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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Volatilität
Anlageverhalten
637
Behavioural finance
637
Capital income
196
Kapitaleinkommen
196
Börsenkurs
183
Share price
183
Portfolio selection
180
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Volatility
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Baum, Christopher F.
2
Demirer, Rıza
2
Gupta, Rangan
2
Ignatieva, Ekaterina
2
Park, Beum-jo
2
Renò, Roberto
2
Zerilli, Paola
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Andersen, Torben
1
Andreou, Panayiotis C.
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Anghel, Dan Gabriel
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Aït-Youcef, Camille
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Bali, Turan G.
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Bandi, F. M.
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Banerjee, Snehal
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Barber, Brad M.
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Chan, Jennifer S. K.
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Cheffou, Abdoulkarim Idi
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CREATES Research Papers
Economics letters
Energy economics
Journal of banking & finance
Journal of financial economics
Finance research letters
63
International journal of theoretical and applied finance
43
International review of financial analysis
39
Journal of econometrics
36
Journal of economic dynamics & control
33
Quantitative finance
33
Applied economics
32
Discussion paper / Tinbergen Institute
32
The North American journal of economics and finance : a journal of financial economics studies
31
Pacific-Basin finance journal
28
International review of economics & finance : IREF
27
Research in international business and finance
24
Economic modelling
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Working paper
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Applied economics letters
20
Applied mathematical finance
19
CAMA working paper series
19
Discussion papers / CEPR
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
The journal of futures markets
18
Journal of empirical finance
17
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
16
The journal of computational finance
16
Journal of risk and financial management : JRFM
15
Research paper series / Swiss Finance Institute
15
Review of quantitative finance and accounting
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
International journal of forecasting
13
NBER working paper series
13
Computational economics
12
Insurance / Mathematics & economics
12
Risks : open access journal
12
The European journal of finance
12
Annals of finance
11
Swiss Finance Institute Research Paper
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Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
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1
Multivariate stochastic volatility for herding detection : evidence from the energy sector
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Philippas, …
- In:
Energy economics
109
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013283765
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2
COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index
Rubbaniy, Ghulame
;
Polyzos, Stathis
;
Rizvi, Kumail Abbas
; …
- In:
Economics letters
207
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013169956
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3
Does speculation in the oil market drive investor herding in emerging stock markets?
Balcılar, Mehmet
;
Demirer, Rıza
;
Ulussever, Talat
- In:
Energy economics
65
(
2017
),
pp. 50-63
Persistent link: https://www.econbiz.de/10011803885
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4
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
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5
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
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6
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
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7
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
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8
Spurious persistence in stochastic volatility
Messow, Philip
;
Krämer, Walter
- In:
Economics letters
121
(
2013
)
2
,
pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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9
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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10
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
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