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~subject:"Volatility"
~subject:"Wechselkurs"
~type_genre:"Book section"
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Volatility
Wechselkurs
Volatilität
1,180
Arbeitsmobilität
749
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749
Theorie
407
Theory
407
Estimation
242
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242
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206
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206
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184
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184
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132
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114
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114
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110
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110
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108
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108
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103
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103
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93
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93
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88
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88
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80
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80
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77
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77
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71
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70
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22
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632
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507
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59
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41
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Belke, Ansgar
7
Frankel, Jeffrey A.
7
Aizenman, Joshua
6
Andersen, Torben
6
Chiarella, Carl
5
Haile, Mekbib Gebretsadik
5
Kang, Boda
5
Allen, David E.
4
Ben Ameur, Hachmi
4
Bollerslev, Tim
4
Chuliá, Helena
4
Ftiti, Zied
4
Hautsch, Nikolaus
4
Herwartz, Helmut
4
Härdle, Wolfgang
4
Kurz, Mordecai
4
Nietert, Bernhard
4
Patton, Andrew J.
4
Satchell, Stephen
4
Songsak Sriboonchitta
4
Barndorff-Nielsen, Ole E.
3
Barnett, William A.
3
Brümmer, Bernhard
3
Buch, Claudia M.
3
Claessens, Stijn
3
Clewlow, Les
3
Diebold, Francis X.
3
Dockner, Engelbert J.
3
Dornbusch, Rudiger
3
Easterly, William
3
Eichengreen, Barry
3
Feng, Yuanhua
3
Fiaschi, Davide
3
Gavin, Michael
3
Ghysels, Eric
3
Grammig, Joachim
3
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3
Hausmann, Ricardo
3
Hooi Hooi Lean
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
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Applied quantitative finance
9
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
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
Long memory in economics : with 50 tables
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
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
Brennpunkt Agrarpreise : Ursachen, Trends und Risikomanagement für die Praxis
4
Econometric analysis of financial and economic time series ; part B
4
Financial econometrics and empirical market microstructure
4
Financial engineering
4
Handbook of research on emerging theories, models, and applications of financial econometrics
4
Handbook of the equity risk premium
4
International financial markets
4
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
4
Risk management and value : valuation and asset price
4
Volatility of international food prices : impacts on resource allocation and on food supply response
4
Advances in Management Research : Emerging Challenges and Trends
3
Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft
3
Banking and capital markets : new international perspectives
3
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
3
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ECONIS (ZBW)
1,182
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Business-specific risks and stock market
volatility
as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino
;
Husodo, Zaäfri Ananto
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 1-17)
.
2024
Persistent link: https://www.econbiz.de/10014457588
Saved in:
8
The prospect and
volatility
of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
Saved in:
9
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
10
A neural network approach to understanding implied
volatility
movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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