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~accessRights:"restricted"
~subject:"Arbeitsmarkt"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Option pricing theory
Schätzung
Volatility
10,364
Volatilität
9,910
Estimation
2,919
Börsenkurs
2,859
Share price
2,859
Arbeitsmobilität
2,555
Labour mobility
2,555
Capital income
2,306
Kapitaleinkommen
2,306
Theorie
2,249
Theory
2,249
ARCH model
2,224
ARCH-Modell
2,223
Stock market
1,984
Aktienmarkt
1,962
Welt
1,591
World
1,591
Forecasting model
1,384
Prognoseverfahren
1,384
Risk
1,114
Stochastic process
1,097
Stochastischer Prozess
1,096
Risiko
1,078
Optionspreistheorie
1,073
Time series analysis
1,018
Zeitreihenanalyse
1,016
Spillover effect
1,014
Spillover-Effekt
1,013
Oil price
1,006
Ölpreis
1,003
Exchange rate
947
Wechselkurs
936
United States
905
USA
901
Portfolio selection
816
Portfolio-Management
816
China
815
Financial market
636
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3,844
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325
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3,772
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3,772
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203
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203
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201
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65
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28
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28
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17
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7
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7
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7
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5
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4
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2
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4,150
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19
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Gupta, Rangan
53
Ma, Feng
24
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
19
Pierdzioch, Christian
19
Cui, Zhenyu
18
Todorov, Viktor
17
Wohar, Mark E.
16
Xuan Vinh Vo
16
Wang, Xingchun
15
Kang, Sang Hoon
14
Mensi, Walid
14
Wu, Xinyu
14
Bollerslev, Tim
13
Li, Jia
13
Tiwari, Aviral Kumar
13
Wei, Yu
13
Zhu, Huiming
12
Jawadi, Fredj
11
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Yoon, Seong-min
11
Zhang, Jin E.
11
Lin, Shih-kuei
10
Nguyen, Duy
10
Zhang, Yaojie
10
Alòs, Elisa
9
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Floros, Christos
9
Goutte, Stéphane
9
Hammoudeh, Shawkat
9
He, Xin-Jiang
9
Kelly, Bryan T.
9
McAleer, Michael
9
Yin, Libo
9
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OECD
23
Springer Fachmedien Wiesbaden
3
Edward Elgar Publishing
2
National Bureau of Economic Research
2
World Bank
2
Centre for Economic Policy Research
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Peter Lang GmbH
1
Twenty Five Years of Economic Reforms in India <Veranstaltung> <2018, Varanasi>
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
World Bank / Development Research Group / Rural Development
1
World Bank / Europe and Central Asia Region / Human Development Sector Unit
1
World Bank / Office of the Vice President, Development Economics
1
World Bank Group
1
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Finance research letters
144
Energy economics
137
Quantitative finance
115
The North American journal of economics and finance : a journal of financial economics studies
113
Applied economics
105
International review of economics & finance : IREF
103
Economic modelling
93
Journal of econometrics
86
International review of financial analysis
82
Journal of banking & finance
79
Discussion paper / Centre for Economic Policy Research
77
Research in international business and finance
60
Economics letters
57
Applied economics letters
56
International journal of theoretical and applied finance
56
Journal of international financial markets, institutions & money
52
Journal of empirical finance
51
International journal of financial engineering
47
Journal of economic dynamics & control
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Working paper / National Bureau of Economic Research, Inc.
44
Computational economics
42
Discussion papers / CEPR
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of forecasting
39
The journal of computational finance
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of international money and finance
37
The journal of futures markets
37
Journal of financial econometrics
34
Labour economics : official journal of the European Association of Labour Economists
33
European journal of operational research : EJOR
32
Journal of mathematical finance
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Pacific-Basin finance journal
32
The European journal of finance
32
International journal of finance & economics : IJFE
31
Journal of financial economics
31
Emerging markets, finance and trade : EMFT
29
Journal of financial markets
29
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ECONIS (ZBW)
4,168
RePEc
1
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1
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10
of
4,169
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relevance
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date (newest first)
date (oldest first)
1
Volatility
of
volatility
estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Empirical determinants of exchange-rate
volatility
: evidence from selected Asian economies
Rashid, Abdul
;
Basit, Mohammad
- In:
Journal of Chinese economic and foreign trade studies
15
(
2022
)
1
,
pp. 63-86
Persistent link: https://www.econbiz.de/10012884569
Saved in:
3
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
Saved in:
4
Forecasting
volatility
of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
5
Can mutual fund investors benefit from
volatility
managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
6
Forecasting Chinese stock market
volatility
with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
7
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
8
Rough-heston local-
volatility
model
Dall'acqua, Enrico
;
Longoni, Riccardo
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014500191
Saved in:
9
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
Saved in:
10
Volatility
is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
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