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type_genre:"Handbook"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Volatility"
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Volatilität
1,357
Volatility
1,348
Theorie
379
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236
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235
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213
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213
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Aizenman, Joshua
8
Belke, Ansgar
8
Andersen, Torben
7
Frankel, Jeffrey A.
7
Satchell, Stephen
7
Balling, Morten
5
Ben Ameur, Hachmi
5
Brümmer, Bernhard
5
Chiarella, Carl
5
Dunis, Christian
5
Ftiti, Zied
5
Haile, Mekbib Gebretsadik
5
Herwartz, Helmut
5
Härdle, Wolfgang
5
Kang, Boda
5
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5
Takayasu, Hideki
5
Alexander, Volbert
4
Allen, David E.
4
Arezki, Rabah
4
Bollerslev, Tim
4
Chuliá, Helena
4
Eichengreen, Barry
4
Fabozzi, Frank J.
4
Fanelli, José María
4
Ghysels, Eric
4
Gros, Daniel
4
Hausmann, Ricardo
4
Hautsch, Nikolaus
4
Laurent, Sébastien
4
Meuwissen, Miranda P. M.
4
Nietert, Bernhard
4
Patton, Andrew J.
4
Renault, Eric
4
Rose, Andrew
4
Shephard, Neil G.
4
Songsak Sriboonchitta
4
Barndorff-Nielsen, Ole E.
3
Barnett, William A.
3
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3
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Gottfried Wilhelm Leibniz Universität Hannover
3
SUERF - The European Money and Finance Forum
3
National Bureau of Economic Research
2
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
2
Asian Regional Exchange for New Alternatives
1
Bank für Internationalen Zahlungsausgleich
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Carnegie Rochester Conference on Public Policy <2001, 4, Rochester, NY>
1
Centre for European Policy Studies
1
Conference "Crisis Management at Cross-Roads" <2009, Brüssel>
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Financial Stability <1993, Sydney>
1
Conference on Realized Volatility <2006, Montréal>
1
Duale Hochschule Baden-Württemberg Stuttgart
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Edmund-Rehwinkel-Stiftung
1
European Economic Association
1
Federal Reserve Bank of Dallas
1
Forum Financier Belge <Brüssel>
1
Frankreich / Délégation à l'Aménagement du Territoire et à l'Action Régionale
1
HFDF <2, 1998, Zürich>
1
Hongkong / Monetary Authority
1
Inter-American Development Bank
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Landwirtschaftliche Rentenbank
1
Melbourne Money and Finance Conference <10, 2000, Melbourne>
1
NBER Conference on the Economics of Food Price Volatility <2012, Seattle, Wash.>
1
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
1
Salomon Center
1
University of Melbourne / Department of Economics
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
Vereinte Nationen / Economic Commission for Latin America and the Caribbean
1
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
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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
Application of operations research to financial markets
4
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
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ECONIS (ZBW)
1,359
USB Cologne (EcoSocSci)
1
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1
Business-specific risks and stock market volatility as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino
;
Husodo, Zaäfri Ananto
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 1-17)
.
2024
Persistent link: https://www.econbiz.de/10014457588
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2
The prospect and volatility of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
Saved in:
3
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
4
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
5
Impact of crises on capital market volatility : a bibliometric analysis
Davidescu, Adriana Ana Maria
;
Hapau, Răzvan Gabriel
; …
- In:
The New digital era : other emerging risks and opportunities
,
(pp. 21-53)
.
2022
Persistent link: https://www.econbiz.de/10013445208
Saved in:
6
Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model
Surachai Chancharat
;
Julaluk Butda
-
2022
Persistent link: https://www.econbiz.de/10013197429
Saved in:
7
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
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8
The impact of health crisis on the volatility of commodity price return : does economic uncertainty matter?
Jmaii, Amal
;
Gargouri, Ramla
- In:
Smart strategies and societal solutions for sustainable …
,
(pp. 154-175)
.
2024
Persistent link: https://www.econbiz.de/10014465652
Saved in:
9
Diversification benefits and cross-volatility effects in cryptocurrency portfolios : a diagonal BEKK model perspective on Bitcoin and Bitgreen
Gupta, Muskan
;
Bhatnagar, Mukul
;
Kumar, Pawan
;
Taneja, …
- In:
Artificial intelligence and machine learning-powered …
,
(pp. 1-22)
.
2024
Persistent link: https://www.econbiz.de/10014524934
Saved in:
10
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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