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~subject:"Volatilität"
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Volatilität
Theorie
376
Theory
371
Portfolio selection
305
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303
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176
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155
Stochastic process
85
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50
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Fabozzi, Frank J.
45
Wong, Wing Keung
21
Račev, Svetlozar T.
13
McAleer, Michael
8
Stoyanov, Stoyan V.
8
Bianchi, Michele Leonardo
7
Kim, Young Shin
6
Lam, Kin
6
Qiao, Zhuo
5
Suen, John
5
Wong, Wing-Keung
5
Guo, Xu
4
Karagozoglu, Ahmet K.
4
Zhu, Lixing
4
Focardi, Sergio M.
3
Li, Wai Keung
3
Rachev, Svetlozar T.
3
Rezania, Omid
3
So, Mike Ka-pui
3
Tassinari, Gian Luca
3
Ali, Shoaib
2
Arshanapalli, Bala Gangadhar
2
Cakici, Nusret
2
Chang, Bisharat Hussain
2
Karagozoglu, Ahmet K
2
Konstantinov, Gueorgui
2
Liu, Taisheng
2
Mitov, Ivan
2
Nelson, William
2
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2
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2
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2
Salman, Asma
2
Shirvani, Abootaleb
2
Sun, Edward
2
Tan, Sinan
2
Yousaf, Imran
2
Abdul Razzaq, Muthanna G.
1
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1
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1
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Annals of financial economics
3
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3
Computational economics
3
International review of financial analysis
3
The journal of portfolio management : JPM
3
Discussion paper / Tinbergen Institute
2
Econometric Institute research papers
2
International journal of theoretical and applied finance
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
KIT Working Paper Series in Economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper series in economics
2
Advances in Pacific Basin financial markets
1
Annals of economics and finance
1
Annals of finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
Cogent economics & finance
1
Economies : open access journal
1
Emerging markets review
1
European journal of operational research : EJOR
1
Finance research letters
1
Fordham University Schools of Business Research Paper
1
Global economic review
1
Interest rate, term structure, and valuation modeling
1
International economics & finance journal : (IEFJ)
1
International journal of theoretical and applied finance : IJTAF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international money and finance
1
Review of Pacific Basin financial markets and policies
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Temi di discussione / Banca d'Italia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
73
EconStor
2
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1
A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin
;
Liu, Taisheng
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
203
(
2010
)
1
,
pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
Saved in:
2
The magnitude effect in the over-and under-correction in international markets
Lam, Kin
;
Liu, Taisheng
;
Wong, Wing Keung
- In:
The international journal of finance
20
(
2008
)
3
,
pp. 4833-4862
Persistent link: https://www.econbiz.de/10009130414
Saved in:
3
Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui
;
Lam, Kin
;
Li, Wai Keung
- In:
Applied financial economics
9
(
1999
)
6
,
pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
Saved in:
4
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
5
Intraday and interday volatility patterns in HSIF contracts
Choi, Daniel F. S.
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 93-115
Persistent link: https://www.econbiz.de/10001250674
Saved in:
6
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
7
The modified mixture of distributions model : a revisit
Fong, Wai-mun
;
Wong, Wing Keung
- In:
Annals of finance
2
(
2006
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10003282228
Saved in:
8
Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets
Wong, Wing Keung
;
Penm, Jack H. W.
;
Qiao, Zhuo
- In:
International economics & finance journal : (IEFJ)
1
(
2006
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003791143
Saved in:
9
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
-
2016
Persistent link: https://www.econbiz.de/10011432790
Saved in:
10
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009767005
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