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Volatility
341
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126
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Economic modelling
Finance research letters
697
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687
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568
Journal of banking & finance
562
International journal of theoretical and applied finance
561
NBER working paper series
538
Working paper / National Bureau of Economic Research, Inc.
514
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479
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ECONIS (ZBW)
418
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1
Volatility
risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
2
A conditional autoregressive range model with gamma distribution for financial
volatility
modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
3
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
4
Warrant pricing under GARCH diffusion model
Wu, Xin-yu
;
Ma, Chao-qun
;
Wang, Shouyang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
Saved in:
5
Central bank intervention, threshold effects and asymmetric
volatility
: evidence from the Japanese yen-US dollar foreign exchange market
Suardi, Sandy
- In:
Economic modelling
25
(
2008
)
4
,
pp. 628-642
Persistent link: https://www.econbiz.de/10003791238
Saved in:
6
Volatility
in asset prices and long-run wealth effect estimates
Alexandre, Fernando
;
Baç~ao, Pedro
;
Gabriel, Vasco J.
- In:
Economic modelling
24
(
2007
)
6
,
pp. 1048-1064
Persistent link: https://www.econbiz.de/10003569086
Saved in:
7
Market
volatility
and retail interest rate pass-through
Wang, Kuan-Min
;
Lee, Yuan-Ming
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1270-1282
Persistent link: https://www.econbiz.de/10003923539
Saved in:
8
Modelling stock return
volatility
dynamics in selected African markets
King, Daniel
;
Botha, Ferdi
- In:
Economic modelling
45
(
2015
),
pp. 50-73
Persistent link: https://www.econbiz.de/10011334173
Saved in:
9
Global and regional
volatility
spillovers to GCC stock markets
Alotaibi, Abdullah R.
;
Mishra, Anil V.
- In:
Economic modelling
45
(
2015
),
pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
Saved in:
10
Regime-switching in
volatility
and correlation structure using range-based models with Markov-switching
Miao, Daniel Wei-Chung
;
Wu, Chun-chou
;
Su, Yi Kai
- In:
Economic modelling
31
(
2013
),
pp. 87-93
Persistent link: https://www.econbiz.de/10009725779
Saved in:
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