//--> //--> //--> //-->
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
Buy-and hold property for full...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
380
Volatilität
380
Estimation
159
Schätzung
159
ARCH model
111
ARCH-Modell
111
Börsenkurs
106
Share price
106
Aktienmarkt
86
Stock market
86
Capital income
83
Kapitaleinkommen
83
Theorie
81
Theory
81
Welt
68
World
68
Exchange rate
58
Wechselkurs
58
Forecasting model
57
Prognoseverfahren
57
Markov chain
52
Markov-Kette
52
Stochastic process
51
Stochastischer Prozess
51
Option pricing theory
43
Optionspreistheorie
43
Time series analysis
42
Zeitreihenanalyse
42
Spillover effect
41
Spillover-Effekt
41
Risiko
38
Risk
38
USA
37
United States
37
Oil price
35
Ölpreis
35
volatility
33
China
31
VAR model
27
VAR-Modell
27
more ...
less ...
Online availability
All
Undetermined
285
Free
7
Type of publication
All
Article
473
Type of publication (narrower categories)
All
Article in journal
472
Aufsatz in Zeitschrift
472
Aufsatz im Buch
1
Book section
1
Language
All
English
473
Author
All
Ma, Feng
7
Zhang, Yaojie
6
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Blazsek, Szabolcs
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Nguyen, Duc Khuong
4
Sosvilla-Rivero, Simón
4
Clements, Kenneth W.
3
Elyasiani, Elyas
3
García, Philip
3
Gil-Alaña, Luis A.
3
Hernandez, Jose Arreola
3
Jammazi, Rania
3
Liang, Chao
3
Liu, Hung-Chun
3
Muzzioli, Silvia
3
Roubaud, David
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Allen, David E.
2
Aloui, Chaker
2
Apergēs, Nikolaos
2
Ayala, Astrid
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Barros, Carlos Pestana
2
Bekiros, Stelios
2
Bollen, Bernard
2
Bouri, Elie
2
more ...
less ...
Published in...
All
Applied economics
European journal of operational research : EJOR
919
Energy economics
755
Finance research letters
736
NBER working paper series
732
International journal of theoretical and applied finance
696
Working paper / National Bureau of Economic Research, Inc.
693
NBER Working Paper
611
Journal of banking & finance
573
The journal of futures markets
566
Journal of econometrics
553
Economic modelling
502
International review of financial analysis
487
Journal of economic dynamics & control
465
Economics letters
427
International review of economics & finance : IREF
425
Working paper
424
Discussion paper / Centre for Economic Policy Research
414
Insurance / Mathematics & economics
401
The North American journal of economics and finance : a journal of financial economics studies
395
Finance and stochastics
393
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Discussion paper / Tinbergen Institute
379
Applied economics letters
349
Quantitative finance
349
Journal of empirical finance
318
Applied mathematical finance
317
Applied financial economics
314
Research in international business and finance
310
CESifo working papers
296
The journal of computational finance
286
Journal of international money and finance
278
Risks : open access journal
272
Computational economics
270
Journal of risk and financial management : JRFM
262
Operations research letters
261
Journal of international financial markets, institutions & money
260
Working Paper
258
Journal of financial economics
256
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
more ...
less ...
Source
All
ECONIS (ZBW)
473
Showing
1
-
10
of
473
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
3
A comparison of pricing and hedging performances of equity derivatives models
Lassance, Nathan
;
Vrins, Frédéric
- In:
Applied economics
50
(
2018
)
10
,
pp. 1122-1137
Persistent link: https://www.econbiz.de/10011848262
Saved in:
4
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:
5
Is Bitcoin really a currency? : a viewpoint of a stochastic
volatility
model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
6
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:
7
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:
8
A new class of discrete-time stochastic
volatility
model with correlated errors
Mukhoti, Sujay
;
Ranjan, Pritam
- In:
Applied economics
51
(
2019
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
Saved in:
9
Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes
Endres, Sylvia
;
Stübinger, Johannes
- In:
Applied economics
51
(
2019
)
29
,
pp. 3153-3169
Persistent link: https://www.econbiz.de/10012196804
Saved in:
10
A new factor to explain implied
volatility
smirk
Barbachan, José Santiago Fajardo
- In:
Applied economics
49
(
2017
)
40
,
pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
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...
//-->