//--> //--> //--> //-->
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:"Application of operations research to financial markets"
~isPartOf:"Banking and capital markets : new international perspectives"
~isPartOf:"Stock market volatility"
~type_genre:"Aufsatz im Buch"
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
24
Volatilität
24
Aktienmarkt
14
Stock market
14
Capital income
5
Kapitaleinkommen
5
Portfolio selection
5
Portfolio-Management
5
ARCH model
4
ARCH-Modell
4
Financial market
3
Finanzmarkt
3
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Estimation theory
2
Market microstructure
2
Marktmikrostruktur
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
Securities trading
2
Share price
2
Turkey
2
Türkei
2
Wertpapierhandel
2
Affine GARCH models
1
Agent-based model
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Aktienindex
1
Algorithmic trading
1
Analysis of variance
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Bank
1
Behavioural finance
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Aufsatz im Buch
Book section
24
Language
All
English
24
Author
All
Allen, David E.
1
Andrikopoulos, Alexandru
1
Bhaumik, Sumon Kumar
1
Booth, Ash
1
Bose, Suchismita
1
Cai, Charlie X.
1
Callegaro, Giorgia
1
Calmès, Christian
1
Carroll, Rachael
1
Chiang, Thomas C.
1
Chinthalapati, V. L. Raju
1
Cui, Zhenyu
1
Demir, Nazmi
1
Durand, Robert B.
1
Ekinci, Cumhur
1
Ellis, Craig
1
Faff, Robert W.
1
Fiorin, Lucio
1
Gerding, Enrico
1
Grasselli, Martino
1
Gunzberg, Jodie
1
Hillier, David
1
Hsu, Jason C.
1
Iltüzer Samur, Zeynep
1
Kalotychou, Elena
1
Kearney, Colm
1
Kearney, Fearghal
1
Klüppelberg, Claudia
1
Lerner, Peter
1
Lhaopadchan, Suntharee
1
Li, Feifei
1
Maller, Ross
1
McCown, James R.
1
McGroarty, Frank
1
Morales, Lucía
1
Müller, Gernot
1
Olmeda, Ignacio
1
Orhan, Mehmet
1
Ortega, Juan-Pablo
1
Scharth, Marcel
1
more ...
less ...
Published in...
All
Application of operations research to financial markets
Banking and capital markets : new international perspectives
Stock market volatility
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
Exchange rate volatility and international agricultural trade
5
Frontiers in quantitative finance : volatility and credit risk modeling
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
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
Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft
3
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
3
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
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:
5
An overview of the issues surrounding stock market volatility
Kalotychou, Elena
;
Staikouras, Sotiris K.
- In:
Stock market volatility
,
(pp. 3-29)
.
2009
Persistent link: https://www.econbiz.de/10003830401
Saved in:
6
Analysis of stock market volatility by continuous-time GARCH models
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross
; …
- In:
Stock market volatility
,
(pp. 31-50)
.
2009
Persistent link: https://www.econbiz.de/10003830403
Saved in:
7
Price volatility in the context of market microstructure
Lerner, Peter
;
Wu, Chunchi
- In:
Stock market volatility
,
(pp. 51-69)
.
2009
Persistent link: https://www.econbiz.de/10003830405
Saved in:
8
GARCH modeling of stock market volatility
Carroll, Rachael
;
Kearney, Colm
- In:
Stock market volatility
,
(pp. 71-90)
.
2009
Persistent link: https://www.econbiz.de/10003830407
Saved in:
9
The economic implications of volatility scaling by the square-root-of-time rule
Ellis, Craig
;
Sundmacher, Maike
- In:
Stock market volatility
,
(pp. 147-161)
.
2009
Persistent link: https://www.econbiz.de/10003830412
Saved in:
10
Jumps and microstructure noise in stock price volatility
Sen, Rituparna
- In:
Stock market volatility
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003830417
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->