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~isPartOf:"Applied financial economics"
~subject:"Mathematische Optimierung"
~subject:"Volatilität"
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Mathematische Optimierung
Volatilität
Markov chain
17
Markov-Kette
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Theorie
7
Theory
7
Volatility
5
Capital income
4
Kapitaleinkommen
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Gallo, Giampiero M.
1
Holmes, Mark J.
1
Khemiri, Rim
1
Maghrebi, Nabil
1
Otranto, Edoardo
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Applied financial economics
European journal of operational research : EJOR
43
Energy economics
34
Economic modelling
22
Operations research
21
Operations research letters
21
Mathematics of operations research
20
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of empirical finance
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Finance research letters
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Applied economics
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Mathematical methods of operations research
15
The North American journal of economics and finance : a journal of financial economics studies
15
International journal of forecasting
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Computational economics
11
Computers & operations research : and their applications to problems of world concern ; an international journal
11
International journal of theoretical and applied finance
11
International review of economics & finance : IREF
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International review of financial analysis
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Quantitative finance
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Review of quantitative finance and accounting
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Journal of mathematical finance
10
Economics letters
9
Journal of economic dynamics & control
9
Applied economics letters
8
Journal of banking & finance
8
Journal of forecasting
8
The European journal of finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Discussion paper / Tinbergen Institute
7
Econometric reviews
7
INFORMS journal on computing : JOC
7
International journal of finance & economics : IJFE
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Finance and stochastics
6
Journal of risk and financial management : JRFM
6
Research in international business and finance
6
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The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
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2
Financial instability and the short-term dynamics of volatility expectations
Maghrebi, Nabil
;
Holmes, Mark J.
;
Oya, Kosuke
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 377-395
Persistent link: https://www.econbiz.de/10010399697
Saved in:
3
Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Khemiri, Rim
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10009625405
Saved in:
4
Volatility transmission across markets : a multichain Markov switching model
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 659-670
Persistent link: https://www.econbiz.de/10003491212
Saved in:
5
Asymmetric stochastic volatility in emerging stock markets
Selçuk, Faruk
- In:
Applied financial economics
15
(
2005
)
12
,
pp. 867-874
Persistent link: https://www.econbiz.de/10003070719
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