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Stochastischer Prozess
Volatility
40,722
Volatilität
40,453
Wechselkurs
27,677
Exchange rate
26,487
Asien
23,819
Asia
21,625
Theorie
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Theory
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Schätzung
12,811
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Welt
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World
9,963
USA
8,845
United States
8,381
Kapitaleinkommen
7,525
Capital income
7,495
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6,601
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6,527
Aktienmarkt
6,485
Stock market
6,429
Außenwirtschaftliches Gleichgewicht
5,151
Prognoseverfahren
5,090
External balance
5,080
Forecasting model
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EU-Staaten
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Geldpolitik
4,876
EU countries
4,743
Monetary policy
4,720
Finanzkrise
4,682
Financial crisis
4,638
China
4,624
Wirtschaftswachstum
4,289
Economic growth
4,225
Wechselkurspolitik
4,102
Exchange rate policy
3,986
Optionspreistheorie
3,959
Zeitreihenanalyse
3,959
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Free
1,590
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McAleer, Michael
69
Asai, Manabu
40
Koopman, Siem Jan
38
Todorov, Viktor
34
Chan, Joshua
33
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Bos, Charles S.
21
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
19
Nguyen, Duy
19
Yu, Jun
19
Marcellino, Massimiliano
18
Platen, Eckhard
18
Alòs, Elisa
17
Hafner, Christian M.
17
Martin, Gael M.
17
Rodriguez, Gabriel
17
Takahashi, Akihiko
17
Wilfling, Bernd
17
Kang, Boda
16
Renò, Roberto
16
Wong, Hoi Ying
16
Branger, Nicole
15
Carr, Peter
15
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Caporin, Massimiliano
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
14
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
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
2
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
Hamburgisches Welt-Wirtschafts-Archiv
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Queen Mary College / Department of Economics
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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 British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
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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
136
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
61
Discussion paper / Tinbergen Institute
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
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
45
European journal of operational research : EJOR
39
Journal of mathematical finance
39
Working paper
37
Finance research letters
36
Insurance / Mathematics & economics
36
International journal of financial engineering
36
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
32
Annals of finance
31
Energy economics
31
Journal of empirical finance
30
Research paper series / Swiss Finance Institute
30
Risks : open access journal
30
Economics letters
27
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
CREATES research paper
23
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Economic modelling
21
Applied economics
20
NBER working paper series
20
Journal of financial economics
19
Applied financial economics
18
Econometrics : open access journal
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ECONIS (ZBW)
3,889
EconStor
65
USB Cologne (EcoSocSci)
2
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1
Hedging capabilities of Bitcoin for Asian currencies
Kinkyō, Takuji
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1769-1784
Persistent link: https://www.econbiz.de/10013184385
Saved in:
2
Stochastic optimal control, international finance, and debt crises
Stein, Jerome L.
-
2006
Persistent link: https://www.econbiz.de/10003212024
Saved in:
3
"Wait and see" or "fear of floating"?
Lei, Xiaowen
;
Lu, Dong
;
Kasa, Kenneth
- In:
Macroeconomic dynamics
26
(
2022
)
4
,
pp. 833-884
Persistent link: https://www.econbiz.de/10013270219
Saved in:
4
Naira-Dollar exchange rate
volatility
modeling using Quadratic Moving Average Conditional Heteroscedasticity (QMACH)
Olarewaju, Odunayo Magret
;
Olasehinde, Timilehin John
- In:
EuroEconomica
36
(
2017
)
2
,
pp. 106-116
Persistent link: https://www.econbiz.de/10011798639
Saved in:
5
Identifying periods of financial stress in Asian currencies : the role of high frequency financial market data
Dungey, Mardi H.
;
Matei, Marius
;
Sirimon Treepongkaruna
-
2015
Persistent link: https://www.econbiz.de/10010520822
Saved in:
6
On market efficiency of Asian foreign exchange rates : evidence from a joint variance ratio test and technical trading rules
Lee, Chun I.
;
Pan, Ming-Shiun
;
Liu, Y. Angela
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 199-214
Persistent link: https://www.econbiz.de/10001575255
Saved in:
7
Estimation of asymmetric stochastic
volatility
models for stock-exchange index returns
Del Carmen García Centeno, María
;
Minguez Salido, Román
- In:
International advances in economic research : IAER ; an …
15
(
2009
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10003813391
Saved in:
8
An empirical study of Asian stock
volatility
using stochastic
volatility
factor model : factor analysis and forecasting
Lui, Silvia S. W.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003402009
Saved in:
9
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
10
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
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