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~isPartOf:"Meddelanden från Svenska Handelshögskolan"
~language:"eng"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
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Volatility
Theorie
102
Theory
102
Finland
78
Finnland
78
Börsenkurs
27
Share price
27
Volatilität
23
Estimation
20
Schätzung
20
Schweden
18
Sweden
18
Aktienmarkt
15
Capital income
15
Kapitaleinkommen
15
Stock market
15
Option pricing theory
12
Optionspreistheorie
12
CAPM
11
Deutschland
9
Germany
9
Dienstleistung
8
Services
8
Aktienoption
7
Cointegration
7
Consumer behaviour
7
Kointegration
7
Konsumentenverhalten
7
Lieferantenmanagement
7
Portfolio selection
7
Portfolio-Management
7
Stock option
7
Supplier relationship management
7
USA
7
United States
7
Beziehungsmarketing
6
Forecasting model
6
Foreign portfolio investment
6
Market microstructure
6
Marktmikrostruktur
6
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Book / Working Paper
23
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Arbeitspapier
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
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English
Author
All
Söderman, Ronnie
3
Harju, Kari
2
Hussain, Syed Mujahid
2
Knif, Johan
2
Li, Hongzhu
2
Liljeblom, Eva
2
Sundkvist, Kim
2
Ahlgren, Niklas
1
Alvarez, Luis H. R.
1
Berglund, Tom
1
Felixson, Karl
1
Hansson, Mats
1
Hedvall, Kaj
1
Högholm, Kenneth
1
Hördahl, Peter
1
Launonen, Simo
1
Maukonen, Marko S.
1
Nandelstadh, Alexander von
1
Nummelin, Kim
1
Pelli, Anders
1
Penttinen, Aku
1
Pursiainen, Aarni
1
Pynnönen, Seppo
1
Rönnholm, Tina
1
Stenbacka, Rune
1
Stenius, Marianne
1
Vikström, Mikael
1
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Svenska Handelshögskolan <Helsinki>
12
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Meddelanden från Svenska Handelshögskolan
Working paper
98
CREATES research paper
33
Economics and finance working paper series
30
Finance and economics discussion series
26
Fisher College of Business working paper series
25
Working paper series / European Central Bank
22
Cardiff economics working papers
21
Discussion paper / Centre for Economic Policy Research
19
SFB 649 discussion paper
19
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
19
CFS working paper series
16
Discussion papers / CEPR
16
Econometric Institute research papers
16
Department of Economics working paper series
15
Discussion paper series / IZA
12
Discussion paper
11
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
11
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
11
Discussion papers in economics
10
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working papers series / Federal Reserve Bank of San Francisco
10
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
9
Working papers / Rodney L. White Center for Financial Research
9
Working papers / University of Connecticut, Department of Economics
9
Discussion paper / The University of Western Australia, Business School, Economics
8
Department of Economics working paper
7
Discussion papers / Adam Smith Business School, University of Glasgow
7
Staff reports / Federal Reserve Bank of New York
7
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Working papers
7
Working papers / Department of Economics, Universidad Carlos III de Madrid
7
CORE discussion papers : DP
6
Discussion paper / Department of Business and Management Science
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
6
Working paper series
6
Working papers / Brandeis University, Department of Economics and International Business School
6
AFI
5
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ECONIS (ZBW)
23
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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
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
3
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:
4
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:
5
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
6
Real estate investment and uncertainty : econometric modelling using Finnish data
Ahlgren, Niklas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544846
Saved in:
7
Optimal risk adoption : a real options approach
Alvarez, Luis H. R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607757
Saved in:
8
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
9
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
Saved in:
10
Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544976
Saved in:
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