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Stochastic process
Volatility
41,083
Volatilität
40,814
Efficiency
18,389
Theorie
17,876
Theory
17,550
Effizienz
16,264
Griechenland
13,703
Börsenkurs
11,636
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11,611
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11,487
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11,056
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10,835
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8,195
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8,168
Efficient market hypothesis
7,918
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7,869
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7,669
Stock market
7,564
ARCH-Modell
6,560
USA
6,506
ARCH model
6,490
United States
6,306
Welt
6,106
World
6,000
efficiency
5,174
Wechselkurs
4,902
Exchange rate
4,804
Prognoseverfahren
4,301
Forecasting model
4,252
Optionspreistheorie
4,044
Stochastischer Prozess
4,026
Option pricing theory
3,981
Zeitreihenanalyse
3,509
Time series analysis
3,428
Finanzmarkt
3,212
Technische Effizienz
3,202
Technical efficiency
3,180
Financial market
3,149
EU-Staaten
3,132
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1,549
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McAleer, Michael
67
Asai, Manabu
37
Koopman, Siem Jan
35
Chan, Joshua
34
Cui, Zhenyu
34
Todorov, Viktor
34
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
Hafner, Christian M.
18
Platen, Eckhard
18
Bos, Charles S.
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
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Erasmus Research Institute of Management
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
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
1
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
Österreichisches Institut für Wirtschaftsforschung
1
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International journal of theoretical and applied finance
138
Journal of econometrics
107
Quantitative finance
90
Applied mathematical finance
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
57
The journal of computational finance
50
Computational economics
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Finance and stochastics
48
Journal of economic dynamics & control
48
Econometric reviews
45
European journal of operational research : EJOR
43
Finance research letters
41
Journal of mathematical finance
38
Journal of banking & finance
36
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Annals of finance
33
Journal of empirical finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Risks : open access journal
31
The journal of futures markets
31
Energy economics
30
Economics letters
29
Research paper series / Swiss Finance Institute
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
Applied economics
23
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
20
Journal of financial economics
19
NBER working paper series
19
Applied financial economics
18
Econometrics : open access journal
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ECONIS (ZBW)
3,960
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1
A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...
Milionis, Alexandros E.
;
Papanagiotou, Evangelia
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1171-1186
, as well as any conclusions regarding acceptance or rejection of the weak-form market
efficiency
hypothesis. Further, a …
Persistent link: https://www.econbiz.de/10003886017
Saved in:
2
DEA-risk
efficiency
and stochastic dominance
efficiency
of stock indices
Branda, Martin
;
Kopa, Miloš
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 106-124
Persistent link: https://www.econbiz.de/10009740503
Saved in:
3
Fractal analysis of market (in)
efficiency
during the COVID-19
Frezza, Massimiliano
;
Bianchi, Sergio
;
Pianese, Augusto
- In:
Finance research letters
38
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012490961
Saved in:
4
Multifractional processes in finance
Bianchi, Sergio
;
Pianese, Augusto
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010492606
Saved in:
5
A test of
efficiency
for the currency option market using stochastic
volatility
forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
Saved in:
6
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:
7
Fractal dynamics and wavelet analysis : deep
volatility
and return properties of Bitcoin, Ethereum and Ripple
Celeste, Valerio
;
Corbet, Shaen
;
Gurdgiev, Constantin
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 310-324
Persistent link: https://www.econbiz.de/10012417711
Saved in:
8
Jumps, cojumps, and
efficiency
in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
9
Mutual information and persistence in the stochastic
volatility
of market returns : an emergent market example
Dima, Bogdan
;
Dima, Ştefana Maria
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 36-59
Persistent link: https://www.econbiz.de/10011754136
Saved in:
10
Examining the sources of excess return predictability : stochastic
volatility
or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
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