
38
IMF working paper
38
Working paper series / European Central Bank
33
Kiel working paper
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
29
International finance discussion papers
28
Staff reports / Federal Reserve Bank of New York
28
Economics and finance working paper series
26
Working paper series
26
Economics working paper
23
SFB 649 Discussion Paper
22
Working papers / Rodney L. White Center for Financial Research
22
Discussion paper series
21
Tinbergen Institute Discussion Paper
21
CORE discussion papers : DP
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
SAFE working paper
20
Working papers on finance
20
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
19
CORE discussion paper : DP
19
Discussion paper / Center for Economic Research, Tilburg University
19
Staff working paper / Bank of Canada
18
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ECONIS (ZBW)
29
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1
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
2
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
3
Volatility
clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2015
Persistent link: https://www.econbiz.de/10011777504
Saved in:
4
Pricing
volatility
derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
5
Two stochastic
volatility
processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
6
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
7
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
8
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
9
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
10
Does more frequent trading increase the
volatility
? : theoretical evidence at asset and portfolio level
Hong, KiHoon Jimmy
-
2013
Persistent link: https://www.econbiz.de/10009744631
Saved in:
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