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~subject:"Volatilität"
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Volatilität
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Zurbruegg, Ralf
9
Le, Van
2
Brockman, Paul
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1
Fong, Kingsley
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Gerlach, Richard
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
10
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1
Asymmetric volatility, correlation and returns dynamics between the US and UK securitized real estate markets
Michayluk, David
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
Real estate economics : journal of the American Real …
34
(
2006
)
1
,
pp. 109-131
Persistent link: https://www.econbiz.de/10003325677
Saved in:
2
Forecasting exchange rate volatility : a multiple horizon comparison using historical, realized and implied volatility measures
Siu, David T. L.
;
Okunev, John
- In:
Journal of forecasting
28
(
2009
)
6
,
pp. 465-486
Persistent link: https://www.econbiz.de/10003886979
Saved in:
3
Return performance volatility and adaptation in an automated technical analysis approach to portfolio management
Ghandar, Adam
;
Michalewicz, Zbigniew
;
Zurbruegg, Ralf
- In:
Intelligent systems in accounting finance and …
16
(
2009
)
1/2
,
pp. 127-146
Persistent link: https://www.econbiz.de/10003876092
Saved in:
4
The influence of real estate risk on market volatility
Cheong, Chee Seng
;
Olshansky, Anna
;
Zurbruegg, Ralf
- In:
Journal of property investment & finance
29
(
2011
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10009010129
Saved in:
5
The role of trading volume in volatility forecasting
Le, Van
;
Zurbruegg, Ralf
- In:
Journal of international financial markets, …
20
(
2010
)
5
,
pp. 533-555
Persistent link: https://www.econbiz.de/10009247745
Saved in:
6
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
7
Implied volatility smiles, option mispricing and net buying pressure : evidence around the global financial crisis
Larkin, J.
;
Brooksby, A.
;
Lin, Chien-ting
;
Zurbruegg, Ralf
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 47-69
Persistent link: https://www.econbiz.de/10009512728
Saved in:
8
Pacific Rim futures markets and their intertemporal relationships
Fong, Kingsley
;
Zurbruegg, Ralf
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 197-220
Persistent link: https://www.econbiz.de/10001487782
Saved in:
9
The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis
Gerlach, Richard
;
Obaydin, Ivan
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 207-219
Persistent link: https://www.econbiz.de/10011572352
Saved in:
10
Time-to-maturity and commodity futures return volatility : the role of time-varying asymmetric information
Phan Hoang Long
;
Zurbruegg, Ralf
;
Brockman, Paul
;
Yu, …
- In:
Journal of commodity markets
26
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013450908
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