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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Financial investment"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Financial investment
Volatilität
Anlageverhalten
573
Behavioural finance
573
Capital income
182
Kapitaleinkommen
182
Börsenkurs
167
Share price
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Veld- Merkoulova, Yulia
3
Bali, Turan G.
2
Bonaparte, Yosef
2
Chalmers, John M. R.
2
Gupta, Rangan
2
Günaydin, A. Doruk
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
102
International review of financial analysis
53
Pacific-Basin finance journal
52
NBER working paper series
47
International journal of theoretical and applied finance
45
Applied economics
38
Journal of economic dynamics & control
38
Journal of econometrics
37
The North American journal of economics and finance : a journal of financial economics studies
37
International review of economics & finance : IREF
36
Discussion papers / CEPR
35
Research in international business and finance
35
Quantitative finance
34
Discussion paper / Tinbergen Institute
33
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
32
Applied economics letters
31
NBER Working Paper
30
Working paper / National Bureau of Economic Research, Inc.
30
Energy economics
29
Economic modelling
28
The European journal of finance
27
Working paper
25
International journal of economics and financial issues : IJEFI
24
Journal of economic behavior & organization : JEBO
24
Journal of empirical finance
23
Wiley finance series
23
Journal of risk and financial management : JRFM
21
Research paper series / Swiss Finance Institute
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SAFE working paper
20
Applied mathematical finance
19
CAMA working paper series
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Discussion paper / Centre for Economic Policy Research
19
Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Review of behavioral finance : RBF
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Review of finance : journal of the European Finance Association
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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
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
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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