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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Forecasting model"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Forecasting model
Volatilität
Anlageverhalten
571
Behavioural finance
571
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
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Stock market
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Volatility
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CAPM
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USA
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United States
47
Experiment
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Household
43
Privater Haushalt
43
Behavioral finance
41
Securities trading
41
Wertpapierhandel
41
Stochastic volatility
40
Financial analysis
38
Finanzanalyse
38
Prognoseverfahren
37
Herding
36
Herdenverhalten
35
Ankündigungseffekt
33
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Huang, Shiyang
3
Gupta, Rangan
2
Kim, Jun Sik
2
Park, Beum-jo
2
Pierdzioch, Christian
2
Renò, Roberto
2
Ruelke, Jan-Christoph
2
Seo, Sung Won
2
Xiang, Hong
2
Yu, Jianfeng
2
Yuan, Yu
2
Zhou, Guofu
2
Aguilar, Pablo
1
Andersen, Torben
1
Andreou, Panayiotis C.
1
Arismendi Zambrano, Juan Carlos
1
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1
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1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Baker, Malcolm
1
Bali, Turan G.
1
Bandi, F. M.
1
Banerjee, Snehal
1
Barber, Brad M.
1
Batten, Jonathan A.
1
Behrendt, Simon
1
Ben-Rephael, Azi
1
Birru, Justin
1
Borochin, Paul
1
Branger, Nicole
1
Bregantini, Daniele
1
Brini, Alessio
1
Broer, Tobias
1
Cardella, Laura
1
Cartea, Álvaro
1
Chaim, Pedro
1
Chan, Jennifer S. K.
1
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
73
International review of financial analysis
50
International journal of theoretical and applied finance
44
Pacific-Basin finance journal
43
The North American journal of economics and finance : a journal of financial economics studies
42
Quantitative finance
40
Applied economics
38
International review of economics & finance : IREF
37
Journal of econometrics
36
Journal of economic dynamics & control
36
Discussion paper / Tinbergen Institute
34
Economic modelling
28
Research in international business and finance
27
Discussion papers / CEPR
26
Working paper
26
Energy economics
25
Journal of empirical finance
25
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
25
International journal of forecasting
23
The journal of futures markets
23
Applied economics letters
22
The review of financial studies
22
NBER working paper series
20
CAMA working paper series
19
Applied mathematical finance
18
Review of quantitative finance and accounting
18
Computational economics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of risk and financial management : JRFM
17
Research paper series / Swiss Finance Institute
17
The journal of computational finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of forecasting
14
NBER Working Paper
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Swiss Finance Institute Research Paper
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
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:
3
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:
4
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:
5
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
Saved in:
6
A new look at Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Economics letters
163
(
2018
),
pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
Saved in:
7
Volatility and return jumps in bitcoin
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
Economics letters
173
(
2018
),
pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
Saved in:
8
Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina
;
Gupta, Rangan
;
Nyakabawo, Wendy
- In:
Economics letters
180
(
2019
),
pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
Saved in:
9
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
10
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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