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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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Volatilität
Theorie
356
Theory
356
Portfolio selection
159
Portfolio-Management
159
Volatility
90
Capital income
83
Estimation
83
Kapitaleinkommen
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World
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Kang, Sang Hoon
5
Mensi, Walid
5
Hammoudeh, Shawkat
4
McAleer, Michael
4
Dai, Zhifeng
3
Li, Shaoyu
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Asai, Manabu
2
Chang, Chia-Lin
2
Lin, Shih-kuei
2
Ma, Jingtang
2
Xuan Vinh Vo
2
Zhuang, Xintian
2
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Maadid, Alanoud
1
Alonso-Conde, Ana B.
1
Altay-Salih, Aslihan
1
Andrada Félix, Julián
1
Arisoy, Yakup Eser
1
Arize, Augustine Chuck
1
Ayadi, Mohamed
1
Bannouh, Karim
1
Bekiros, Stelios
1
Bian, Zhicun
1
Borgards, Oliver
1
Bouri, Elie
1
Brugal, Ivan
1
Campani, Carlos Heitor
1
Cao, Xu
1
Caporin, Massimiliano
1
Carcel, Hector
1
Chan, Jennifer So-kuen
1
Chan, Tat Lung (Ron)
1
Chang, Chia-Chang
1
Chang, Hung-Chou
1
Chang, Ming-Jen
1
Chang, Xiaoming
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
199
NBER working paper series
194
International journal of theoretical and applied finance
178
Working paper / National Bureau of Economic Research, Inc.
174
NBER Working Paper
171
Finance research letters
167
Journal of banking & finance
153
Energy economics
130
Quantitative finance
125
Journal of empirical finance
109
Discussion paper / Tinbergen Institute
108
Journal of economic dynamics & control
107
Economics letters
105
International review of financial analysis
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Journal of financial economics
101
Economic modelling
100
Working paper
98
Applied mathematical finance
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
International review of economics & finance : IREF
89
Applied economics
88
Computational economics
83
International journal of forecasting
83
Discussion paper / Centre for Economic Policy Research
81
The European journal of finance
77
Research paper series / Swiss Finance Institute
72
Journal of international money and finance
71
Econometric reviews
69
Journal of risk and financial management : JRFM
67
The journal of futures markets
66
The review of financial studies
66
Finance and stochastics
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
64
Risks : open access journal
63
The journal of computational finance
63
Applied economics letters
60
Journal of forecasting
60
European journal of operational research : EJOR
59
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ECONIS (ZBW)
90
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1
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
Saved in:
2
Equity and CDS sector indices : dynamic models and risk hedging
Caporin, Massimiliano
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 261-275
Persistent link: https://www.econbiz.de/10009779255
Saved in:
3
Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes
Gong, Xiaoli
;
Zhuang, Xintian
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 148-159
Persistent link: https://www.econbiz.de/10011878807
Saved in:
4
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
5
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
6
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
7
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
8
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
10
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
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