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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of computational finance"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Volatilität
Anlageverhalten
573
Behavioural finance
573
Capital income
182
Kapitaleinkommen
182
Börsenkurs
167
Share price
167
Portfolio selection
162
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162
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121
Theory
121
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stochastic volatility
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Escobar, Marcos
2
Gourier, Elise
2
Gupta, Rangan
2
Le Floc'h, Fabien
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Park, Beum-jo
2
Renò, Roberto
2
Andersen, Torben
1
Andreou, Panayiotis C.
1
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1
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
The journal of computational finance
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
22
Applied economics letters
19
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
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
Cogent economics & 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
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
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:
3
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
4
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:
5
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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6
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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7
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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8
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:
9
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:
10
B-spline techniques for volatility modeling
Corlay, Sulvain
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 97-135
Persistent link: https://www.econbiz.de/10011563492
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