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~subject:"Volatilität"
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Systemic Risk Contributions
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Volatilität
Risikoprämie
69
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67
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60
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59
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48
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48
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41
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English
37
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Zhou, Hao
30
Bollerslev, Tim
12
Zhu, Haibin
7
Tauchen, George Eugene
4
Gibson, Michael S.
3
Glindro, Eloisa T.
3
Huang, Xin
3
Szeto, Jessica
3
Tientip Subhanij
3
Xu, Lai
3
Zhang, Benjamin Yibin
3
Kalev, Petko S.
2
Wang, Hao
2
Wright, Jonathan H.
2
Andersen, Torben
1
Bai, Lu
1
Chen, Hui
1
Frino, Alex
1
Grishchenko, Olesya V.
1
Guo, Hui
1
He, Lidan
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1
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Finance and economics discussion series
10
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6
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2
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Pacific-Basin finance journal
2
Annual review of financial economics
1
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1
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1
International journal of central banking : IJCB
1
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1
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1
The Journal of finance and data science : JFDS
1
The international financial crisis and policy challenges in Asia and the Pacific : proceedings of the wrap-up conference of the Asian Research Programme, Shanghai, 6 - 8 August 2009
1
The review of financial studies
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ECONIS (ZBW)
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
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2
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003234544
Saved in:
3
Explaining credit default swap spreads with equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003113897
Saved in:
4
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
5
Macroeconomic news announcements, systemic risk, financial market volatility and jumps
Huang, Xin
-
2015
Persistent link: https://www.econbiz.de/10011410200
Saved in:
6
The relative contribution of jumps to total price variance
Huang, Xin
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 456-499
Persistent link: https://www.econbiz.de/10003154293
Saved in:
7
Determinants of house prices in nine Asia-Pacific economies
Glindro, Eloisa T.
;
Tientip Subhanij
;
Szeto, Jessica
; …
-
2008
Persistent link: https://www.econbiz.de/10003773573
Saved in:
8
Determinants of house prices in nine Asia-Pacific economies
Glindro, Eloisa T.
;
Tientip Subhanij
;
Szeto, Jessica
; …
- In:
The international financial crisis and policy …
,
(pp. 340-370)
.
2010
Persistent link: https://www.econbiz.de/10008780042
Saved in:
9
Determinants of house prices in nine Asia-Pacific economies
Glindro, Eloisa T.
;
Tientip Subhanij
;
Szeto, Jessica
; …
- In:
International journal of central banking : IJCB
7
(
2011
)
3
,
pp. 163-204
Persistent link: https://www.econbiz.de/10009521277
Saved in:
10
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
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