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~subject:"Stochastic process"
~subject:"Welt"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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Stochastic process
Welt
Volatilität
1,225
Volatility
1,224
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333
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333
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220
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220
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200
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200
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193
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122
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122
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116
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93
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89
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89
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73
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152
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119
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Haile, Mekbib Gebretsadik
5
Kang, Boda
5
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4
Frankel, Jeffrey A.
4
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3
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3
Fiaschi, Davide
3
Islam, Roumeen
3
Lavezzi, Andrea Mario
3
McCauley, Robert N.
3
Rose, Andrew
3
Stiglitz, Joseph E.
3
Xu, Haiyang
3
Alexander, Volbert
2
Baltensperger, Ernst
2
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
Bibby, Bo Martin
2
Chauveau, Thierry
2
Claessens, Stijn
2
Crockett, Andrew
2
Davis, Richard A.
2
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2
Dufour, Jean-Marie
2
Eichengreen, Barry
2
Goodhart, Charles A. E.
2
Hallahan, Charles B.
2
Luo, Xubei
2
Mauck, Nathan
2
Meyer, Gunter H.
2
Mikosch, Thomas
2
Panizza, Ugo
2
Polson, Nicholas G.
2
Račev, Svetlozar T.
2
Renault, Eric
2
Rogoff, Kenneth S.
2
Safari, Amir
2
Sandoval Junior, Leonidas
2
Seese, Detlef G.
2
Shapovalova, Kateryna
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Bank für Internationalen Zahlungsausgleich
1
Carnegie Rochester Conference on Public Policy <2001, 4, Rochester, NY>
1
Conference on Financial Stability <1993, Sydney>
1
Conference on Realized Volatility <2006, Montréal>
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Federal Reserve Bank of Dallas
1
Hongkong / Monetary Authority
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
NBER Conference on the Economics of Food Price Volatility <2012, Seattle, Wash.>
1
National Bureau of Economic Research
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
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Handbook of financial time series
10
Risk management in volatile financial markets
6
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Volatility of international food prices : impacts on resource allocation and on food supply response
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Emerging markets and the global economy
3
Advanced mathematical methods for finance
2
Commodity price volatility and inclusive growth in low-income countries
2
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Context and concepts
2
Crises and disruptions in international business : how multinational enterprises respond to crises
2
Debt, risk and liquidity in futures markets
2
Economic growth and development
2
Exchange rate volatility and international agricultural trade
2
Exchange rates, capital flows, and monetary policy in a changing world economy : proceedings of a Conference, Federal Reserve Bank of Dallas, Dallas, Texas, September 14 - 15, 1995
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial engineering
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
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]
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Haben sich die Finanzmärkte von der Realwirtschaft abgekoppelt? : Impulse einer Fachkonferenz
2
Handbuch Alternative Investments ; Bd. 1
2
International financial contagion
2
Long memory in economics : with 50 tables
2
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
2
Numerical methods in finance
2
OPEC, oil prices and LNG
2
Ordnungspolitik in der Weltwirtschaft
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 Oxford handbook of sovereign wealth funds
2
Tools and techniques
2
A National Bureau of Economic Research conference report
1
A statistical equilibrium perspective on corporate profitability
1
Accounting for time-varying and nonlinear relationships in macroeconometric models
1
Adjusting to global economic volatility : the case of South Asia
1
Advances in macroeconomic theory
1
Advances in risk management
1
Advances of OR in commodities and financial modeling
1
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ECONIS (ZBW)
284
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284
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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
Saved in:
2
Impact of crises on capital market volatility : a bibliometric analysis
Davidescu, Adriana Ana Maria
;
Hapau, Răzvan Gabriel
; …
- In:
The New digital era : other emerging risks and opportunities
,
(pp. 21-53)
.
2022
Persistent link: https://www.econbiz.de/10013445208
Saved in:
3
The impact of health crisis on the volatility of commodity price return : does economic uncertainty matter?
Jmaii, Amal
;
Gargouri, Ramla
- In:
Smart strategies and societal solutions for sustainable …
,
(pp. 154-175)
.
2024
Persistent link: https://www.econbiz.de/10014465652
Saved in:
4
International comparison of Islamic and conventional indices in equity markets : analysis of weak form of efficiency and volatility
Ouchrif, Fatimazahra
- In:
Internationalization and organizations : challenges and …
,
(pp. 193-225)
.
2024
Persistent link: https://www.econbiz.de/10014576093
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Risk factors in cryptocurrency investments and feasible solutions to mitigate them
Jain, Harsh
;
Rohilla, Shourya
;
Vakharia, Dhairya
; …
- In:
Green finance instruments, fintech, and investment …
,
(pp. 211-236)
.
2023
Persistent link: https://www.econbiz.de/10014317031
Saved in:
9
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
Foreign participation in the local currency bond markets of emerging market economies : good or bad for market resilience and financial stability?
Hongkong / Monetary Authority
- In:
Financial market development, monetary policy and …
,
(pp. 133-140)
.
2020
Persistent link: https://www.econbiz.de/10012432996
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