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~isPartOf:"Applied economics"
~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Volatilität
Anlageverhalten
683
Behavioural finance
683
Capital income
228
Kapitaleinkommen
228
Börsenkurs
212
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212
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Gupta, Rangan
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Andreou, Panayiotis C.
1
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Applied economics
CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
58
International journal of theoretical and applied finance
43
International review of financial analysis
39
Journal of econometrics
36
Quantitative finance
33
Discussion paper / Tinbergen Institute
32
Journal of economic dynamics & control
32
The North American journal of economics and finance : a journal of financial economics studies
31
Pacific-Basin finance journal
28
International review of economics & finance : IREF
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Economic modelling
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CAMA working paper series
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Research in international business and finance
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The journal of futures markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of computational finance
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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NBER working paper series
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Computational economics
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Insurance / Mathematics & economics
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Cogent economics & finance
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ECONIS (ZBW)
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1
Investors' fear and herding in the stock market
Economou, Fotini
;
Hassapis, Christis
;
Philippas, Nikolaos
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3654-3663
Persistent link: https://www.econbiz.de/10012059396
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2
COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index
Rubbaniy, Ghulame
;
Polyzos, Stathis
;
Rizvi, Kumail Abbas
; …
- In:
Economics letters
207
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013169956
Saved in:
3
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
4
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
5
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
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6
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
7
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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8
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
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9
Volatility and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
10
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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