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
~type:"article"
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
Runs tests for assessing volat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Volatility
10
Volatilität
10
Measurement
8
Messung
8
Option pricing theory
8
Optionspreistheorie
8
Risiko
8
Risikomaß
8
Risk
8
Risk measure
8
Portfolio selection
7
Portfolio-Management
7
Expectiles
6
Virtual currency
6
Virtuelle Währung
6
Bitcoin
5
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Prognoseverfahren
4
Risk management
4
Robustness
4
CAPM
3
Decision under risk
3
Elicitability
3
Entscheidung unter Risiko
3
Forecasting analysis
3
Risikomanagement
3
Robust statistics
3
Robustes Verfahren
3
Time series analysis
3
Zeitreihenanalyse
3
Ambiguity averse preferences
2
Coherence
2
Cryptocurrencies
2
Decision under uncertainty
2
Electronic money
2
Elektronisches Geld
2
more ...
less ...
Online availability
All
Undetermined
27
Free
1
Type of publication
All
Article
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Aufsatz im Buch
2
Book section
2
Language
All
English
33
Undetermined
14
Author
All
Bellini, Fabio
30
Figà-Talamanca, Gianna
17
Rosazza Gianin, Emanuela
12
Guerra, Maria Letizia
7
Patacca, Marco
6
Cretarola, Alessandra
4
Stefanini, Luciano
4
Mercuri, Lorenzo
3
Rroji, Edit
3
Bignozzi, Valeria
2
Focardi, Sergio M.
2
Frittelli, Marco
2
Klar, Bernhard
2
Laeven, Roger J. A.
2
Müller, Alfred
2
BELLINI, FABIO
1
Bistarelli, Stefano
1
Bottolo, Leonardo
1
Carr, Peter
1
Cesarone, Francesco
1
Colombo, Christian
1
Delbaen, Freddy
1
Di Bernardino, Elena
1
FRITTELLI, MARCO
1
Fadina, Tolulope
1
Figa-Talamanca, Gianna
1
Figa-talamanca, Gianna
1
Grunspan, Cyril
1
Koch Medina, Pablo
1
Munari, Cosimo-Andrea
1
Puccetti, Giovanni
1
Sala, Carlo
1
Salinelli, Ernesto
1
Svindland, Gregor
1
Tardella, Fabio
1
Wang, Ruodu
1
Wei, Yunran
1
Ziegel, Johanna F.
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
6
Journal of banking & finance
5
Decisions in economics and finance : a journal of applied mathematics
3
European journal of operational research : EJOR
2
Finance a úvěr
2
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
2
Insurance: Mathematics and Economics
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Quantitative finance
2
Statistics & Probability Letters
2
Applied mathematical finance
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Economics letters
1
European Journal of Operational Research
1
Finance and stochastics
1
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
1
Journal of Banking & Finance
1
Journal of industrial and business economics
1
Mathematical Finance
1
Mathematics and financial economics
1
Quantitative Finance
1
Risk management decisions and value under uncertainty
1
Statistics & Decisions
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
RePEc
8
OLC EcoSci
7
Other ZBW resources
1
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Detecting and modeling tail dependence
Bellini, Fabio
;
Figà-Talamanca, Gianna
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 269-287
Persistent link: https://www.econbiz.de/10002111461
Saved in:
2
Fitting prices with a complete model
Figà-Talamanca, Gianna
;
Guerra, Maria Letizia
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 247-258
Persistent link: https://www.econbiz.de/10003285602
Saved in:
3
Fuzzy uncertainty in the Heston stochastic volatility model
Figà-Talamanca, Gianna
;
Guerra, Maria Letizia
; …
- In:
Fuzzy economic review : the review of the International …
16
(
2011
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009549507
Saved in:
4
Towards a coherent volatility pricing model: an empirical comparison
Figà-Talamanca, Gianna
;
Guerra, Maria Letizia
- In:
Financial modelling : with 74 tables : [a selection of …
,
(pp. 159-169)
.
2000
Persistent link: https://www.econbiz.de/10001484973
Saved in:
5
Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna
;
Focardi, Sergio M.
;
Patacca, Marco
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
Saved in:
6
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
7
Blockchain and cryptocurrencies : economic and financial research
Cretarola, Alessandra
;
Figà-Talamanca, Gianna
; …
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 781-787
Persistent link: https://www.econbiz.de/10012794995
Saved in:
8
Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages
Figà-Talamanca, Gianna
;
Focardi, Sergio M.
;
Patacca, Marco
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
2
,
pp. 863-882
Persistent link: https://www.econbiz.de/10012795004
Saved in:
9
Market application of the fuzzy-stochastic approach in the Heston option pricing model
Figà-Talamanca, Gianna
;
Guerra, Maria Letizia
; …
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 162-179
Persistent link: https://www.econbiz.de/10009740500
Saved in:
10
Disentangling the relationship between Bitcoin and market attention measures
Figà-Talamanca, Gianna
;
Patacca, Marco
- In:
Journal of industrial and business economics
47
(
2020
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012237349
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
