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~subject:"Börsenkurs"
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Börsenkurs
Option pricing theory
Volatility
338
Volatilität
336
Estimation
116
Schätzung
116
ARCH model
108
ARCH-Modell
108
Share price
93
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77
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Kumar, Dilip
3
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3
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3
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3
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Economic modelling
Finance research letters
224
Journal of banking & finance
168
International journal of theoretical and applied finance
167
The North American journal of economics and finance : a journal of financial economics studies
151
International review of financial analysis
147
Energy economics
142
NBER working paper series
135
International review of economics & finance : IREF
134
The journal of futures markets
134
Quantitative finance
128
Working paper / National Bureau of Economic Research, Inc.
124
Applied economics
116
Journal of empirical finance
101
Journal of econometrics
100
Journal of financial economics
96
Applied economics letters
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NBER Working Paper
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Research in international business and finance
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Journal of risk and financial management : JRFM
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Journal of international financial markets, institutions & money
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Applied mathematical finance
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Applied financial economics
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
The European journal of finance
68
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
International Journal of Energy Economics and Policy : IJEEP
61
Research paper series / Swiss Finance Institute
61
Review of quantitative finance and accounting
59
Working paper
59
Journal of economic dynamics & control
57
International journal of financial engineering
54
The journal of finance : the journal of the American Finance Association
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Economics letters
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Review of derivatives research
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
108
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1
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
2
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
3
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
4
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
5
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
6
Can corporate social responsibility disclosure alleviate asset price volatility? : evidence from China
Chen, Fu
;
Huang, Zhixiong
;
Wang, Fang
;
Xie, Zongyu
- In:
Economic modelling
116
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014513219
Saved in:
7
When are the effects of economic policy uncertainty on oil-stock correlations larger? : evidence from a regime-switching analysis
Liu, Zhenhua
;
Zhang, Huiying
;
Ding, Zhihua
;
Lv, Tao
; …
- In:
Economic modelling
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367585
Saved in:
8
Does hospitality industry stock volatility react asymmetrically to health and economic crises?
Pal, Debdatta
- In:
Economic modelling
108
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013347699
Saved in:
9
Financial and nonfinancial global stock market volatility shocks
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
- In:
Economic modelling
96
(
2021
),
pp. 128-134
Persistent link: https://www.econbiz.de/10012745343
Saved in:
10
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
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