//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Quelle"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
688
Volatilität
688
Theorie
314
Theory
314
Estimation
304
Schätzung
304
Cointegration
245
Kointegration
243
Börsenkurs
199
Share price
199
Time series analysis
193
Zeitreihenanalyse
193
Estimation theory
189
Schätztheorie
189
Capital income
186
Kapitaleinkommen
186
ARCH model
170
ARCH-Modell
170
Stochastic process
132
Stochastischer Prozess
132
Forecasting model
125
Prognoseverfahren
125
Aktienmarkt
123
Stock market
123
Option pricing theory
113
Optionspreistheorie
113
Welt
105
World
105
USA
97
United States
97
Exchange rate
83
Wechselkurs
82
China
73
Nichtparametrisches Verfahren
71
Nonparametric statistics
71
Spillover effect
65
Spillover-Effekt
65
VAR model
61
VAR-Modell
61
Risk
55
more ...
less ...
Online availability
All
Undetermined
571
Free
9
Type of publication
All
Article
1,069
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
Konferenzschrift
Quelle
Aufsatz in Zeitschrift
1,075
Collection of articles of several authors
6
Sammelwerk
6
Conference paper
2
Konferenzbeitrag
2
Conference proceedings
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,075
Author
All
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
McAleer, Michael
14
Aït-Sahalia, Yacine
13
Andersen, Torben
11
Phillips, Peter C. B.
11
Gupta, Rangan
9
Arize, Augustine Chuck
8
Boswijk, Herman Peter
8
Meddahi, Nour
8
Xiu, Dacheng
8
Corradi, Valentina
7
Gouriéroux, Christian
7
Li, Jia
7
Ma, Feng
7
Mykland, Per A.
7
Nielsen, Morten Ørregaard
7
Park, Joon Y.
7
Patton, Andrew J.
7
Rahbek, Anders
7
Robinson, Peter M.
7
Asai, Manabu
6
Caporin, Massimiliano
6
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Hallin, Marc
6
Hammoudeh, Shawkat
6
Johansen, Søren
6
Kim, Donggyu
6
Lütkepohl, Helmut
6
Shephard, Neil G.
6
Swanson, Norman R.
6
Taylor, Robert
6
Urga, Giovanni
6
Wohar, Mark E.
6
Barigozzi, Matteo
5
Chang, Chia-Lin
5
Gallant, A. Ronald
5
Kang, Sang Hoon
5
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
International review of economics & finance : IREF
Journal of econometrics
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
6,257
Ifo-Schnelldienst
1,757
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
1,579
Wirtschaft und Statistik : WISTA
1,372
Der Betrieb
1,353
WSI-Mitteilungen : Zeitschrift des Wirtschafts- und Sozialwissenschaftlichen Instituts der Hans-Böckler-Stiftung
1,302
Applied economics
1,145
Energy economics
1,000
Betriebs-Berater : BB
942
Economic modelling
802
Die Bank
729
Finance research letters
721
Sozialer Fortschritt : unabhängige Zeitschrift für Sozialpolitik
720
Applied economics letters
696
Economics letters
686
Journal of banking & finance
645
Jahrbücher für Nationalökonomie und Statistik
634
The journal of futures markets
589
Intereconomics : review of European economic policy
578
International journal of theoretical and applied finance
566
Monatsbericht
540
International review of financial analysis
526
WPg : Kompetenz schafft Vertrauen
520
International Journal of Energy Economics and Policy : IJEEP
502
Mitteilungen aus der Arbeitsmarkt- und Berufsforschung
488
Journal of international money and finance
464
Informationen zur Raumentwicklung : IzR
463
Journal of business economics : JBE
461
Vierteljahrshefte zur Wirtschaftsforschung
453
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
447
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
437
The North American journal of economics and finance : a journal of financial economics studies
436
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
434
Aus Politik und Zeitgeschichte : APuZ
424
Applied financial economics
423
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
418
Labour economics : official journal of the European Association of Labour Economists
386
Betriebswirtschaftliche Forschung und Praxis : BFuP
379
more ...
less ...
Source
All
ECONIS (ZBW)
1,075
Showing
1
-
10
of
1,075
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jumps in foreign exchange rates and stochastic unwinding of carry trades
Nirei, Makoto
;
Sushko, Vladyslav
- In:
International review of economics & finance : IREF
20
(
2011
)
1
,
pp. 110-127
Persistent link: https://www.econbiz.de/10009304196
Saved in:
2
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
3
Realized
volatility
forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
4
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
5
An enhanced implied tree model for option pricing : a study on Hong Kong property stock options
Hui, Eddie Chi Man
- In:
International review of economics & finance : IREF
15
(
2006
)
3
,
pp. 324-345
Persistent link: https://www.econbiz.de/10003357607
Saved in:
6
Trading platform, market
volatility
and pricing efficiency in the floor-traded and E-mini index futures markets
Chung, Huimin
;
Sheu, Her-jiun
;
Hsu, Shufang
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 742-754
Persistent link: https://www.econbiz.de/10009006975
Saved in:
7
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
8
Realized Laplace transforms for estimation of jump diffusive
volatility
models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
9
The determinants of exchange settlement practices and the implication of
volatility
smile : evidence from the Taiwan Futures Exchange
Szu, Wen-ming
;
Wang, Ming-chun
;
Yang, Wan-ru
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 826-838
Persistent link: https://www.econbiz.de/10009303803
Saved in:
10
Do liquidity and sampling methods matter in constructing
volatility
indices? : empirical evidence from Taiwan
Tzang, Shyh-weir
;
Hung, Chih-hsing
;
Wang, Chou-wen
; …
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
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...
//-->