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Massenpsychologie und Börse : so bestimmen Erwartungen und Gefühle Kursverläufe
Kitzmann, Arnold - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003637078
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Flexibility at the margin and labor market volatility in OECD countries
Sala, Hector (contributor); Silva, José Ignacio (contributor) - 2008
achieve similar volatility than fully deregulated labor markets. Flexibility at the margin produces a gap in separation costs … de labor market volatility. This increased volatility is partially reverted when limitations in the duration and number … explain the similar volatility observed in many regulated OECD labor markets with flexibility at the margin vis-à-vis the …
Persistent link: https://www.econbiz.de/10003652705
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Errors in self-reported earnings: the role of previous earnings volatility
Akee, Randall (contributor) - 2007
recorded earnings to identify the impact of transitory income on current reporting of earnings. Prior earnings volatility is an …
Persistent link: https://www.econbiz.de/10003656894
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Gauging demand for cryptocurrency over the economic policy uncertainty and stock market volatility
Chowdhury, Emon Kalyan; Abdullah, Mohammad Nayeem - In: Computational economics 64 (2024) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10015078001
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Safe havens, machine learning, and the sources of geopolitical risk : a forecasting analysis using over a century of data
Gupta, Rangan; Karmakar, Sayar; Pierdzioch, Christian - In: Computational economics 64 (2024) 1, pp. 487-513
Persistent link: https://www.econbiz.de/10015078039
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Comparative analysis of root finding algorithms for implied volatility estimation of Ethereum options
Sapna, S.; Mohan, Biju R. - In: Computational economics 64 (2024) 1, pp. 515-550
Persistent link: https://www.econbiz.de/10015078042
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The economics of food price volatility
Chavas, Jean-Paul (contributor); Hummels, David (contributor) - 2014
Persistent link: https://www.econbiz.de/10010434712
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Exchange rate volatility, financial constraints and trade : empirical evidence from Chinese firms
Héricourt, Jérôme; Poncet, Sandra - 2013
Persistent link: https://www.econbiz.de/10009785392
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Term structure modeling under volatility uncertainty : a forward rate model driven by G-Brownian Motion
Hölzermann, Julian; Lin, Qian - 2019
We show how to set up a forward rate model in the presence of volatility uncertainty by using the theory of G …
Persistent link: https://www.econbiz.de/10012009895
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Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano - 2019
different levels and shapes of the implied volatility (IV) profiles displayed by options with a variety of delivery periods. …
Persistent link: https://www.econbiz.de/10012107920