//--> //--> //--> //-->
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:"Research in international business and finance"
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
The 4/2 stochastic volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
289
Volatilität
287
ARCH model
97
ARCH-Modell
97
Börsenkurs
94
Share price
94
Aktienmarkt
91
Stock market
91
Capital income
88
Kapitaleinkommen
88
Estimation
73
Schätzung
73
Welt
70
World
70
Spillover effect
60
Spillover-Effekt
60
Oil price
33
Ölpreis
33
Exchange rate
31
Wechselkurs
31
Financial crisis
30
Finanzkrise
30
Theorie
29
Theory
29
Risiko
28
Risk
28
Virtual currency
27
Virtuelle Währung
27
China
25
Financial market
24
Finanzmarkt
24
Time series analysis
24
Zeitreihenanalyse
24
Emerging economies
23
Schwellenländer
23
Behavioural finance
22
Forecasting model
22
Portfolio selection
22
Portfolio-Management
22
Prognoseverfahren
22
more ...
less ...
Online availability
All
Undetermined
206
Free
38
Type of publication
All
Article
297
Type of publication (narrower categories)
All
Article in journal
297
Aufsatz in Zeitschrift
297
Language
All
English
297
Author
All
Gupta, Rangan
6
Umar, Zaghum
6
Chevallier, Julien
5
Aboura, Sofiane
4
Bouri, Elie
4
Gozgor, Giray
4
Guesmi, Khaled
4
Ji, Qiang
4
Lau, Chi Keung
4
Tiwari, Aviral Kumar
4
Vortelinos, Dimitrios I.
4
Caporale, Guglielmo Maria
3
Corbet, Shaen
3
Hamori, Shigeyuki
3
Kumar, Satish
3
Naeem, Muhammad Abubakr
3
Owusu Junior, Peterson
3
Papadamou, Stephanos
3
Smales, Lee A.
3
Zhang, Hongwei
3
Zhang, Wei
3
Abedin, Mohammad Zoynul
2
Aharon, David Y.
2
Ahmed, Walid M. A.
2
Aloui, Chaker
2
Aysan, Ahmet Faruk
2
Bales, Stephan
2
Ben Haj Hamida, Hayet
2
Burghof, Hans-Peter
2
Cepni, Oguzhan
2
Chkili, Walid
2
Cui, Tianxiang
2
Degiannakis, Stavros
2
Ding, Shusheng
2
Essaddam, Naceur
2
Fan, Ying
2
Gubareva, Mariya
2
Guo, Yaoqi
2
Hmaied, Dorra Mezzez
2
Jiang, Junhua
2
more ...
less ...
Published in...
All
Research in international business and finance
European journal of operational research : EJOR
748
Energy economics
728
Finance research letters
715
International journal of theoretical and applied finance
650
NBER working paper series
574
The journal of futures markets
553
Working paper / National Bureau of Economic Research, Inc.
545
Journal of banking & finance
533
NBER Working Paper
490
International review of financial analysis
461
Journal of econometrics
458
Applied economics
428
Economic modelling
425
International review of economics & finance : IREF
405
The North American journal of economics and finance : a journal of financial economics studies
380
Insurance / Mathematics & economics
367
Finance and stochastics
349
Mathematical finance : an international journal of mathematics, statistics and financial theory
333
Quantitative finance
332
Journal of economic dynamics & control
331
Economics letters
330
Working paper
318
Applied economics letters
311
Applied mathematical finance
306
Applied financial economics
299
Journal of empirical finance
299
Discussion paper / Tinbergen Institute
286
Discussion paper / Centre for Economic Policy Research
283
The journal of computational finance
282
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Journal of international financial markets, institutions & money
251
Journal of risk and financial management : JRFM
250
Journal of international money and finance
249
Risks : open access journal
248
Journal of financial economics
246
The European journal of finance
234
Computational economics
233
CESifo working papers
215
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
206
more ...
less ...
Source
All
ECONIS (ZBW)
297
Showing
1
-
10
of
297
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating time-varying factors’ variance in the string-term structure model with stochastic
volatility
Almeida, Thiago Ramos
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
Saved in:
2
Using GMM to flatten the option
volatility
smile
Arnold, Tom
- In:
Research in international business and finance
20
(
2006
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003374200
Saved in:
3
The asymmetric response of
volatility
to market changes and the
volatility
smile : evidence from Australian options
Tanha, Hassan
;
Dempsey, Michael
- In:
Research in international business and finance
34
(
2015
),
pp. 164-176
Persistent link: https://www.econbiz.de/10011325745
Saved in:
4
Distilling private information from plain-vanilla options to predict future underlying stock price
volatility
: evidence from the H-shares of Chinese banks
Koutmos, Dimitrios
- In:
Research in international business and finance
37
(
2016
),
pp. 391-405
Persistent link: https://www.econbiz.de/10011595294
Saved in:
5
Implied
volatility
surface construction for commodity futures options traded in China
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
Research in international business and finance
61
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Saved in:
6
Optimally sampled realized range-based
volatility
estimators
Vortelinos, Dimitrios I.
- In:
Research in international business and finance
30
(
2014
),
pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
Saved in:
7
The impact of co-jumps in the oil sector
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
; …
- In:
Research in international business and finance
52
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012548562
Saved in:
8
Correlations among cryptocurrencies : evidence from multivariate factor stochastic
volatility
model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
Saved in:
9
Investigating the leverage effect in commodity markets with a recursive estimation approach
Chevallier, Julien
;
Ielpo, Florian
- In:
Research in international business and finance
39
(
2017
),
pp. 763-778
Persistent link: https://www.econbiz.de/10011912346
Saved in:
10
The day-of-the-week effect on Bitcoin return and
volatility
Ma, Donglian
;
Tanizaki, Hisashi
- In:
Research in international business and finance
49
(
2019
),
pp. 127-136
Persistent link: https://www.econbiz.de/10012136001
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...
//-->