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~subject:"Stochastic process"
~subject:"Wechselkurs"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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Stochastic process
Wechselkurs
Volatilität
1,398
Volatility
1,396
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422
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422
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260
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260
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240
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Belke, Ansgar
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5
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4
Kang, Boda
4
Alexander, Volbert
3
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3
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3
Laopodis, Nikiforos
3
Xu, Haiyang
3
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2
Bahmani-Oskooee, Mohsen
2
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2
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
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2
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2
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2
Dufour, Jean-Marie
2
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2
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2
Fengler, Matthias R.
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Müller, Gernot
2
Papaioannou, Michael G.
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Račev, Svetlozar T.
2
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2
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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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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Handbook of financial time series
10
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Applied quantitative finance
3
Exchange rate economics : where do we stand?
3
Exchange rate volatility and international agricultural trade
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Research series / Universiteit van Amsterdam
3
Tinbergen Institute research series
3
Advanced mathematical methods for finance
2
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Computational methods in decision-making, economics and finance
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Economic policy management in Singapore
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Exchange rate policies in emerging Asian countries [proceedings of a conference held in Seoul on 14 - 16 November 1996]
2
Exchange rate regimes in East Asia
2
Exchange rates in developed and emerging markets : practices, challenges and economic implications
2
Financial engineering
2
Forecasting volatility in the financial markets
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Global information technology and competitive financial alliances
2
Globalisation and monetary policy in emerging markets
2
Handbook of heavy tailed distributions in finance
2
Interdisciplinary public finance, business and economics studies ; Volume 1
2
Numerical methods in finance
2
Recent developments in Asian economics : international symposia in economic theory and econometrics
2
Schriften des Vereins für Socialpolitik : SVS
2
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
2
The Oxford handbook of computational economics and finance
2
The first decade of living with the global crisis : economic and social developments in the Balkans and Eastern Europe
2
Tools and techniques
2
APEC and liberalisation of the Chinese economy
1
Adapting to financial globalisation : [papers presented at a conference held in Vienna in April 2000 by the Société Universitaire Européenne de Recherches Financières and the Austrian National Bank]
1
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
Advances in risk management
1
Advances of OR in commodities and financial modeling
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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ECONIS (ZBW)
293
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1
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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2
Exchange rate volatility and global food supply chains
Steinbach, Sandro
- In:
Risks in agricultural supply chains
,
(pp. 59-82)
.
2023
Persistent link: https://www.econbiz.de/10014437857
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3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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4
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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5
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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6
Research on the spillover effect of RMB exchange rate fluctuation on the exchange rate of major countries along the "Belt and Road"
Maojia, Guo
;
Li, Fei
- In:
Studies on China's Special Economic Zones 5
,
(pp. 127-142)
.
2023
Persistent link: https://www.econbiz.de/10014309798
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7
Exchange rate volatility and tourist arrivals from Asean to Malaysia
Nor, Eliza
;
Tajul Ariffin Masron
;
Hu, Xiang
- In:
Quantitative analysis of social and financial market …
,
(pp. 17-34)
.
2022
Persistent link: https://www.econbiz.de/10013478566
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8
Tracing the sources of contagion in the oil-finance nexus
Mahadeo, Scott M. R.
;
Heinlein, Reinhold
;
Legrenzi, …
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 115-143)
.
2022
Persistent link: https://www.econbiz.de/10013282728
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9
Rethinking exchange rate regimes
Ilzetzki, Ethan
;
Reinhart, Carmen M.
;
Rogoff, Kenneth S.
- In:
Handbook of international economics: international …
,
(pp. 91-145)
.
2022
Persistent link: https://www.econbiz.de/10014310673
Saved in:
10
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
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