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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]
12
Handbook of financial time series
10
Applied quantitative finance
7
Forecasting volatility in the financial markets
7
Long memory in economics : with 50 tables
6
Tools and techniques
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in risk management
3
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Econometric analysis of financial and economic time series ; part a
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Quantitative fund management
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Risk management and value : valuation and asset price
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Statistical methods in finance
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The complex dynamics of economic interaction : essays in economics and econophysics
3
Advanced mathematical methods for finance
2
Advances in macroeconomic theory
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Application of operations research to financial markets
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Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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Contemporary issues in macroeconomics : lessons from the crisis and beyond
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Contemporary quantitative finance : essays in honour of Eckhard Platen
2
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
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Handbook of heavy tailed distributions in finance
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ECONIS (ZBW)
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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
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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3
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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A general theory of option pricing
Geršôn, Dāwid
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Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
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The impact of market uncertainty on the systematic risk of clean energy stocks
Sadorsky, Perry A.
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 171-193)
.
2022
Persistent link: https://www.econbiz.de/10013283201
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Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
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Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
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9
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
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Temporary information disclosure and stock price volatility
Ling, Wanting
- In:
Proceedings of the 5th International Conference on …
,
(pp. 88-92)
.
2022
Persistent link: https://www.econbiz.de/10013348546
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