//--> //--> //-->
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
A generalization of the Barone...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
23
Theory
23
Option pricing theory
17
Optionspreistheorie
17
CAPM
15
USA
13
United States
13
Portfolio selection
12
Portfolio-Management
12
Estimation
11
Schätzung
11
Capital income
9
Credit risk
9
Kapitaleinkommen
9
Volatilität
9
Derivat
8
Derivative
8
Kreditrisiko
8
Börsenkurs
7
Hedging
7
Risikoaversion
7
Risk aversion
7
Share price
7
Aktienmarkt
6
Interest rate
6
Stochastic process
6
Stochastischer Prozess
6
Stock market
6
Zins
6
ARCH model
4
ARCH-Modell
4
Anlageverhalten
4
Behavioural finance
4
Japan
4
Option pricing
4
Option trading
4
Optionsgeschäft
4
Risiko
4
Risikoprämie
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Hung, Mao-Wei
7
So, Leh-Chyan
2
Chang, Jow-Ran
1
Chen, Yen-ju
1
Chou, Peter Shyan-rong
1
Chung, Ching-fan
1
Duan, Jin-Chuan
1
Guo, Jia-hau
1
Huang, Jhe-Jheng
1
Jan, Yin-ching
1
Ko, Yi-Chen
1
Lee, Cheng F.
1
Liu, Yu-hong
1
Lu, Hsin-Min
1
Wang, Jr-Yan
1
Zhang, Hua
1
more ...
less ...
Published in...
All
The journal of futures markets
3
Annals of financial economics
1
International journal of business
1
Journal of financial econometrics
1
Journal of mathematical finance
1
Research in finance
1
Review of Pacific Basin financial markets and policies
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Saved in:
2
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
3
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
4
The jump behavior of foreign exchange market : analysis of Thai Baht
Chang, Jow-Ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
;
Lu, Hsin-Min
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10003507283
Saved in:
5
Long memory in currency futures volatility
Chung, Ching-fan
;
Hung, Mao-Wei
;
Liu, Yu-hong
- In:
Research in finance
20
(
2003
),
pp. 139-158
Persistent link: https://www.econbiz.de/10001903435
Saved in:
6
Volatility and maturity effects in the Nikkei index futures
Chen, Yen-ju
;
Duan, Jin-Chuan
;
Hung, Mao-Wei
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 895-909
Persistent link: https://www.econbiz.de/10001443384
Saved in:
7
Asset pricing model without consumption data : an empirical study of Pacific Basin equity markets
Chou, Peter Shyan-rong
;
Hung, Mao-Wei
;
Jan, Yin-ching
- In:
International journal of business
4
(
1999
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001445573
Saved in:
8
Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
Saved in:
9
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->