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:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Anlageverhalten
607
Behavioural finance
607
Capital income
193
Kapitaleinkommen
193
Portfolio selection
175
Portfolio-Management
175
Börsenkurs
173
Share price
173
Theorie
147
Theory
147
Estimation
93
Schätzung
93
Volatility
91
Investment Fund
85
Investmentfonds
85
Aktienmarkt
75
Stock market
75
Financial investment
67
Kapitalanlage
67
Institutional investor
65
Institutioneller Investor
65
Stochastic volatility
60
CAPM
59
USA
53
United States
53
Stochastic process
52
Stochastischer Prozess
52
Experiment
47
Forecasting model
44
Household
44
Privater Haushalt
44
Prognoseverfahren
44
Behavioral finance
42
Securities trading
41
Wertpapierhandel
41
Financial analysis
40
Finanzanalyse
40
Risk
40
Herding
37
more ...
less ...
Online availability
All
Undetermined
64
Free
3
Type of publication
All
Article
90
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Language
All
English
90
Author
All
Chan, Joshua
2
Gupta, Rangan
2
Koop, Gary
2
Mumtaz, Haroon
2
Park, Beum-jo
2
Renò, Roberto
2
Rodrigues, Paulo Jorge Maurício
2
Seeger, Norman
2
Almeida, Caio
1
Andersen, Torben
1
Andreou, Panayiotis C.
1
Anghel, Dan Gabriel
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Will J.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Bali, Turan G.
1
Bandi, F. M.
1
Banerjee, Snehal
1
Barber, Brad M.
1
Batten, Jonathan A.
1
Behrendt, Simon
1
Bertsche, Dominik
1
Bianchi, Daniele
1
Bommes, Elisabeth
1
Borochin, Paul
1
Branger, Nicole
1
Braun, Robin
1
Bregantini, Daniele
1
Brini, Alessio
1
Broer, Tobias
1
Caraiani, Petre
1
Cardella, Laura
1
Carriero, Andrea
1
Cartea, Álvaro
1
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Chen, Cathy Y.
1
Chen, Dachuan
1
more ...
less ...
Published in...
All
CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Energy economics
27
International review of economics & finance : IREF
27
Research in international business and finance
24
Economic modelling
23
Working paper
23
Applied economics letters
20
Applied mathematical finance
19
CAMA working paper series
19
Discussion papers / CEPR
19
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
11
Tinbergen Institute Discussion Paper
11
more ...
less ...
Source
All
ECONIS (ZBW)
90
Showing
1
-
10
of
90
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
3
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
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
Saved in:
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
