//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Securities trading"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Securities trading
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
72
Stock market
72
Volatility
69
Institutional investor
64
Institutioneller Investor
64
Financial investment
59
Kapitalanlage
59
CAPM
56
USA
47
United States
47
Experiment
44
Household
43
Privater Haushalt
43
Behavioral finance
41
Wertpapierhandel
41
Stochastic volatility
40
Financial analysis
38
Finanzanalyse
38
Forecasting model
37
Prognoseverfahren
37
Herding
36
Herdenverhalten
35
Ankündigungseffekt
33
Announcement effect
33
more ...
less ...
Online availability
All
Undetermined
71
Type of publication
All
Article
107
Type of publication (narrower categories)
All
Article in journal
107
Aufsatz in Zeitschrift
107
Language
All
English
107
Author
All
Daniel, Kent
2
Gupta, Rangan
2
Park, Beum-jo
2
Renò, Roberto
2
Subrahmanyam, Avanidhar
2
Venkataraman, Kumar
2
Yuan, Yu
2
Alós-Ferrer, Carlos
1
Andersen, Torben
1
Andreou, Panayiotis C.
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Will J.
1
Atcha Kamolsareeratana
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Bali, Turan G.
1
Bandi, F. M.
1
Banerjee, Anurag Narayan
1
Banerjee, Snehal
1
Barber, Brad M.
1
Barroso, Pedro
1
Barrot, Jean-Noel
1
Baruch, Shmuel
1
Batten, Jonathan A.
1
Behrendt, Simon
1
Bessembinder, Hendrik
1
Borochin, Paul
1
Branger, Nicole
1
Bregantini, Daniele
1
Brini, Alessio
1
Broer, Tobias
1
Cai, Jinghan
1
Cao, Ji
1
Cardella, Laura
1
Carrion, Allen
1
Cartea, Álvaro
1
Chague, Fernando
1
Chaim, Pedro
1
Chan, Jennifer S. K.
1
more ...
less ...
Published in...
All
CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Finance research letters
78
Pacific-Basin finance journal
59
International review of financial analysis
52
International journal of theoretical and applied finance
46
Journal of economic dynamics & control
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied economics
38
Journal of econometrics
36
Quantitative finance
36
Discussion paper / Tinbergen Institute
34
Journal of empirical finance
33
International review of economics & finance : IREF
31
Applied economics letters
29
Economic modelling
27
Energy economics
25
Research in international business and finance
25
NBER working paper series
23
Review of quantitative finance and accounting
23
The journal of futures markets
23
Working paper
23
Discussion papers / CEPR
22
Research paper series / Swiss Finance Institute
22
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
21
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
21
Applied mathematical finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
Journal of financial markets
20
The European journal of finance
20
Wiley trading series
20
Working paper / National Bureau of Economic Research, Inc.
20
Asia-Pacific journal of financial studies
19
CAMA working paper series
19
Computational economics
19
Journal of economic behavior & organization : JEBO
18
Journal of risk and financial management : JRFM
18
The journal of finance : the journal of the American Finance Association
18
Management science : journal of the Institute for Operations Research and the Management Sciences
17
more ...
less ...
Source
All
ECONIS (ZBW)
107
Showing
1
-
10
of
107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->