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~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Search: subject_exact:"Volatility"
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Stochastischer Prozess
Theorie
Volatility
157
Volatilität
157
Theory
59
Börsenkurs
47
Capital income
47
Kapitaleinkommen
47
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47
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46
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46
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40
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40
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30
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30
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27
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27
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23
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23
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Dunis, Christian
4
Catania, Leopoldo
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Ahlip, Rehez
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1
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1
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1
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1
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1
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The European journal of finance
Journal of econometrics
192
NBER working paper series
183
International journal of theoretical and applied finance
178
Working paper / National Bureau of Economic Research, Inc.
163
NBER Working Paper
162
Journal of banking & finance
132
Quantitative finance
119
Finance research letters
114
Discussion paper / Tinbergen Institute
101
Journal of economic dynamics & control
100
Economics letters
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of empirical finance
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
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88
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88
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85
Journal of financial economics
83
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79
Discussion paper / Centre for Economic Policy Research
78
International journal of forecasting
78
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76
Applied economics
70
International review of financial analysis
70
Econometric reviews
67
The North American journal of economics and finance : a journal of financial economics studies
67
International review of economics & finance : IREF
66
Journal of international money and finance
66
Finance and stochastics
64
The journal of futures markets
64
Research paper series / Swiss Finance Institute
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
62
The journal of computational finance
61
Journal of forecasting
58
The review of financial studies
58
Applied economics letters
54
European journal of operational research : EJOR
54
Journal of risk and financial management : JRFM
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
71
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1
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
2
Valuation of spread options under correlated skew Brownian motions
Song, Shiyu
;
Wang, Xingchun
;
Zhang, Xiaowen
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10014547897
Saved in:
3
A reality check on the GARCH-MIDAS volatility models
Virk, Nader Shahzad
;
Javed, Farrukh
;
Awartani, Basel
; …
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
Saved in:
4
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
5
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
6
Heterogeneous speculators and stock market dynamics : a simple agent-based computational model
Schmitt, Noemi
;
Schwartz, Ivonne
;
Westerhoff, Frank H.
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1263-1282
Persistent link: https://www.econbiz.de/10013532181
Saved in:
7
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
8
Good volatility, bad volatility, and time series return predictability
Yu, Honghai
;
Hao, Xianfeng
;
Wang, Yudong
- In:
The European journal of finance
28
(
2022
)
6
,
pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
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9
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
10
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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