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~subject:"Optionspreistheorie"
~subject:"Stock market"
~subject:"Ölpreis"
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Search: subject_exact:"Volatility"
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Optionspreistheorie
Stock market
Ölpreis
Volatility
40,077
Volatilität
39,057
Theorie
9,679
Theory
9,663
Börsenkurs
9,087
Share price
9,065
Schätzung
8,222
Estimation
8,193
Capital income
6,904
Kapitaleinkommen
6,904
ARCH-Modell
6,178
ARCH model
6,168
Aktienmarkt
5,659
Welt
4,590
World
4,571
Exchange rate
4,481
Wechselkurs
4,476
USA
4,073
United States
4,052
Option pricing theory
3,758
Stochastischer Prozess
3,745
Stochastic process
3,738
Prognoseverfahren
3,629
Forecasting model
3,619
Zeitreihenanalyse
3,101
Time series analysis
3,086
volatility
2,611
Risk
2,482
Risiko
2,422
Oil price
2,250
Spillover-Effekt
2,191
Spillover effect
2,188
Finanzmarkt
2,117
Financial market
2,115
Portfolio-Management
2,091
Portfolio selection
2,090
Business cycle
1,833
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All
Undetermined
3,767
Free
3,762
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Article
7,294
Book / Working Paper
3,864
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All
Article in journal
7,056
Aufsatz in Zeitschrift
7,056
Graue Literatur
1,234
Non-commercial literature
1,234
Working Paper
1,188
Arbeitspapier
1,184
Aufsatz im Buch
224
Book section
224
Hochschulschrift
162
Thesis
125
Conference paper
44
Konferenzbeitrag
44
Collection of articles written by one author
32
Sammlung
32
Collection of articles of several authors
22
Sammelwerk
22
Bibliografie enthalten
18
Bibliography included
18
Forschungsbericht
14
Aufsatzsammlung
8
Amtsdruckschrift
7
Government document
7
Lehrbuch
7
Textbook
6
Konferenzschrift
5
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5
Übersichtsarbeit
5
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3
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2
Bibliografie
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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English
11,030
German
94
Undetermined
18
Spanish
9
French
5
Czech
1
Danish
1
Italian
1
Polish
1
Russian
1
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Author
All
Gupta, Rangan
115
Ma, Feng
66
Caporale, Guglielmo Maria
56
Hammoudeh, Shawkat
47
Cui, Zhenyu
44
Spagnolo, Nicola
42
McAleer, Michael
41
Bouri, Elie
40
Mensi, Walid
39
Kang, Sang Hoon
37
Pierdzioch, Christian
36
Zhang, Yaojie
33
Chang, Chia-Lin
32
Ji, Qiang
32
Demirer, Rıza
31
Salisu, Afees A.
31
Wei, Yu
31
Wang, Yudong
30
Filis, George
29
Carr, Peter
28
Tiwari, Aviral Kumar
28
Xuan Vinh Vo
28
Engle, Robert F.
26
Wohar, Mark E.
26
Härdle, Wolfgang
25
Jacquier, Antoine (Jack)
25
Kočenda, Evžen
25
Bekaert, Geert
24
Chiarella, Carl
24
Jacobs, Kris
24
Brooks, Robert
23
Liang, Chao
23
Ryu, Doojin
23
Shahzad, Syed Jawad Hussain
23
Degiannakis, Stavros
22
Manera, Matteo
22
Yin, Libo
22
Christoffersen, Peter F.
21
Gatheral, Jim
21
Nguyen, Duy
21
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Institution
All
National Bureau of Economic Research
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
6
Federal Reserve Bank of St. Louis
5
Svenska Handelshögskolan <Helsinki>
5
Centre of Financial Studies
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Division of Research and Statistics
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Massachusetts Institute of Technology / Department of Economics
2
New York Stock Exchange
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Handels- und Frankfurter Bank
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Brown University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre for Growth and Business Cycle Research <Manchester>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Center on Global Energy Policy
1
Cowles Foundation for Research in Economics, Yale University
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
FernUniversität in Hagen
1
Frankreich / Délégation à l'Aménagement du Territoire et à l'Action Régionale
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Großbritannien / Office for Budget Responsibility
1
HAL
1
Harvard Institute of Economic Research
1
Hochschule für Bankwirtschaft
1
Institut für Weltwirtschaft
1
Institute of European Finance <Bangor, Gwynedd>
1
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Published in...
All
Energy economics
409
Finance research letters
229
International journal of theoretical and applied finance
161
The North American journal of economics and finance : a journal of financial economics studies
160
International review of financial analysis
155
International review of economics & finance : IREF
144
International Journal of Energy Economics and Policy : IJEEP
128
Economic modelling
125
Applied economics
124
Journal of banking & finance
122
Research in international business and finance
112
Quantitative finance
111
The journal of futures markets
99
Journal of international financial markets, institutions & money
86
Applied economics letters
80
Journal of risk and financial management : JRFM
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
75
Applied mathematical finance
74
Applied financial economics
72
Pacific-Basin finance journal
72
Journal of empirical finance
67
NBER working paper series
65
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
59
Working paper / National Bureau of Economic Research, Inc.
56
Review of quantitative finance and accounting
55
International journal of finance & economics : IJFE
54
International journal of financial engineering
52
The European journal of finance
52
Global finance journal
50
Journal of econometrics
50
Review of derivatives research
49
Emerging markets, finance and trade : EMFT
48
Computational economics
47
International journal of economics and finance
47
Journal of economic dynamics & control
46
Working paper
46
Economics letters
45
European journal of operational research : EJOR
44
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Source
All
ECONIS (ZBW)
11,132
RePEc
17
USB Cologne (EcoSocSci)
5
EconStor
4
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81
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81
The stock market, labor-income risk and unemployment in the US : empirical findings and policy implications
Celebi, Kaan
;
Welfens, Paul J. J.
-
2021
Persistent link: https://www.econbiz.de/10012495908
Saved in:
82
Impact of COVID-19 on global stock market volatility
Kusumahadi, Teresia Angelia
;
Permana, Fikri C.
- In:
Journal of economic integration : jei
36
(
2021
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012593273
Saved in:
83
The spillover effect on the CEE equity markets and the financial contagion In the context of financial integration
Boghicevici, Claudia
;
Stamule, Simona
;
Lolea, Iulian Cornel
- In:
Romanian journal of economic forecasting
24
(
2021
)
4
,
pp. 155-170
Persistent link: https://www.econbiz.de/10013407269
Saved in:
84
Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks : asymmetric analyses of the EU sectors
Bossman, Ahmed
;
Gubareva, Mariya
;
Teplova, Tamara V.
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
3/4
,
pp. 321-372
Persistent link: https://www.econbiz.de/10014451975
Saved in:
85
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
86
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
87
The dynamic relationship among domestic stock returns volatility, oil prices, exchange rate and macroeconomic factors of investment
Shabbir, Malik Shahzad
;
Said, Laila Refiana
;
Pelit, Irem
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
3
,
pp. 560-565
Persistent link: https://www.econbiz.de/10014368310
Saved in:
88
Multi-scale risk connectedness between economic policy uncertainty of China and global oil prices in time-frequency domains
Cheng, Sheng
;
Liu, Wei
;
Jiang, Qisheng
;
Cao, Yan
- In:
Computational economics
61
(
2023
)
4
,
pp. 1593-1616
Persistent link: https://www.econbiz.de/10014327075
Saved in:
89
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
90
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
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