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~type_genre:"Aufsatz im Buch"
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Forecasting volatility in the financial markets
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Handbook of financial time series
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Macroeconomic volatility, institutions and financial architectures : the developing world experience
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Econophysics of systemic risk and network dynamics : [Econophys-Kolkata VI Conference]
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Applied quantitative finance
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Emerging markets and the global economy
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Managing economic volatility and crises : a practitioner's guide
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Agricultural markets instability : revisiting the recent food crises
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Risk management in volatile financial markets
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Econometric analysis of financial and economic time series ; part a
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Econophysics and sociophysics : trends and perspectives
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Financial modeling and risk management of energy and environmental instruments and derivates
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Long memory in economics : with 50 tables
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Advances in risk management
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Commodity price volatility and inclusive growth in low-income countries
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Debt, risk and liquidity in futures markets
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Exchange rate volatility and international agricultural trade
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Financial econometrics and empirical market microstructure
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Brennpunkt Agrarpreise : Ursachen, Trends und Risikomanagement für die Praxis
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Econometric analysis of financial and economic time series ; part B
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Financial engineering
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Handbook of research on emerging theories, models, and applications of financial econometrics
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Handbook of the equity risk premium
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International financial markets
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Risk management and value : valuation and asset price
4
The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was held at Kyoto University, Japan, from May 27 to 29. 2004]
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Volatility of international food prices : impacts on resource allocation and on food supply response
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Advances in Management Research : Emerging Challenges and Trends
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ECONIS (ZBW)
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1
Price fluctuations in
econophysics
Ulusoy, Tolga
- In:
Global financial crisis and it's ramifications on …
,
(pp. 459-474)
.
2017
Persistent link: https://www.econbiz.de/10011809949
Saved in:
2
Volatility
models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
3
Volatility
models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
4
Reaction to extreme events in a minimal agent based model
Zaccaria, Andrea
;
Cristelli, Matthieu
;
Pietronero, Luciano
- In:
Econophysics of systemic risk and network dynamics : …
,
(pp. 133-140)
.
2013
Persistent link: https://www.econbiz.de/10010211860
Saved in:
5
Study of statistical correlations in intraday and daily financial return time series
Tilak, Gayatri
;
Széll, Tamás
;
Chicheportiche, Rémy
; …
- In:
Econophysics of systemic risk and network dynamics : …
,
(pp. 77-104)
.
2013
Persistent link: https://www.econbiz.de/10010211864
Saved in:
6
Fluctuations in foreign exchange markets
Aiba, Yukihiro
;
Hatano, Naomichi
- In:
Econophysics and sociophysics : trends and perspectives
,
(pp. 219-247)
.
2006
Persistent link: https://www.econbiz.de/10003388166
Saved in:
7
Die Grenzen der Ansteckung : Möglichkeiten der Soziophysik
Lingg, Andreas Friedolin
- In:
Bewegungen in Unsicherheit/Unsicherheit in Bewegung : …
,
(pp. 261-296)
.
2015
Persistent link: https://www.econbiz.de/10010514047
Saved in:
8
Logistic modeling of a religious sect cult and financial features
Ausloos, Marcel
- In:
Econophysics of agent-based models
,
(pp. 61-82)
.
2014
Persistent link: https://www.econbiz.de/10011281728
Saved in:
9
Evolution of
econophysics
Dash, Kishore C.
- In:
Econophysics of agent-based models
,
(pp. 235-285)
.
2014
Persistent link: https://www.econbiz.de/10011282050
Saved in:
10
Is it possible to understand the dynamics of cryptocurrency markets using
econophysics
? : crypto-
econophysics
Ulusoy, Tolga
;
Çelik, Mehmet Yunus
- In:
Blockchain economics and financial market innovation : …
,
(pp. 233-247)
.
2019
interaction with other disciplines. Financial physics, also known as
Econophysics
, has brought new statistical methods and …
Persistent link: https://www.econbiz.de/10012150002
Saved in:
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