//--> //--> //-->
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_genre:"Handbook"
~isPartOf:"Application of operations research to financial markets"
~type_genre:"Aufsatz im Buch"
~type_genre:"Sammelwerk"
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
4
Volatilität
4
Estimation theory
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Affine GARCH models
1
Agent-based model
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Algorithmic trading
1
Analysis of variance
1
Anlageverhalten
1
Behavioural finance
1
Börsenkurs
1
Characteristic function
1
Diffusion limits
1
Electronic trading
1
Elektronisches Handelssystem
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Functional linear regression
1
Functional principal component regression
1
High-frequency financial data
1
Jump processes
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Limit order book
1
MIFiD II
1
Market liquidity
1
Market microstructure
1
Marktliquidität
1
Marktmikrostruktur
1
Option pricing
1
Ordinary least squares
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Handbook
Aufsatz im Buch
Sammelwerk
Book section
4
Language
All
English
4
Author
All
Andrikopoulos, Alexandru
1
Booth, Ash
1
Callegaro, Giorgia
1
Chinthalapati, V. L. Raju
1
Cui, Zhenyu
1
Fiorin, Lucio
1
Gerding, Enrico
1
Grasselli, Martino
1
Kearney, Fearghal
1
McGroarty, Frank
1
Ortega, Juan-Pablo
1
Shang, Han Lin
1
Yang, Yang
1
more ...
less ...
Published in...
All
Application of operations research to financial markets
Stock market volatility
17
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
16
Forecasting volatility in the financial markets
16
Handbook of financial time series
16
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Applied quantitative finance
9
Emerging markets and the global economy
9
Managing economic volatility and crises : a practitioner's guide
9
Agricultural markets instability : revisiting the recent food crises
8
Risk management in volatile financial markets
7
Econometric analysis of financial and economic time series ; part a
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
Long memory in economics : with 50 tables
6
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
5
Commodity price volatility and inclusive growth in low-income countries
5
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
5
Debt, risk and liquidity in futures markets
5
Dissertationen / Universität St. Gallen
5
Exchange rate volatility and international agricultural trade
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
SUERF studies
5
Tools and techniques
5
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
4
Brennpunkt Agrarpreise : Ursachen, Trends und Risikomanagement für die Praxis
4
ECON PhD dissertations
4
Econometric analysis of financial and economic time series ; part B
4
Financial econometrics and empirical market microstructure
4
Financial engineering
4
Handbook of research on emerging theories, models, and applications of financial econometrics
4
Handbook of the equity risk premium
4
International financial markets
4
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
4
Risk management and value : valuation and asset price
4
Volatility of international food prices : impacts on resource allocation and on food supply response
4
Advances in Management Research : Emerging Challenges and Trends
3
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
2
Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
Saved in:
3
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
4
High frequency trading strategies, market fragility and price spikes : an agent based model perspective
McGroarty, Frank
;
Booth, Ash
;
Gerding, Enrico
; …
- In:
Application of operations research to financial markets
,
(pp. 217-244)
.
2019
Persistent link: https://www.econbiz.de/10012157446
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->