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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
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Handbook of financial time series
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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
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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
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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
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Debt, risk and liquidity in futures markets
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Dissertationen / Universität St. Gallen
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Exchange rate volatility and international agricultural trade
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Frontiers in quantitative finance : volatility and credit risk modeling
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SUERF studies
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Application of operations research to financial markets
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
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Brennpunkt Agrarpreise : Ursachen, Trends und Risikomanagement für die Praxis
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Econometric analysis of financial and economic time series ; part B
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Handbook of research on emerging theories, models, and applications of financial econometrics
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Handbook of the equity risk premium
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International financial markets
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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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
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Advances in Management Research : Emerging Challenges and Trends
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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
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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
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3
How good is Black-Scholes-Merton, really?
Wilmott, Paul
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Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
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Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
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Impact of crises on capital market volatility : a bibliometric analysis
Davidescu, Adriana Ana Maria
;
Hapau, Răzvan Gabriel
; …
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The New digital era : other emerging risks and opportunities
,
(pp. 21-53)
.
2022
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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
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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
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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
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9
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
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10
Investor attention and Bitcoin trading behaviors
Wang Chun Wei
;
Koutmos, Dimitrios
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 87-116)
.
2023
Persistent link: https://www.econbiz.de/10014338803
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11
Exchange rate volatility and global food supply chains
Steinbach, Sandro
- In:
Risks in agricultural supply chains
,
(pp. 59-82)
.
2023
Persistent link: https://www.econbiz.de/10014437857
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12
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
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Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
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14
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
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Cumulant formulas for implied volatility
Lee, Roger
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Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
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The smile of stochastic volatility models
Guyon, Julien
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Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
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A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
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19
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
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Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
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20
A general theory of option pricing
Geršôn, Dāwid
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Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
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21
Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz
;
Jabłecki, Juliusz
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Options - 45 years since the publication of the …
,
(pp. 393-412)
.
2023
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22
Contingent claims analysis in corporate finance
Crouhy, Michel
;
Galai, Dan
;
Wiener, Zvi
- In:
Options - 45 years since the publication of the …
,
(pp. 495-520)
.
2023
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23
Variable tradeoff between diversification and volatility on risk-averse approaches to crypto allocation for Indian retail investors
Agarwal, Ajay
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 210-228)
.
2022
Persistent link: https://www.econbiz.de/10014434884
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24
Impact of the COVID-19 pandemic on volatility spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
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25
A study on risk return relationship of Indian equity markets
Thappa, Sankar
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 237-242)
.
2022
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26
Bi-directional causality between volatility in output growth and price growth : evidence from rice production in India using ARCH/GARCH and panel VECM approach
Pal, Dipyaman
;
Chakraborty, Chandrima
- In:
Risks and Resilience of Emerging Economies : Essays in …
,
(pp. 71-90)
.
2023
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27
Risk factors in cryptocurrency investments and feasible solutions to mitigate them
Jain, Harsh
;
Rohilla, Shourya
;
Vakharia, Dhairya
; …
- In:
Green finance instruments, fintech, and investment …
,
(pp. 211-236)
.
2023
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28
Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
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29
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
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30
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
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31
Predicting stock return risk and volatility using neural network : the case of the Egyptian stock exchange
Metawea, Maha
;
Metawa, Saad
;
Metawa, Noura
- In:
Artificial intelligence and big data for financial risk …
,
(pp. 67-82)
.
2023
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32
Innovation management as a dynamic capability for a volatile, uncertain, complex and ambiguous world
Patterson, Eric
;
Pugalia, Sancheeta
;
Agarwal, Renu
- In:
Innovation
,
(pp. 378-396)
.
2023
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33
Capacity planning : a process to prepare companies to fulfill volatile demand in the digital world
Gupta, Amit
- In:
Digital supply chain, disruptive environments, and the …
,
(pp. 125-140)
.
