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~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"School of Accounting, Economics and Finance <Geelong>"
~institution:"School of Finance and Business Economics <Perth, Western Australia>"
~institution:"Svenska Handelshögskolan <Helsinki>"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Volatilität"
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Volatility
22
Volatilität
22
Theorie
6
Theory
6
Derivat
5
Derivative
5
Aktienindex
4
Aktienmarkt
4
Börsenkurs
4
Hong Kong
4
Hongkong
4
Index futures
4
Index-Futures
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
Stock index
4
Stock market
4
USA
4
United States
4
ARCH model
3
ARCH-Modell
3
Australia
3
Australien
3
Estimation
3
Geldpolitische Transmission
3
Großbritannien
3
Monetary transmission
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Option pricing theory
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Optionspreistheorie
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Schätzung
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United Kingdom
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Ankündigungseffekt
2
Announcement effect
2
Capital income
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Deutschland
2
Finland
2
Finnland
2
Forecasting model
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Germany
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Book / Working Paper
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Non-commercial literature
Arbeitspapier
22
Graue Literatur
22
Working Paper
22
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English
22
Author
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Gannon, Gerard L.
4
Söderman, Ronnie
3
Allen, David E.
2
Au-Yeung, Siu Pang
2
Harju, Kari
2
Hooper, Vincent J.
2
Hussain, Syed Mujahid
2
Sundkvist, Kim
2
Ahlgren, Niklas
1
Alvarez, Luis H. R.
1
Cruickshank, S. N.
1
Dungey, Mardi H.
1
Felixson, Karl
1
Heaney, Richard A.
1
Jones, Bradley
1
Lin, Chien-ting
1
Masih, Abdul Mansur M.
1
Maukonen, Marko S.
1
Nandelstadh, Alexander von
1
Penttinen, Aku
1
Stenbacka, Rune
1
Vikström, Mikael
1
Yang, Wenling
1
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Australian National University / Faculty of Economics and Commerce
School of Accounting, Economics and Finance <Geelong>
School of Finance and Business Economics <Perth, Western Australia>
Svenska Handelshögskolan <Helsinki>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
16
National Bureau of Economic Research
15
Federal Reserve Bank of St. Louis
13
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Institut für Weltwirtschaft
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Internationaler Währungsfonds / Research Department
7
Institute of Finance and Accounting <London>
6
Instituto Valenciano de Investigaciones Económicas
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
5
Center for Economic Research <Tilburg>
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
William Davidson Institute <Ann Arbor, Mich.>
4
Banco Central do Brasil
3
Brown University / Department of Economics
3
Centre for International Economic Studies
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
New York Stock Exchange
3
School of Economics and Finance <Brisbane>
3
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Meddelanden från Svenska Handelshögskolan
12
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
4
School of Accounting, Finance and Economics & FEMARC working paper series
3
Working papers in economics and econometrics
3
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ECONIS (ZBW)
22
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1
Intraday seasonalities and macroeconomic news announcements
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003290160
Saved in:
2
Macroeconomic announcements, volatility and interrelationships : an examination of the UK bond and stock markets
Jones, Bradley
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565287
Saved in:
3
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
4
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035594
Saved in:
5
Simultaneous volatility transmissions and spillover effects : US and Hong Kong Stock and futures markets
Gannon, Gerard L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035603
Saved in:
6
Simultaneous volatility transmission and spillover effects
Gannon, Gerard L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035616
Saved in:
7
Regulatory change, structural breaks and transmission effects in HSIF and HSI volatility
Au-Yeung, Siu Pang
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035624
Saved in:
8
Analysts' accuracy of estimation and the relative trading volume
Nandelstadh, Alexander von
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657721
Saved in:
9
The expiration day effect of index options and index futures on the underlying shares
Felixson, Karl
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001706918
Saved in:
10
Optimal risk adoption : a real options approach
Alvarez, Luis H. R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607757
Saved in:
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