//--> //--> //--> //-->
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
isPartOf:"MPRA Paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of futures markets"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
810
Volatilität
724
USA
201
United States
201
Theorie
190
Theory
190
Forecasting model
158
Prognoseverfahren
158
Estimation
155
Schätzung
155
Börsenkurs
139
Share price
139
ARCH model
103
ARCH-Modell
102
Capital income
99
Kapitaleinkommen
99
volatility
85
Option pricing theory
80
Optionspreistheorie
80
Welt
73
World
73
Index futures
69
Index-Futures
69
Time series analysis
68
Zeitreihenanalyse
68
Option trading
65
Optionsgeschäft
65
Stock market
59
Commodity derivative
58
Exchange rate
58
Rohstoffderivat
58
Aktienmarkt
57
Wechselkurs
55
Derivat
51
Derivative
51
Stochastic process
47
Stochastischer Prozess
47
Business cycle
41
Konjunktur
41
Aktienindex
33
more ...
less ...
Online availability
All
Undetermined
404
Free
185
Type of publication
All
Article
484
Book / Working Paper
411
Type of publication (narrower categories)
All
Article in journal
484
Aufsatz in Zeitschrift
484
Arbeitspapier
240
Working Paper
240
Graue Literatur
226
Non-commercial literature
226
Bibliografie
2
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
724
Undetermined
171
Author
All
Zhang, Jin E.
9
Daigler, Robert T.
7
Sarno, Lucio
7
Caiado, Jorge
6
Crato, Nuno
6
Lettau, Martin
6
Onour, Ibrahim
6
Rose, Andrew
6
Bali, Turan G.
5
Ederington, Louis H.
5
Fernández-Villaverde, Jesús
5
Hale, Galina
5
Kilian, Lutz
5
Lehnert, Thorsten
5
Ludvigson, Sydney C.
5
Ma, Feng
5
Masih, Mansur
5
Ploeg, Frederick van der
5
Razin, Asaf
5
Rubio-Ramírez, Juan Francisco
5
Simon, David P.
5
Sinha, Pankaj
5
Tong, Hui
5
Wang, George H. K.
5
Wolff, Christiaan Cornelis Petrus
5
Clements, Adam
4
Farmer, Roger E. A.
4
Gray, Philip K.
4
Guerrón-Quintana, Pablo A.
4
Hardouvelis, Gikas A.
4
Kollmann, Robert
4
Lai, Yu-Sheng
4
Lanne, Markku
4
Marcellino, Massimiliano
4
Martens, Martin
4
Taylor, Nicholas
4
Uppal, Raman
4
Agarwalla, Sobhesh Kumar
3
Anderson, Kym
3
Artis, Michael J.
3
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
Centre for Economic Policy Research
1
Published in...
All
MPRA Paper
Discussion paper / Centre for Economic Policy Research
International journal of forecasting
The journal of futures markets
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
375
Economic modelling
338
International review of economics & finance : IREF
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
157
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
145
International journal of finance & economics : IJFE
136
Journal of forecasting
128
The review of financial studies
125
more ...
less ...
Source
All
ECONIS (ZBW)
724
RePEc
171
Showing
1
-
10
of
895
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
2
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
3
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
4
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
5
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
6
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
7
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
8
Impact of crude oil volatility jumps on sustainable investments : evidence from India
Dutta, Anupam
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Park, …
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1450-1468
Persistent link: https://www.econbiz.de/10014339454
Saved in:
9
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
10
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->