//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Information theory and the fai...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Markov chain
7,481
Markov-Kette
7,480
Theorie
4,649
Theory
4,642
Entropy
2,220
Entropie
1,879
Estimation
1,509
Schätzung
1,508
Volatility
924
Stochastischer Prozess
921
Stochastic process
919
Bayesian inference
863
Bayes-Statistik
860
Monte Carlo simulation
856
Monte-Carlo-Simulation
855
Time series analysis
835
Zeitreihenanalyse
832
Prognoseverfahren
665
Forecasting model
664
USA
585
United States
583
Estimation theory
568
Schätztheorie
568
Business cycle
505
Konjunktur
500
Börsenkurs
497
Share price
494
Capital income
456
Kapitaleinkommen
456
ARCH model
448
ARCH-Modell
448
entropy
425
Optionspreistheorie
412
Option pricing theory
408
Portfolio selection
404
Portfolio-Management
402
Game theory
372
Spieltheorie
371
Mathematical programming
347
more ...
less ...
Online availability
All
Undetermined
384
Free
274
Type of publication
All
Article
647
Book / Working Paper
278
Type of publication (narrower categories)
All
Article in journal
621
Aufsatz in Zeitschrift
621
Graue Literatur
174
Non-commercial literature
174
Arbeitspapier
166
Working Paper
166
Aufsatz im Buch
25
Book section
25
Hochschulschrift
14
Thesis
9
Collection of articles written by one author
5
Sammlung
5
Conference paper
4
Forschungsbericht
4
Konferenzbeitrag
4
Collection of articles of several authors
3
Sammelwerk
3
Amtsdruckschrift
2
Government document
2
Reprint
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
921
German
3
Spanish
1
Author
All
Chiarella, Carl
13
Gupta, Rangan
11
Lux, Thomas
11
Lütkepohl, Helmut
10
Nguyen, Duy
9
Otranto, Edoardo
9
Elliott, Robert J.
8
Ma, Feng
8
Cui, Zhenyu
7
Forbes, Catherine Scipione
7
Kang, Boda
7
Martin, Gael M.
7
Omori, Yasuhiro
7
Rodriguez, Gabriel
7
Siu, Tak Kuen
7
Asai, Manabu
6
Bauwens, Luc
6
Chevallier, Julien
6
Dufays, Arnaud
6
Gallo, Giampiero M.
6
Lee, Hsiang-Tai
6
Maheu, John M.
6
Maneesoonthorn, Worapree
6
Serletis, Apostolos
6
Xu, Libo
6
Billio, Monica
5
Bohl, Martin T.
5
Calvet, Laurent E.
5
Casarin, Roberto
5
Chen, Cathy W. S.
5
Goutte, Stéphane
5
Hammoudeh, Shawkat
5
Ji, Qiang
5
Kirkby, J. Lars
5
León-González, Roberto
5
Lin, Shih-kuei
5
Luo, Jiawen
5
Nakajima, Jouchi
5
Rodrigues, Paulo Jorge Maurício
5
Seeger, Norman
5
more ...
less ...
Institution
All
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Institut für Schweizerisches Bankwesen <Zürich>
1
National Bureau of Economic Research
1
National Centre of Competence in Research North South <Bern>
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
Westfälische Wilhelms-Universität Münster
1
more ...
less ...
Published in...
All
Energy economics
35
Economic modelling
21
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Finance research letters
16
Journal of empirical finance
16
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
International journal of forecasting
13
International review of economics & finance : IREF
12
Quantitative finance
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
International review of financial analysis
11
Review of quantitative finance and accounting
10
Computational economics
9
Economics letters
9
International journal of theoretical and applied finance
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
Applied economics letters
8
Econometric reviews
8
Journal of banking & finance
8
Journal of forecasting
8
Journal of risk and financial management : JRFM
8
The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
International journal of finance & economics : IJFE
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
The journal of futures markets
7
Discussion paper / Tinbergen Institute
6
International journal of financial engineering
6
Applied financial economics
5
Applied mathematical finance
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economics working paper
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
European journal of operational research : EJOR
5
Finance and stochastics
5
Research in international business and finance
5
Risks : open access journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
924
USB Cologne (business full texts)
1
Showing
1
-
10
of
925
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
Saved in:
2
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
3
Crash Risk in Currency Returns
Chernov, Mikhail
-
2015
% (and can be as high as 40%) of total currency risk, as measured by the
entropy
of exchange rate changes, over horizons of …
Persistent link: https://www.econbiz.de/10013037072
Saved in:
4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
5
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
6
Tempered stable process, first passage time, and path-dependent option pricing
Kim, Young Shin
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 187-215
Persistent link: https://www.econbiz.de/10011993461
Saved in:
7
Networks of log returns and volatilities of international stock market indexes
Sandoval Junior, Leonidas
- In:
The journal of network theory in finance
3
(
2017
)
3
,
pp. 41-82
Persistent link: https://www.econbiz.de/10011879065
Saved in:
8
Current volatility as a measure of market risk
Kussy, Mikhail
- In:
International journal of risk assessment and management …
20
(
2017
)
4
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011859119
Saved in:
9
Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
Jayakumar, G. S. David Sam
;
Samuel, W.
;
Sulthan, A.
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 384-409
Persistent link: https://www.econbiz.de/10014311645
Saved in:
10
Investigation of stock return volatility using Shannon
entropy
: evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->