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~isPartOf:"Applied economics letters"
~subject:"Kointegration"
~subject:"Volatilität"
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Kointegration
Volatilität
Volatility
265
Estimation
248
Schätzung
248
Cointegration
179
Deutschland
143
Germany
143
Theorie
109
Theory
109
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102
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102
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80
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72
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72
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59
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44
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44
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40
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40
EU countries
37
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37
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35
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Chang, Tsangyao
9
Gupta, Rangan
7
Herzer, Dierk
5
Narayan, Paresh Kumar
5
Chevallier, Julien
4
Cook, Steven
4
Gil-Alaña, Luis A.
4
Hamori, Shigeyuki
4
Lee, Chia-hao
4
Li, Ming-yuan Leon
4
Ma, Feng
4
Bahmani-Oskooee, Mohsen
3
Caporale, Guglielmo Maria
3
Grobys, Klaus
3
Ielpo, Florian
3
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3
Morana, Claudio
3
Narayan, Seema
3
Olson, Eric
3
Power, Gabriel J.
3
Ryu, Doojin
3
Tang, Tuck Cheong
3
Wang, Xingchun
3
Wu, Xinyu
3
You, Yu
3
Abedin, Md. Thasinul
2
Akdoğan, Kurmaş
2
Apergēs, Nikolaos
2
Baek, Changryong
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Boroumand, Raphaël Homayoun
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Diao, Xundi
2
Emerson, Jamie
2
Esteve García, Vicente
2
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2
Garg, Bhavesh
2
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2
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Applied economics letters
Energy economics
862
Applied economics
723
Finance research letters
655
Economic modelling
585
NBER working paper series
503
Journal of econometrics
492
Working paper / National Bureau of Economic Research, Inc.
478
International Journal of Energy Economics and Policy : IJEEP
460
International review of financial analysis
460
International review of economics & finance : IREF
439
NBER Working Paper
433
Economics letters
412
Journal of banking & finance
405
The journal of futures markets
384
The North American journal of economics and finance : a journal of financial economics studies
369
Research in international business and finance
345
Working paper
339
Applied financial economics
321
Journal of international money and finance
294
Journal of international financial markets, institutions & money
292
International journal of economics and financial issues : IJEFI
282
Journal of empirical finance
278
Discussion paper / Centre for Economic Policy Research
260
CESifo working papers
252
International journal of theoretical and applied finance
249
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
246
International journal of economics and finance
242
Discussion paper / Tinbergen Institute
235
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
229
Journal of risk and financial management : JRFM
221
The empirical economics letters : a monthly international journal of economics
221
International journal of finance & economics : IJFE
201
Quantitative finance
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
IMF working papers
196
Cogent economics & finance
194
Journal of financial economics
191
International journal of forecasting
187
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
The effects of exchange rate
volatility
on exports : evidence from Armenia
Barseghyan, Gayane
;
Hambardzumyan, Hayk
- In:
Applied economics letters
25
(
2018
)
18
,
pp. 1266-1268
Persistent link: https://www.econbiz.de/10012135379
Saved in:
2
Calculating implied
volatility
using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
Saved in:
3
The instantaneous return and
volatility
of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
4
Pricing European basket warrants with default risk under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
5
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
6
Intraday hedging with financial options : the case of electricity
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
- In:
Applied economics letters
24
(
2017
)
20
,
pp. 1448-1454
Persistent link: https://www.econbiz.de/10011853065
Saved in:
7
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
8
Pricing options on the maximum of two average prices under stochastic
volatility
models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
9
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
10
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
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