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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Volatilität
Anlageverhalten
578
Behavioural finance
578
Capital income
187
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187
Börsenkurs
169
Share price
169
Portfolio selection
162
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162
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stochastic volatility
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Chan, Jennifer S. K.
2
Gupta, Rangan
2
Park, Beum-jo
2
Peiris, Shelton
2
Phillip, Andrew
2
Renò, Roberto
2
Andersen, Torben
1
Andreasen, Martin Møller
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Andreou, Panayiotis C.
1
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1
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1
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
58
International journal of theoretical and applied finance
43
International review of financial analysis
39
Journal of econometrics
36
Quantitative finance
33
Applied economics
32
Discussion paper / Tinbergen Institute
32
Journal of economic dynamics & control
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
Energy economics
25
Economic modelling
23
Working paper
22
Applied economics letters
19
CAMA working paper series
19
Discussion papers / CEPR
19
Research in international business and finance
19
Applied mathematical finance
18
The journal of futures markets
18
Journal of empirical finance
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
The journal of computational finance
16
Journal of risk and financial management : JRFM
15
Research paper series / Swiss Finance Institute
15
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
15
Review of quantitative finance and accounting
14
International journal of forecasting
13
NBER working paper series
13
Computational economics
12
Insurance / Mathematics & economics
12
Cogent economics & finance
11
Risks : open access journal
11
Swiss Finance Institute Research Paper
11
The European journal of finance
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Tinbergen Institute Discussion Paper
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ECONIS (ZBW)
82
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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
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
3
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:
4
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:
5
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
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6
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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7
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
Saved in:
8
Volatility and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
9
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
10
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
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