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:"Volatility"
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
Estimating a hedge fund return...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
China
131
Theorie
100
Theory
100
Capital income
50
Kapitaleinkommen
50
Börsenkurs
49
Share price
49
Aktienmarkt
41
Stock market
41
Estimation
34
Schätzung
34
Volatilität
34
Portfolio selection
31
Portfolio-Management
31
Welt
31
World
31
Forecasting model
29
Prognoseverfahren
29
CAPM
27
Lieferkette
27
Supply chain
27
USA
27
United States
27
Anlageverhalten
26
Behavioural finance
26
Time series analysis
21
Zeitreihenanalyse
21
Innovation
20
Consumer behaviour
19
Konsumentenverhalten
19
ARCH model
18
ARCH-Modell
18
Impact assessment
17
Wirkungsanalyse
17
Auslandsinvestition
16
Foreign investment
16
Corporate Governance
15
Corporate governance
15
Estimation theory
15
more ...
less ...
Online availability
All
Undetermined
22
Free
4
Type of publication
All
Article
31
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Working Paper
2
Aufsatzsammlung
1
Hochschulschrift
1
more ...
less ...
Language
All
English
34
Author
All
Li, Yan
8
Li, Youwei
8
Li, Yuying
6
Liang, Chao
6
Coleman, Thomas F.
3
Luu Duc Toan Huynh
3
Fan, Minyou
2
Gao, Yang
2
He, Xue-zhong
2
Li, Yangyang
2
Li, Yong
2
Liu, Jiadong
2
Liu, Jing
2
Ma, Feng
2
Wang, Yaojun
2
Xu, Dinghai
2
Bai, Fan
1
Chen, Zhonglu
1
Coleman, T. F.
1
Dumitrescu Peculea, Adelina
1
Gao, Ya
1
Gu, Yu
1
Guo, Jiaqi
1
Hamill, Philip
1
Han, Xing
1
He, Changhong
1
He, Feng
1
He, Qiubei
1
He, Rong
1
Huang, Chia-Yun
1
Karlsson, Hyunjoo Kim
1
Kearney, Fearghal
1
Kim, Y.
1
Li, Peng
1
Li, Yameng
1
Li, Ye
1
Li, Yi
1
Li, Yifan
1
Li, Yishi
1
Li, Yuming
1
more ...
less ...
Published in...
All
International review of financial analysis
5
The journal of computational finance
3
Applied economics
2
Computational economics
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
China finance review international
1
Economic modelling
1
Emerging markets, finance and trade : EMFT
1
Energy economics
1
Finance research letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
Global finance journal
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Spanish journal of finance & accounting : the official journal of AECA - Asociación Española de Contabilidad y Administración de Empresas
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of financial studies
1
Waterloo economic series : working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reconstructing the unknown local volatility function
Coleman, Thomas F.
;
Li, Yuying
;
Verma, Arun
- In:
The journal of computational finance
2
(
1999
)
3
,
pp. 77-102
Persistent link: https://www.econbiz.de/10001638601
Saved in:
2
Calibrating volatility function bounds for an uncertain volatility model
Coleman, Thomas F.
;
He, Changhong
;
Li, Yuying
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 63-93
Persistent link: https://www.econbiz.de/10003996075
Saved in:
3
Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh
;
Coleman, Thomas F.
;
Li, Yuying
- In:
The journal of computational finance
16
(
2012/13
)
4
,
pp. 35-78
Persistent link: https://www.econbiz.de/10009776261
Saved in:
4
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
-
2010
Persistent link: https://www.econbiz.de/10003975439
Saved in:
5
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
- In:
Frontiers of economics in China : selected publications …
7
(
2012
)
1
,
pp. 22-43
Persistent link: https://www.econbiz.de/10009681371
Saved in:
6
Robustly hedging variable annuities with guarantees under jump and volatility risks
Coleman, T. F.
;
Kim, Y.
;
Li, Yuying
;
Patron, M.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10003483852
Saved in:
7
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
Saved in:
8
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
Saved in:
9
Long memory, heterogeneity and trend chasing
He, Xue-zhong
;
Li, Youwei
-
2005
Persistent link: https://www.econbiz.de/10002721654
Saved in:
10
Expected returns and habit persistence
Li, Yuming
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
