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Stochastic process
Volatility
41,084
Volatilität
40,003
Europäische Union
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EU-Staaten
15,244
EU countries
15,041
Theorie
12,765
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Stochastischer Prozess
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Zeitreihenanalyse
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3,390
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McAleer, Michael
66
Asai, Manabu
37
Koopman, Siem Jan
35
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
26
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
20
Marcellino, Massimiliano
19
Nguyen, Duy
19
Yu, Jun
19
Alòs, Elisa
18
Platen, Eckhard
18
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Kang, Boda
16
Wong, Hoi Ying
16
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Carr, Peter
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
14
Caporin, Massimiliano
13
Corsi, Fulvio
13
Fabozzi, Frank J.
13
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National Bureau of Economic Research
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Nuffield College
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
135
Journal of econometrics
105
Quantitative finance
90
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
39
International journal of financial engineering
36
Working paper
36
Insurance / Mathematics & economics
35
Journal of banking & finance
35
Annals of finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Research paper series / Swiss Finance Institute
30
Risks : open access journal
30
Economics letters
29
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Economic modelling
21
Applied economics
20
Journal of financial economics
19
Econometrics : open access journal
18
NBER working paper series
18
The European journal of finance
18
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ECONIS (ZBW)
3,832
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1
Exchange and interest rates prior to EMU : the case of Greece
Antzoulatos, Angelos A.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002007148
Saved in:
2
Exchange and interest rates prior to EMU : the case of Greece
Antzulatos, Angelos A.
-
2003
Persistent link: https://www.econbiz.de/10013430555
Saved in:
3
Smooth breaks and nonlinear mean reversion in real interest parity : evidence from East Asian countries
Gulcu, Abdullah
;
Yildirim, Dilem
- In:
Journal of international trade & economic development : …
28
(
2019
)
6
,
pp. 668-685
Persistent link: https://www.econbiz.de/10012203625
Saved in:
4
Smooth breaks and nonlinear mean reversion in real interest parity : evidence from East Asian countries
Gülcü, Abdullah
;
Yıldırım, Dilem
-
2018
Persistent link: https://www.econbiz.de/10011869891
Saved in:
5
A re-examination of growth and growth uncertainty relationship in a stochastic
volatility
in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Saved in:
6
Analytically pricing variance and
volatility
swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
7
Sentiment and energy price
volatility
: a nonlinear high frequency analysis
Jawadi, Fredj
;
Bourghelle, David
;
Rozin, Philippe
; …
- In:
Energy economics
133
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10015048288
Saved in:
8
Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Ying, Weiwei
;
Li, Junye
- In:
Journal of international money and finance
41
(
2014
),
pp. 46-64
Persistent link: https://www.econbiz.de/10010338744
Saved in:
9
Thünen-Vorlesung: 6 1/2-Wechselkurse
Streissler, Erich
- In:
Die Zukunft des Sozialstaats : Jahrestagung des Vereins …
,
(pp. 79-111)
.
2000
Persistent link: https://www.econbiz.de/10001456108
Saved in:
10
Do interest rate differentials drive the
volatility
of exchange rates? : evidence from an extended stochastic
volatility
model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
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