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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Announcement effect"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Announcement effect
Volatilität
Anlageverhalten
573
Behavioural finance
573
Capital income
182
Kapitaleinkommen
182
Börsenkurs
167
Share price
167
Portfolio selection
161
Portfolio-Management
161
Theorie
120
Theory
120
Investment Fund
81
Investmentfonds
81
Estimation
78
Schätzung
78
Aktienmarkt
72
Stock market
72
Volatility
69
Institutional investor
64
Institutioneller Investor
64
Financial investment
60
Kapitalanlage
60
CAPM
56
USA
48
United States
48
Experiment
45
Household
43
Privater Haushalt
43
Behavioral finance
41
Securities trading
41
Wertpapierhandel
41
Stochastic volatility
40
Financial analysis
38
Finanzanalyse
38
Forecasting model
37
Prognoseverfahren
37
Herding
36
Herdenverhalten
35
Ankündigungseffekt
33
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Undetermined
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98
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English
98
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Bali, Turan G.
2
Gupta, Rangan
2
Günaydin, A. Doruk
2
Kirby, Chris
2
Nofsinger, John R.
2
Park, Beum-jo
2
Renò, Roberto
2
Subrahmanyam, Avanidhar
2
Yu, Jianfeng
2
Akhtar, Shumi
1
Ali, Ashiq
1
Andersen, Torben
1
Andrei, Daniel
1
Andreou, Panayiotis C.
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Will J.
1
Atilgan, Yigit
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Baker, Malcolm
1
Bandi, F. M.
1
Banerjee, Snehal
1
Barber, Brad M.
1
Batten, Jonathan A.
1
Baur, Dirk G.
1
Bebchuk, Lucian A.
1
Behrendt, Simon
1
Bergman, Henk
1
Blau, Benjamin M.
1
Borochin, Paul
1
Boulland, Romain
1
Branger, Nicole
1
Bregantini, Daniele
1
Brini, Alessio
1
Broer, Tobias
1
Cahill, Daniel
1
Cai, Yu
1
Cardella, Laura
1
Cartea, Álvaro
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
87
International review of financial analysis
57
Pacific-Basin finance journal
44
International journal of theoretical and applied finance
43
Applied economics
36
Journal of econometrics
36
The North American journal of economics and finance : a journal of financial economics studies
36
International review of economics & finance : IREF
35
Journal of economic dynamics & control
34
Quantitative finance
33
Discussion paper / Tinbergen Institute
32
Research in international business and finance
30
Energy economics
27
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
27
Economic modelling
26
Applied economics letters
25
Journal of empirical finance
23
Review of quantitative finance and accounting
22
Working paper
22
Discussion papers / CEPR
20
NBER working paper series
20
The review of financial studies
20
Applied mathematical finance
19
CAMA working paper series
19
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
19
The journal of futures markets
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
The European journal of finance
18
Journal of risk and financial management : JRFM
17
Research paper series / Swiss Finance Institute
17
The accounting review : a publication of the American Accounting Association
17
Asia-Pacific journal of financial studies
16
The journal of computational finance
16
The journal of finance : the journal of the American Finance Association
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Risks : open access journal
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
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ECONIS (ZBW)
98
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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
Herding in analysts' recommendations : the role of media
Frijns, Bart
;
Huynh, Thanh D.
- In:
Journal of banking & finance
91
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011963461
Saved in:
3
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:
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
Saved in:
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
Saved in:
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
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
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