Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Boyarchenko, Mitya"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
~person:"Tiwari, Aviral Kumar"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
9
Volatilität
9
Stochastic process
4
Stochastischer Prozess
4
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Carr's randomization
2
Estimation
2
GARCH
2
Lévy process
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
2
State space model
2
Stock market
2
Theorie
2
Theory
2
Virtual currency
2
Virtuelle Währung
2
Welt
2
Wiener-Hopf factorization
2
World
2
Zustandsraummodell
2
stochastic volatility
2
Americas
1
Asia
1
Asien
1
Bitcoin
1
Black-Scholes model
1
Black-Scholes-Modell
1
Business cycle synchronization
1
Börsenkurs
1
CGMY model
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Boyarchenko, Mitya
Chevallier, Julien
Lux, Thomas
Tiwari, Aviral Kumar
Benth, Fred Espen
9
Ma, Feng
7
Zhang, Yaojie
6
Brigo, Damiano
5
Gupta, Rangan
5
Jawadi, Fredj
5
Takahashi, Akihiko
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
García, Philip
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Kim, Jong-Min
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Sosvilla-Rivero, Simón
4
Cebula, Richard J.
3
Chiarella, Carl
3
Clements, Kenneth W.
3
Fabozzi, Frank J.
3
Fonseca, José da
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Ftiti, Zied
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Hajilee, Massomeh
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Lan, Yihui
3
Liang, Chao
3
Liu, Rui Hua
3
Nguyen, Duc Khuong
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Roubaud, David
3
Schoutens, Wim
3
more ...
less ...
Published in...
All
Applied economics
International journal of theoretical and applied finance
Energy economics
32
Economics Bulletin
13
Economics Papers from University Paris Dauphine
12
Economics working paper
11
Finance research letters
10
Kiel working paper
9
Research in international business and finance
9
Economics Working Paper
7
International review of economics & finance : IREF
6
Open Access publications from Université Paris-Dauphine
6
Economic modelling
4
Finmap working paper
4
Applied economics letters
3
Kiel Working Paper
3
Discussion paper / B
2
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
2
EconomiX Working Papers
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
MPRA Paper
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
The energy journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Volkswirtschaftliche Diskussionsbeiträge
2
Annals of finance
1
Annals of financial economics
1
Annals of operations research
1
Applied financial economics
1
Brussels economic review
1
Bundesbank Series 1 Discussion Paper
1
Computational economics
1
Department of Economics working paper series
1
Discussion Paper Series 1
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Connectedness and directional spillovers in energy sectors : international evidence
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Applied economics
54
(
2022
)
22
,
pp. 2554-2569
Persistent link: https://www.econbiz.de/10013171104
Saved in:
2
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
3
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
4
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
5
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
6
Value-at-risk and expected shortfall in cryptocurrencies' portfolio : a vine copula–based approach
Trucíos, Carlos
;
Tiwari, Aviral Kumar
;
Alqahtani, Faisal
- In:
Applied economics
52
(
2020
)
24
,
pp. 2580-2593
Persistent link: https://www.econbiz.de/10012210957
Saved in:
7
Modelling the dynamics of Bitcoin and Litecoin : GARCH versus stochastic volatility models
Tiwari, Aviral Kumar
;
Kumar, Satish
;
Pathak, Rajesh
- In:
Applied economics
51
(
2019
)
37
,
pp. 4073-4082
Persistent link: https://www.econbiz.de/10012196960
Saved in:
8
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
9
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
