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~type_genre:"Aufsatz im Buch"
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Volatility
1,118
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8
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7
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6
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6
Lee, Cheng F.
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5
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5
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4
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4
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4
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4
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4
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4
Hooi Hooi Lean
4
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4
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4
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4
Songsak Sriboonchitta
4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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3
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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
16
Handbook of financial time series
16
Globalization, uncertainty and men's careers : an international comparison
15
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
14
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Flexibility and employment security in Europe : labour markets in transition
11
Applied quantitative finance
10
Homeownership and the labour market in Europe
10
Emerging markets and the global economy
9
Managing economic volatility and crises : a practitioner's guide
9
Agricultural markets instability : revisiting the recent food crises
8
Psychology of retention : theory, research and practice
8
The structure of wages : an international comparison
8
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
7
Low pay and earnings mobility in Europe
7
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
6
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
6
Long memory in economics : with 50 tables
6
Mobility and technology in the workplace
6
Structural models of wage and employment dynamics : [... papers presented at the Conference on Labor Market Models and Matched Employer-Employee Data held at Sandbjerg Manor in Sønderborg, Denmark, August 15 - 18, 2004]
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
5
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
5
Debt, risk and liquidity in futures markets
5
Exchange rate volatility and international agricultural trade
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
5
How Africa works : occupational change, identity and morality
5
New markets, new opportunities? : Economic and social mobility in a changing world
5
Tools and techniques
5
Application of operations research to financial markets
4
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
4
Econometric analysis of financial and economic time series ; part B
4
Financial econometrics and empirical market microstructure
4
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ECONIS (ZBW)
1,700
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1
Volatility
risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
2
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:
3
Predicting implied
volatility
with historical
volatility
Wang, Xinjie
;
Wu, Ge
;
Zhao, Suyang
-
2024
Persistent link: https://www.econbiz.de/10015047494
Saved in:
4
The
volatility
connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 67-99)
.
2022
Persistent link: https://www.econbiz.de/10013198542
Saved in:
5
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
Persistent link: https://www.econbiz.de/10014366585
Saved in:
6
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied
volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
7
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
8
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
Persistent link: https://www.econbiz.de/10014339164
Saved in:
9
An empirical analysis of corn price fluctuation characteristics in China : based on ARCH-type models
Zhang, Yumiao
;
Lu, Yuxin
;
Ma, Kun
- In:
Internet finance and digital economy : advances in …
,
(pp. 557-572)
.
2024
Persistent link: https://www.econbiz.de/10014534490
Saved in:
10
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency
volatility
forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
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