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subject:"Volatilität"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~subject:"EU countries"
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Volatilität
EU countries
Estimation
62
Schätzung
61
Volatility
28
Theorie
27
Theory
27
Börsenkurs
26
Share price
26
Capital income
22
Kapitaleinkommen
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Article in journal
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28
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Sornette, Didier
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Ahn, Kwangwon
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Beer, Simone
1
Bianchi, Michele Leonardo
1
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1
Chi, Xie
1
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1
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1
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1
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1
Echenim, Mnacho
1
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1
Fink, Holger Maria
1
Gerlach, Richard
1
Gobet, Emmanuel
1
Holloway, Jet
1
Holý, Vladimír
1
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1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
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1
Kim, Jeong-Hoon
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
Energy economics
138
Finance research letters
129
Economic modelling
125
Applied economics
111
International review of economics & finance : IREF
109
The North American journal of economics and finance : a journal of financial economics studies
87
International review of financial analysis
82
Journal of econometrics
72
Applied economics letters
64
Economics letters
63
Research in international business and finance
63
Journal of international money and finance
62
Journal of international financial markets, institutions & money
58
Journal of banking & finance
55
Journal of empirical finance
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of forecasting
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
International journal of finance & economics : IJFE
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Empirica : journal of european economics
33
The European journal of finance
32
Journal of economic dynamics & control
29
Journal of financial econometrics
29
Pacific-Basin finance journal
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Emerging markets, finance and trade : EMFT
25
Journal of macroeconomics
25
Journal of financial economics
24
Journal of financial markets
22
European economic review : EER
21
International journal of economics and finance
20
Macroeconomic dynamics
20
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Economic research
18
Global finance journal
18
Economic systems
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ECONIS (ZBW)
28
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1
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
2
Extracting implied volatilities from bank bonds
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1177-1197
Persistent link: https://www.econbiz.de/10014321670
Saved in:
3
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
4
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
5
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
6
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
7
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
10
Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
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