//--> //--> //--> //-->
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
Local volatility models in com...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
382
Volatilität
382
Estimation
141
Schätzung
141
ARCH model
109
ARCH-Modell
109
Börsenkurs
103
Share price
103
Aktienmarkt
84
Stock market
84
Theorie
84
Theory
84
Capital income
79
Kapitaleinkommen
79
Welt
77
World
77
Exchange rate
64
Wechselkurs
64
Forecasting model
57
Prognoseverfahren
57
Commodity derivative
47
Rohstoffderivat
47
Option pricing theory
43
Optionspreistheorie
43
Spillover effect
43
Spillover-Effekt
43
Oil price
42
Ölpreis
42
Time series analysis
41
Zeitreihenanalyse
41
Risiko
37
Risk
37
USA
37
United States
37
China
33
volatility
33
Financial crisis
25
Finanzkrise
25
Modellierung
25
Scientific modelling
25
more ...
less ...
Online availability
All
Undetermined
281
Free
7
Type of publication
All
Article
470
Type of publication (narrower categories)
All
Article in journal
469
Aufsatz in Zeitschrift
469
Language
All
English
470
Author
All
Ma, Feng
7
García, Philip
6
Tiwari, Aviral Kumar
6
Yoon, Seong-min
6
Zhang, Yaojie
6
Zhu, Huiming
6
Gupta, Rangan
5
Umar, Zaghum
5
Bahmani-Oskooee, Mohsen
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Roubaud, David
4
Sosvilla-Rivero, Simón
4
Bouri, Elie
3
Elyasiani, Elyas
3
Fernandez-Perez, Adrian
3
Frijns, Bart
3
Hajilee, Massomeh
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Irwin, Scott H.
3
Kang, Sang Hoon
3
Kumar, Satish
3
Liang, Chao
3
Moosa, Imad A.
3
Muzzioli, Silvia
3
Nguyen, Duc Khuong
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Aiube, Fernando Antônio Lucena
2
Allen, David E.
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bollen, Bernard
2
Burns, Kelly
2
more ...
less ...
Published in...
All
Applied economics
Energy economics
847
Finance research letters
738
The journal of futures markets
705
NBER working paper series
624
Working paper / National Bureau of Economic Research, Inc.
580
International journal of theoretical and applied finance
565
Journal of banking & finance
555
NBER Working Paper
519
International review of financial analysis
486
Journal of econometrics
457
Economic modelling
431
International review of economics & finance : IREF
426
The North American journal of economics and finance : a journal of financial economics studies
385
Working paper
356
Applied economics letters
325
Economics letters
321
Research in international business and finance
320
Applied financial economics
318
Discussion paper / Centre for Economic Policy Research
313
Journal of empirical finance
307
Quantitative finance
301
Mathematical finance : an international journal of mathematics, statistics and financial theory
296
Applied mathematical finance
290
Journal of economic dynamics & control
274
Journal of international money and finance
271
The journal of computational finance
271
Discussion paper / Tinbergen Institute
270
Finance and stochastics
258
Journal of financial economics
253
Journal of international financial markets, institutions & money
253
The journal of derivatives : the official publication of the International Association of Financial Engineers
250
Journal of risk and financial management : JRFM
241
The European journal of finance
232
CESifo working papers
212
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Computational economics
204
IMF working papers
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
201
European journal of operational research : EJOR
196
more ...
less ...
Source
All
ECONIS (ZBW)
470
Showing
1
-
10
of
470
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bad
volatility
is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
2
Does economic policy uncertainty matter for commodity market in China? : evidence from quantile regression
Zhu, Huiming
;
Huang, Rui
;
Wang, Ningli
;
Hau, Liya
- In:
Applied economics
52
(
2020
)
21
,
pp. 2292-2308
Persistent link: https://www.econbiz.de/10012197697
Saved in:
3
What explains long memory in futures price
volatility
?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
Saved in:
4
Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Kumar, Satish
;
Tiwari, Aviral Kumar
;
Raheem, I. D.
;
Ji, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3055-3072
Persistent link: https://www.econbiz.de/10012221480
Saved in:
5
Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen
;
Zhang, Qun
- In:
Applied economics
53
(
2021
)
5
,
pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
Saved in:
6
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
7
Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie
;
Jalkh, Naji
;
Molnár, Peter
;
Roubaud, David
- In:
Applied economics
49
(
2017
)
50
,
pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
Saved in:
8
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:
9
Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar
;
Senra, Eva
;
Sierra, Lya Paola
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
Saved in:
10
Commodity currencies and commodity prices : modelling static and time-varying dependence
Ignatieva, Ekaterina
;
Ponomareva, Natalia
- In:
Applied economics
49
(
2017
)
15
,
pp. 1491-1512
Persistent link: https://www.econbiz.de/10011813615
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...
//-->