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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Estimation
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
Schätzung
78
Aktienmarkt
72
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72
Volatility
69
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64
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64
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60
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60
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United States
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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
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Herdenverhalten
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Ankündigungseffekt
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English
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Branger, Nicole
2
Chou, Pin-huang
2
Cici, Gjergji
2
Daniel, Kent
2
Dorn, Daniel
2
Gupta, Rangan
2
Huang, Shiyang
2
Kaniel, Ron
2
Kempf, Alexander
2
Kim, Jun Sik
2
Moskowitz, Tobias J.
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Park, Beum-jo
2
Renò, Roberto
2
Seo, Sung Won
2
Xiang, Hong
2
Adigun, Rasheed
1
Andersen, Torben
1
Andreou, Panayiotis C.
1
Antoniou, Constantinos
1
Aragon, George O.
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Arismendi Zambrano, Juan Carlos
1
Armstrong, Will J.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
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Bali, Turan G.
1
Baltzer, Markus
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Bandi, F. M.
1
Banerjee, Snehal
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Białkowski, Je̜drzej
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
96
International review of financial analysis
60
The North American journal of economics and finance : a journal of financial economics studies
52
International review of economics & finance : IREF
51
Applied economics
47
Working paper / National Bureau of Economic Research, Inc.
45
International journal of theoretical and applied finance
44
Pacific-Basin finance journal
44
NBER working paper series
42
Discussion paper / Tinbergen Institute
40
Journal of economic dynamics & control
38
Quantitative finance
38
Journal of econometrics
37
Economic modelling
36
Research in international business and finance
36
Applied economics letters
33
Journal of empirical finance
31
Energy economics
29
NBER Working Paper
29
The European journal of finance
28
Discussion paper / Centre for Economic Policy Research
27
Review of quantitative finance and accounting
27
The journal of futures markets
27
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
26
Discussion papers / CEPR
25
Working paper
25
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Journal of risk and financial management : JRFM
21
The journal of finance : the journal of the American Finance Association
21
CAMA working paper series
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Research paper series / Swiss Finance Institute
20
Applied mathematical finance
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of international financial markets, institutions & money
19
Working paper / Centre for Financial Research
18
Computational economics
17
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ECONIS (ZBW)
130
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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
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
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
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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
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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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