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~subject:"Kointegration"
~subject:"Volatilität"
~type_genre:"Conference paper"
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Kointegration
Volatilität
Deutschland
796
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791
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178
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Batten, Jonathan A.
3
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2
Matei, Iuliana
2
Panagiōtidēs, Theodōros
2
Patsika, Victoria
2
Pilbeam, Keith
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Qureshi, Mahvash Saeed
2
Sharma, Susan Sunila
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Szilágyi, Péter G.
2
Truchis, Gilles de
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Abad Romero, Pilar
1
Abdol Samad Nawi
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Abdurraheem Abdulazeez Adewuyi
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Adıgüzel, Uğur
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Adžić, Sofija
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Afloarei Nucu, Anca Elena
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Agiomirgianakis, George M.
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Ahmed, Shamim
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Algaba, Andres
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Alkahteeb, Tarek Tawfik
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Anthony, Jessica M.
1
Ari, Ali
1
Arin, Kerim Peren
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Asmadi Mohamed Naim
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Assa, Hirbod
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Asteriou, Dimitrios
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Baek, Jungho
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Barndorff-Nielsen, Ole E.
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Bartkoviak, Oleksandr
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Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Open economies review
7
Journal of Asian economics
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
International journal of economics and financial issues : IJEFI
5
Journal of monetary economics
5
The European journal of finance
5
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
4
Agricultural finance review
4
Computational Management Science : CMS
4
Energy economics
4
International journal of theoretical and applied finance
4
Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
3
Economic modelling
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirica : journal of european economics
3
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3
The International trade journal
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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New Dynamics in Banking and Finance : 5th International Conference on Banking and Finance Perspectives, Famagusta, Cyprus
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Proceedings of the 5th International Conference on Economic Management and Green Development
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Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (Online)
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Regulation of Finance and Accounting : 21st and 22nd Virtual Annual Conference on Finance and Accounting (ACFA2020-21), Prague, Czech Republic
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Rethinking the macroeconomics of resource-rich countries
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Revue d'économie politique
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Advances in economics and econometrics ; Volume 2
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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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ECONIS (ZBW)
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1
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
2
Short-term external debt and foreign exchange rate
volatility
in emerging economies : evidence from the Korea market
Sung, Tae Yoon
;
Park, Danbee
;
Park, Ki Young
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 138-157
Persistent link: https://www.econbiz.de/10011339539
Saved in:
3
Asymmetric dependence in international currency markets
Paltalidis, Nikos
;
Patsika, Victoria
- In:
The European journal of finance
26
(
2020
)
10
,
pp. 994-1017
Persistent link: https://www.econbiz.de/10012207352
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4
The factors that influence exchange-rate risk : evidence in China
Chen, Shuanglian
;
Liu, Siming
;
Cai, Rongjiao
;
Zhang, Yaya
- In:
Emerging markets, finance & trade : a journal of the …
56
(
2020
)
6
,
pp. 1275-1292
Persistent link: https://www.econbiz.de/10012211635
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5
Foreign participation in the local currency bond markets of emerging market economies : good or bad for market resilience and financial stability?
Hongkong / Monetary Authority
- In:
Financial market development, monetary policy and …
,
(pp. 133-140)
.
2020
Persistent link: https://www.econbiz.de/10012432996
Saved in:
6
Volatility
analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
7
Quantitative finance for agricultural commodities : discussion and extension
Power, Gabriel J.
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 27-41
Persistent link: https://www.econbiz.de/10011695493
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8
Expansion formulas for European quanto options in a local
volatility
FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
9
Skewed Lévy models and implied
volatility
skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
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10
First-order asymptotics of path-dependent derivatives in multiscale stochastic
volatility
environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
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