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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Aktienmarkt"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Aktienmarkt
Volatilität
Anlageverhalten
603
Behavioural finance
603
Capital income
187
Kapitaleinkommen
187
Börsenkurs
172
Portfolio selection
172
Portfolio-Management
172
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172
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132
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80
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Kaustia, Markku
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Lawal, Rodiat
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Sakariyahu, Rilwan
3
Veld- Merkoulova, Yulia
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Branger, Nicole
2
Daniel, Kent
2
Gupta, Rangan
2
Hirshleifer, David
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Renò, Roberto
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Subrahmanyam, Avanidhar
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Adamolekun, Gbenga
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Adigun, Rasheed
1
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Akhtar, Shumi
1
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1
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Andersen, Torben
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Andreou, Panayiotis C.
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
127
Pacific-Basin finance journal
97
International review of financial analysis
94
Research in international business and finance
61
International review of economics & finance : IREF
60
The North American journal of economics and finance : a journal of financial economics studies
57
Applied economics
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
International journal of theoretical and applied finance
44
Journal of economic dynamics & control
44
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
42
Applied economics letters
41
Economic modelling
41
Journal of empirical finance
41
NBER working paper series
40
Journal of econometrics
37
Quantitative finance
37
Discussion paper / Tinbergen Institute
35
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
34
Energy economics
33
Discussion papers / CEPR
32
The European journal of finance
31
Journal of international financial markets, institutions & money
29
Review of quantitative finance and accounting
29
Journal of risk and financial management : JRFM
28
Investment management and financial innovations
27
Journal of behavioral and experimental finance
27
Working paper
27
Working paper / National Bureau of Economic Research, Inc.
27
Cogent economics & finance
26
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
24
Asia-Pacific journal of financial studies
23
International journal of economics and financial issues : IJEFI
23
Journal of financial markets
23
Review of behavioral finance : RBF
23
Computational economics
22
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
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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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2
The case for herding is stronger than you think
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Journal of banking & finance
85
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
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3
Herding and China's market-wide circuit breaker
Wang, Xinru
;
Kim, Maria H.
;
Suardi, Sandy
- In:
Journal of banking & finance
141
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013473058
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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
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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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
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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
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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
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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
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