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~subject:"Volatility"
~subject:"Welt"
~type_genre:"Bibliography included"
~type_genre:"Book section"
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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]
6
Handbook of financial time series
5
Long memory in economics : with 50 tables
5
Applied quantitative finance
4
Europäische Hochschulschriften / 5
4
Econometric analysis of financial and economic time series ; part B
3
Financial econometrics and empirical market microstructure
3
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
3
Application of operations research to financial markets
2
Nonlinear modeling of economic and financial time-series
2
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
1
Advances in economics and econometrics ; Vol. 3
1
Advances in macroeconometric modeling : papers and proceedings of the 3rd IWH Workshop in Macroeconometrics ; [held in November 2002 at the Halle Institute]
1
Advances on international economics
1
Akademische Abhandlungen zu den Wirtschaftswissenschaften
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
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Bounded rationality in economics and finance
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Characteristics of business cycles : have they changed?
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Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics
1
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Cryptocurrencies in all aspects
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Decision making and risk/return optimization in financial economics
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Determinants of growth and business cycles : theory, empirical evidence and policy implications ; INFER annual conference 2003
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Digital Designs for Money, Markets, and Social Dilemmas
1
Does law matter? : on law and economic growth
1
Econometric analysis of financial and economic time series ; part a
1
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Economic crisis in developing countries : new perspectives on commodities, trade, and finance ; (essays in honour of Alfred Maizels)
1
Environmental, social, and governance perspectives on economic development in Asia ; part A
1
Equilibrium exchange rates
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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ECONIS (ZBW)
115
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Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
Saved in:
2
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
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3
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
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4
Local climate sensitivity : what can time series of distributions reveal about spatial heterogeneity of climate change?
Miller, J. Isaac
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 319-350)
.
2023
Persistent link: https://www.econbiz.de/10014315454
Saved in:
5
Modelling and forecasting the volatility of the Nordic power market : an application of the GARCH-jump process
Dutta, Anupam
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 143-158)
.
2022
Persistent link: https://www.econbiz.de/10013447658
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6
Inflation volatility in Indonesia using ARIMA model : before and during COVID-19
Wahyudi, Setyo Tri
;
Nabella, Rihana Sofie
;
Sari, Kartika
-
2022
Persistent link: https://www.econbiz.de/10013197497
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7
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
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8
Are policy stances consistent with the global GHG emission persistence?
Ghosh, Bikramaditya
;
Papathanasiou, Spyros
;
Gablani, Vandana
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 255-279)
.
2022
Persistent link: https://www.econbiz.de/10013283301
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9
The Brexit impact on European market co-movements
Ben Ameur, Hachmi
;
Louhichi, Waël
- In:
Risk management decisions and value under uncertainty
,
(pp. 1387-1403)
.
2022
Persistent link: https://www.econbiz.de/10013342123
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10
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
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