//--> //--> //--> //-->
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"
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
The stochastic volatility in m...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
387
Volatility
384
Volatilität
384
Share price
382
Estimation
229
Schätzung
229
Kanada
218
Canada
197
Aktienmarkt
178
Capital income
178
Kapitaleinkommen
178
Stock market
178
Theorie
134
Theory
134
ARCH model
118
ARCH-Modell
118
USA
105
United States
105
Forecasting model
80
Prognoseverfahren
80
Welt
79
World
79
Exchange rate
76
Wechselkurs
76
China
57
Time series analysis
53
Zeitreihenanalyse
53
Behavioural finance
51
Stochastic process
51
Stochastischer Prozess
51
Anlageverhalten
50
Financial crisis
50
Finanzkrise
50
Spillover effect
47
Spillover-Effekt
47
Risiko
44
Risk
44
Ankündigungseffekt
43
Announcement effect
43
Oil price
40
more ...
less ...
Online availability
All
Undetermined
451
Free
10
Type of publication
All
Article
920
Type of publication (narrower categories)
All
Article in journal
889
Aufsatz in Zeitschrift
889
Case study
1
Fallstudie
1
Language
All
English
897
Undetermined
23
Author
All
Jawadi, Fredj
9
Ma, Feng
7
Moosa, Imad A.
7
Roca, Eduardo
7
Tiwari, Aviral Kumar
7
Umar, Zaghum
7
Bahmani-Oskooee, Mohsen
6
Yoon, Seong-min
6
Zhang, Yaojie
6
Faroque, Akhter
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Kim, Jong-Min
5
Nguyen, Duc Khuong
5
Ramiah, Vikash
5
Zhu, Huiming
5
Allen, David E.
4
Blau, Benjamin
4
Ftiti, Zied
4
García, Philip
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Long, Huaigang
4
Maki, Dennis R.
4
Osberg, Lars
4
Prescott, David M.
4
Shamsuddin, Abul
4
Singh, Abhay Kumar
4
Sosvilla-Rivero, Simón
4
Veloce, William
4
Wohar, Mark E.
4
Yang, Chunpeng
4
Zaremba, Adam
4
Abakah, Emmanuel Joel Aikins
3
Ansari, Mohammed I.
3
Atilgan, Yigit
3
Balcilar, Mehmet
3
Balli, Faruk
3
Balli, Hatice Ozer
3
Cheffou, Abdoulkarim Idi
3
more ...
less ...
Published in...
All
Applied economics
NBER working paper series
1,436
Working paper / National Bureau of Economic Research, Inc.
1,325
Finance research letters
1,278
NBER Working Paper
1,164
Journal of banking & finance
965
The Canadian journal of economics
917
International review of financial analysis
902
Energy economics
878
The journal of finance : the journal of the American Finance Association
734
International review of economics & finance : IREF
712
Journal of financial economics
711
European journal of operational research : EJOR
703
Canadian public policy : a journal for the discussion of social and economic policy in Canada
665
Canadian journal of agricultural economics : CJAE
659
Applied economics letters
629
Economics letters
619
The North American journal of economics and finance : a journal of financial economics studies
597
Economic modelling
595
Applied financial economics
572
Pacific-Basin finance journal
572
The journal of futures markets
552
Research in international business and finance
546
Discussion paper / Centre for Economic Policy Research
538
Journal of econometrics
501
The Canadian journal of economics and political science : the journal of the Canadian Political Science Association
487
International journal of theoretical and applied finance
484
The review of financial studies
484
Journal of empirical finance
483
Journal of international financial markets, institutions & money
481
Working paper
479
Journal of financial and quantitative analysis : JFQA
472
L' Actualité économique : revue trimest.
427
Journal of international money and finance
405
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
403
Canadian tax journal
390
Review of quantitative finance and accounting
384
CESifo working papers
383
Discussion paper
369
The European journal of finance
355
more ...
less ...
Source
All
ECONIS (ZBW)
920
Showing
1
-
10
of
920
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Directly pricing VIX futures : the role of dynamic
volatility
and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
3
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
4
COVID-19 pandemic, stock returns, and
volatility
: the role of the vaccination program in
Canada
Apergēs, Nikolaos
;
Mustafa, Ghulam
;
Malik, Shafaq
- In:
Applied economics
54
(
2022
)
42
,
pp. 4825-4838
Persistent link: https://www.econbiz.de/10013411045
Saved in:
5
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
6
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
7
A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika
;
Prasanna, P. Krishna
- In:
Applied economics
53
(
2021
)
41
,
pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
Saved in:
8
What should the value of lambda be in the exponentially weighted moving average
volatility
model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
9
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
10
Jumps and
volatility
dynamics in agricultural commodity spot prices
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied economics
49
(
2017
)
40
,
pp. 4035-4054
Persistent link: https://www.econbiz.de/10011820009
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->