//--> //--> //--> //-->
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:"Economic modelling"
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
A Discrete-Time Two-Factor Mod...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
341
Volatilität
339
ARCH model
155
ARCH-Modell
155
Estimation
155
Schätzung
155
Theorie
128
Theory
128
Börsenkurs
103
Share price
103
Interest rate
102
Zins
102
Aktienmarkt
84
Stock market
84
Capital income
80
Kapitaleinkommen
80
Welt
77
World
77
Time series analysis
68
Zeitreihenanalyse
68
Forecasting model
63
Prognoseverfahren
63
Oil price
56
Ölpreis
56
Exchange rate
54
Geldpolitik
54
Monetary policy
54
Wechselkurs
54
Spillover effect
50
Spillover-Effekt
50
Option pricing theory
49
Optionspreistheorie
49
Financial crisis
46
Finanzkrise
46
USA
44
United States
44
China
40
Commodity derivative
40
Risiko
40
Risk
40
more ...
less ...
Online availability
All
Undetermined
309
Free
4
Type of publication
All
Article
537
Type of publication (narrower categories)
All
Article in journal
537
Aufsatz in Zeitschrift
537
Conference paper
4
Konferenzbeitrag
4
Language
All
English
537
Author
All
Ma, Feng
6
Arouri, Mohamed
5
Chevallier, Julien
5
Prigent, Jean-Luc
5
Todorova, Neda
5
Wang, Yudong
5
Zhang, Yaojie
5
Gupta, Rangan
4
Iglesias, Emma M.
4
Kumar, Dilip
4
Lahiani, Amine
4
Li, Bin
4
Narayan, Paresh Kumar
4
Nguyen, Duc Khuong
4
Reboredo, Juan Carlos
4
Shen, Yang
4
Siu, Tak Kuen
4
Wu, Chongfeng
4
Abid, Ilyes
3
Balcilar, Mehmet
3
Cross, Jamie
3
Feng, Yun
3
Hammoudeh, Shawkat
3
Huang, Zhuo
3
Jawadi, Fredj
3
Kit, Pong Wong
3
Li, Hongyi
3
Li, Yong
3
Liu, Jing
3
Liu, Li
3
Maheswaran, S.
3
Pal, Debdatta
3
Salisu, Afees A.
3
Su, Jen-je
3
Wang, Tianyi
3
Wei, Yu
3
Zhang, Wei
3
Zhang, Wei-guo
3
Ahmed, Abdullahi Dahir
2
Andrieş, Alin Marius
2
more ...
less ...
Published in...
All
Economic modelling
NBER working paper series
1,089
The journal of futures markets
911
Working paper / National Bureau of Economic Research, Inc.
911
Finance research letters
908
Journal of banking & finance
889
MPRA Paper
880
Energy economics
838
NBER Working Paper
818
NBER Working Papers
777
Applied economics
643
International journal of theoretical and applied finance
641
Working Paper
588
International review of financial analysis
578
International review of economics & finance : IREF
541
Working paper
496
ECB Working Paper
484
IMF Working Papers
470
Economics letters
459
The North American journal of economics and finance : a journal of financial economics studies
456
Research paper series / Swiss Finance Institute
447
Journal of econometrics
445
Applied financial economics
444
Discussion paper / Centre for Economic Policy Research
442
Applied economics letters
423
CEPR Discussion Papers
418
CESifo working papers
406
Research in international business and finance
399
Journal of international money and finance
398
Journal of empirical finance
380
Journal of financial economics
369
IMF working papers
368
Discussion paper / Tinbergen Institute
351
CESifo Working Paper
348
Journal of international financial markets, institutions & money
346
Journal of economic dynamics & control
344
Journal of risk and financial management : JRFM
330
Quantitative finance
327
Mathematical finance : an international journal of mathematics, statistics and financial theory
325
The European journal of finance
322
more ...
less ...
Source
All
ECONIS (ZBW)
537
Showing
1
-
10
of
537
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Correlation regimes in international equity and
bond
returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
2
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:
3
Pricing
bond
options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
4
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:
5
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:
6
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:
7
Effects of
volatility
shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey
Sensoy, Ahmet
;
Sobaci, Cihat
- In:
Economic modelling
43
(
2014
),
pp. 448-457
Persistent link: https://www.econbiz.de/10010503016
Saved in:
8
A structural GARCH model : an application on South African data
de Wet, W.A.
- In:
Economic modelling
23
(
2006
)
5
,
pp. 775-791
Persistent link: https://www.econbiz.de/10003368361
Saved in:
9
Calibration of implied
volatility
for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
10
Convenience yield, realised
volatility
and jumps : evidence from non-ferrous metals
Omura, Akihiro
;
Li, Bin
;
Chung, Richard
;
Todorova, Neda
- In:
Economic modelling
70
(
2018
),
pp. 496-510
Persistent link: https://www.econbiz.de/10012027980
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...
//-->