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~language:"eng"
~language:"hun"
~language:"spa"
~subject:"Arbeitsmarkt"
~subject:"Optionspreistheorie"
~subject:"World"
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Search: subject:"volatility"
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Arbeitsmarkt
Optionspreistheorie
World
Volatilität
39,012
Volatility
38,978
Arbeitsmobilität
12,281
Labour mobility
12,278
Theorie
11,456
Theory
11,303
Schätzung
9,574
Estimation
9,470
Börsenkurs
9,198
Share price
9,118
Kapitaleinkommen
7,040
Capital income
7,029
ARCH-Modell
6,313
ARCH model
6,261
Aktienmarkt
5,739
Stock market
5,705
USA
5,597
United States
5,502
Welt
4,888
Wechselkurs
4,491
Exchange rate
4,459
Stochastischer Prozess
3,815
Option pricing theory
3,781
Prognoseverfahren
3,768
Stochastic process
3,768
Forecasting model
3,734
Zeitreihenanalyse
3,165
Time series analysis
3,109
Risk
2,589
Risiko
2,560
Spillover-Effekt
2,419
Spillover effect
2,402
Ölpreis
2,309
Oil price
2,306
Konjunktur
2,257
Business cycle
2,232
Portfolio-Management
2,154
Portfolio selection
2,148
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4,074
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5,251
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1,879
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1,853
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361
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204
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160
Collection of articles of several authors
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77
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14
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2
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1
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Gupta, Rangan
76
McAleer, Michael
51
Bouri, Elie
49
Cui, Zhenyu
44
Pierdzioch, Christian
30
Chiarella, Carl
28
Carr, Peter
27
Ma, Feng
27
Bachmann, Ronald
26
Mohaddes, Kamiar
26
Davis, Steven J.
25
Diebold, Francis X.
25
Haltiwanger, John C.
25
Jacquier, Antoine (Jack)
25
Hammoudeh, Shawkat
24
Jacobs, Kris
24
Aizenman, Joshua
23
Gatheral, Jim
22
Ji, Qiang
22
Caporale, Guglielmo Maria
21
Härdle, Wolfgang
21
Nguyen, Duy
21
Tiwari, Aviral Kumar
21
Wei, Yu
21
Guyon, Julien
20
Lorig, Matthew
20
Neumark, David
20
Pesaran, M. Hashem
20
Prokopczuk, Marcel
20
Salisu, Afees A.
20
Takahashi, Akihiko
20
Wang, Yudong
20
Zhang, Jin E.
20
Alòs, Elisa
19
Bloom, Nicholas
19
Christoffersen, Peter F.
19
Corbet, Shaen
19
Fengler, Matthias R.
19
Haltiwanger, John
19
Kang, Boda
19
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National Bureau of Economic Research
113
OECD
30
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
World Bank
9
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
5
International Monetary Fund
5
Internationaler Währungsfonds / Research Department
3
SUERF - The European Money and Finance Forum
3
Svenska Handelshögskolan <Helsinki>
3
University of Canterbury / Dept. of Economics and Finance
3
University of Nottingham / Centre for Research on Globalisation and Labour Markets
3
Österreichisches Institut für Wirtschaftsforschung
3
Brookings Institution
2
Centre of Financial Studies
2
Edward Elgar Publishing
2
European University Institute / Department of Economics
2
FAO
2
Forschungsinstitut zur Zukunft der Arbeit
2
Institut für Agrarentwicklung in Mittel- und Osteuropa
2
Institutet för Internationell Ekonomi <Stockholm>
2
Institutet för Social Forskning <Stockholm>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Melbourne Institute of Applied Economic and Social Research
2
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
2
Weltbank
2
William Davidson Institute <Ann Arbor, Mich.>
2
Advanced Brainstorm Carrefour <2016, Amsterdam>
1
African Development Bank Group
1
American Enterprise Institute for Public Policy Research
1
American Institute for Contemporary German Studies
1
Australien / Bureau of Statistics
1
Bank für Internationalen Zahlungsausgleich
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Bureau of Employment Security, Department of Labor
1
Carnegie Endowment for International Peace
1
Carnegie Rochester Conference on Public Policy <2001, 4, Rochester, NY>
1
Center for International Development
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
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Energy economics
230
International journal of theoretical and applied finance
160
Finance research letters
156
The journal of futures markets
116
Journal of banking & finance
111
NBER working paper series
110
International review of economics & finance : IREF
109
Quantitative finance
108
Discussion paper series / IZA
102
Applied economics
95
The North American journal of economics and finance : a journal of financial economics studies
95
NBER Working Paper
94
Working paper / National Bureau of Economic Research, Inc.
88
International review of financial analysis
86
Economic modelling
81
Applied mathematical finance
73
Working paper
73
Journal of international money and finance
69
Discussion paper / Centre for Economic Policy Research
66
The journal of computational finance
66
Research in international business and finance
63
International Journal of Energy Economics and Policy : IJEEP
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
CESifo working papers
60
Applied economics letters
57
IZA Discussion Paper
52
International journal of financial engineering
49
Review of derivatives research
49
Journal of international financial markets, institutions & money
47
Computational economics
46
Economics letters
46
Journal of economic dynamics & control
46
Journal of risk and financial management : JRFM
45
Journal of econometrics
44
Journal of empirical finance
43
European journal of operational research : EJOR
42
The European journal of finance
42
Finance and stochastics
41
Journal of financial economics
40
Discussion paper / Tinbergen Institute
39
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Source
All
ECONIS (ZBW)
10,430
EconStor
26
USB Cologne (EcoSocSci)
2
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date (newest first)
date (oldest first)
1
Model-free moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
2
Green bonds and traditional and emerging investments : understanding connectedness during crises
Xu, Danyang
;
Hu, Yang
;
Corbet, Shaen
;
Hou, Yang
;
Oxley, Les
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014534853
Saved in:
3
A new channel for global
volatility
propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
4
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
5
The impact of ESG ratings on implied and historical
volatility
Burger, Eric
;
Grba, Fabian
;
Heidorn, Thomas
-
2022
of companies on their implied and historical share
volatility
. Our regressions show a clear relationship between the … stock
volatility
. However, our combined rating has the strongest impact. …
Persistent link: https://www.econbiz.de/10013040903
Saved in:
6
New evidence on the information content of implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
7
American financial hegemony, global capital cycles, and the macroeconomic growth environment
Ba, Heather
;
Winecoff, William Kindred
- In:
Economics & politics
36
(
2024
)
1
,
pp. 334-372
Persistent link: https://www.econbiz.de/10014473020
Saved in:
8
The decline of labour share in OECD and non-OECD since the 1980s
Kheng, Veasna
;
Mckinley, Justin
;
Pan, Lei
- In:
Applied economics
56
(
2024
)
16
,
pp. 1899-1915
Persistent link: https://www.econbiz.de/10014475232
Saved in:
9
Calibration in the "real world" of a partially specified stochastic
volatility
model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou stochastic
volatility
model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
Saved in:
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