2023
Persistent link: https://www.econbiz.de/10014309210
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34
Research on the spillover effect of RMB exchange rate fluctuation on the exchange rate of major countries along the "Belt and Road"
Maojia, Guo
;
Li, Fei
- In:
Studies on China's Special Economic Zones 5
,
(pp. 127-142)
.
2023
Persistent link: https://www.econbiz.de/10014309798
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35
Foreign participation in the local currency bond markets of emerging market economies : good or bad for market resilience and financial stability?
Hongkong / Monetary Authority
- In:
Financial market development, monetary policy and …
,
(pp. 133-140)
.
2020
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36
What drives inflation in advanced and emerging market economies?
Kamber, Güneş
;
Mohanty, M. S.
;
Morley, James C.
- In:
Inflation dynamics in Asia and the Pacific
,
(pp. 21-36)
.
2020
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37
The determinants of bank's stock volatility
Topaloğlu, Emre Esat
;
Sakur, Reşat
;
Yaman, Serdar
- In:
Evoluation of money, banking and financial crisis : …
,
(pp. 323-338)
.
2020
Persistent link: https://www.econbiz.de/10012802552
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38
Identifying financial drivers of Bitcoin price in times of economic and policy uncertainty : a threshold analysis
Barbu, Teodora Cristina
;
Boitan, Iustina Alina
; …
- In:
Digitalization and firm performance : examining the …
,
(pp. 283-312)
.
2022
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39
Speculation in international crises: report from the Gulf
Weiner, Robert J.
- In:
Crises and disruptions in international business : how …
,
(pp. 21-42)
.
2022
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40
The impact of climate risk on firm performance and financing choices : an international comparison
Huang, Henry He
;
Kerstein, Joseph
;
Wang, Chong
- In:
Crises and disruptions in international business : how …
,
(pp. 305-349)
.
2022
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41
Stock market volatility : a pre- to post-COVID-19 analysis of emerging markets
Ahmed, Ezaz
;
Md. Mahadi Hasan
;
Shaikh, Zakir Hossen
; …
- In:
Handbook of research on new challenges and global …
,
(pp. 204-230)
.
2022
Persistent link: https://www.econbiz.de/10013171791
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42
Exchange rate volatility and tourist arrivals from Asean to Malaysia
Nor, Eliza
;
Tajul Ariffin Masron
;
Hu, Xiang
- In:
Quantitative analysis of social and financial market …
,
(pp. 17-34)
.
2022
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43
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia
;
Patsis, Paris
;
Sariannidis, …
- In:
Business Development and Economic Governance in …
,
(pp. 297-313)
.
2022
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44
The impact of COVID-19 on firm stock price volatility
Chamzallari, Marinela
;
Chantziaras, Antonios
;
Grose, Chris
- In:
Business Development and Economic Governance in …
,
(pp. 433-450)
.
2022
Persistent link: https://www.econbiz.de/10013415121
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45
Analysis of forecasting models in electricity market under volatility : what we learn from Sweden
Uddin, Mohammed Gazi Salah
;
Tang, Ou
;
Sahamkhadam, Maziar
; …
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 117-142)
.
2022
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46
Modelling and forecasting the volatility of the Nordic power market : an application of the GARCH-jump process
Dutta, Anupam
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Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 143-158)
.
2022
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47
Does IFRS 9 increase volatility of loan loss provisions?
Pastiranová, Oľga
;
Witzany, Jiří
- In:
Regulation of Finance and Accounting : 21st and 22nd …
,
(pp. 243-249)
.
2022
Persistent link: https://www.econbiz.de/10013448499
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48
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
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49
Inflation volatility in Indonesia using ARIMA model : before and during COVID-19
Wahyudi, Setyo Tri
;
Nabella, Rihana Sofie
;
Sari, Kartika
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2022
Persistent link: https://www.econbiz.de/10013197497
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50
The clash of cultures and its effect on firm performance volatility
Chandrasena, Supun
;
Jayasekera, Ranadeva
- In:
Megatrends in International Business : Examining the …
,
(pp. 207-250)
.
2022
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