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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]
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Forecasting volatility in the financial markets
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Handbook of financial time series
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Long memory in economics : with 50 tables
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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 ...]
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advances in risk management
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Commodity price volatility and inclusive growth in low-income countries
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Debt, risk and liquidity in futures markets
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Banking and capital markets : new international perspectives
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1
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
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2
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
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3
The impact of health crisis on the volatility of commodity price return : does economic uncertainty matter?
Jmaii, Amal
;
Gargouri, Ramla
- In:
Smart strategies and societal solutions for sustainable …
,
(pp. 154-175)
.
2024
Persistent link: https://www.econbiz.de/10014465652
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4
Predicting stock return risk and volatility using neural network : the case of the Egyptian stock exchange
Metawea, Maha
;
Metawa, Saad
;
Metawa, Noura
- In:
Artificial intelligence and big data for financial risk …
,
(pp. 67-82)
.
2023
Persistent link: https://www.econbiz.de/10014265600
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5
Innovation management as a dynamic capability for a volatile, uncertain, complex and ambiguous world
Patterson, Eric
;
Pugalia, Sancheeta
;
Agarwal, Renu
- In:
Innovation
,
(pp. 378-396)
.
2023
Persistent link: https://www.econbiz.de/10014267095
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6
Research on the spillover effect of RMB exchange rate fluctuation on the exchange rate of major countries along the "Belt and Road"
Maojia, Guo
;
Li, Fei
- In:
Studies on China's Special Economic Zones 5
,
(pp. 127-142)
.
2023
Persistent link: https://www.econbiz.de/10014309798
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7
Risk factors in cryptocurrency investments and feasible solutions to mitigate them
Jain, Harsh
;
Rohilla, Shourya
;
Vakharia, Dhairya
; …
- In:
Green finance instruments, fintech, and investment …
,
(pp. 211-236)
.
2023
Persistent link: https://www.econbiz.de/10014317031
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8
Measuring the relationship between intraday returns, volatility spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
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9
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
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10
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
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11
Investor attention and Bitcoin trading behaviors
Wang Chun Wei
;
Koutmos, Dimitrios
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 87-116)
.
2023
Persistent link: https://www.econbiz.de/10014338803
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12
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
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13
Exchange rate volatility and global food supply chains
Steinbach, Sandro
- In:
Risks in agricultural supply chains
,
(pp. 59-82)
.
2023
Persistent link: https://www.econbiz.de/10014437857
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14
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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15
Capacity planning : a process to prepare companies to fulfill volatile demand in the digital world
Gupta, Amit
- In:
Digital supply chain, disruptive environments, and the …
,
(pp. 125-140)
.
2023
Persistent link: https://www.econbiz.de/10014309210
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16
Variable tradeoff between diversification and volatility on risk-averse approaches to crypto allocation for Indian retail investors
Agarwal, Ajay
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 210-228)
.
2022
Persistent link: https://www.econbiz.de/10014434884
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17
Impact of the COVID-19 pandemic on volatility spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
Persistent link: https://www.econbiz.de/10014434885
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18
A study on risk return relationship of Indian equity markets
Thappa, Sankar
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 237-242)
.
2022
Persistent link: https://www.econbiz.de/10014434886
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19
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
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20
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
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21
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
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22
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
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23
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
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24
Cumulant formulas for implied volatility
Lee, Roger
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Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
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25
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
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26
The smile of stochastic volatility models
Guyon, Julien
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Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
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27
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
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28
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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29
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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30
Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
Options - 45 years since the publication of the …
,
(pp. 393-412)
.
2023
Persistent link: https://www.econbiz.de/10014366688
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31
Foreign participation in the local currency bond markets of emerging market economies : good or bad for market resilience and financial stability?
Hongkong / Monetary Authority
- In:
Financial market development, monetary policy and …
,
(pp. 133-140)
.
2020
Persistent link: https://www.econbiz.de/10012432996
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32
What drives inflation in advanced and emerging market economies?
Kamber, Güneş
;
Mohanty, M. S.
;
Morley, James C.
- In:
Inflation dynamics in Asia and the Pacific
,
(pp. 21-36)
.
2020
Persistent link: https://www.econbiz.de/10012250092
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33
Identifying financial drivers of Bitcoin price in times of economic and policy uncertainty : a threshold analysis
Barbu, Teodora Cristina
;
Boitan, Iustina Alina
; …
- In:
Digitalization and firm performance : examining the …
,
(pp. 283-312)
.
2022
Persistent link: https://www.econbiz.de/10012880028
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34
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
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35
Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model
Surachai Chancharat
;
Julaluk Butda
-
2022
Persistent link: https://www.econbiz.de/10013197429
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36
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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37
The transmission of oil shocks to the developed and emerging stock markets : COVID-19 from first to the second wave
Ghabri, Yosra
;
Aloui, Donia
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 57-66)
.
2022
Persistent link: https://www.econbiz.de/10013198541
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38
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
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39
The impact of COVID-19 on the volatility transmission across equity and commodity markets
Tarchella, Salma
;
Mzoughi, Hela
;
Belaid, Fateh
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 123-137)
.
2022
Persistent link: https://www.econbiz.de/10013198545
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40
Stock market volatility : a pre- to post-COVID-19 analysis of emerging markets
Ahmed, Ezaz
;
Md. Mahadi Hasan
;
Shaikh, Zakir Hossen
; …
- In:
Handbook of research on new challenges and global …
,
(pp. 204-230)
.
2022
Persistent link: https://www.econbiz.de/10013171791
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41
Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 269-287)
.
2022
Persistent link: https://www.econbiz.de/10013336242
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42
Oil and stock market returns : direction, volatility or liquidity?
Kinateder, Harald
;
Wagner, Niklas F.
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 335-351)
.
2022
Persistent link: https://www.econbiz.de/10013336257
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43
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
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44
Revisiting the relationship between spot and futures markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
.
2022
Persistent link: https://www.econbiz.de/10013349936
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45
Dependence structure between Indian financial market and energy commodities : a cross-quantilogram based evidence
Sinha, Avik
;
Arshian Sharif
;
Adhikari, Arnab
;
Sharma, Ankit
- In:
Financial modeling and risk management of energy and …
,
(pp. 257-287)
.
2022
Persistent link: https://www.econbiz.de/10013349978
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46
Is gold a hedge or safe haven against oil and currency market movements? : a revisit using multifractal approach
Madani, Mohamed Arbi
;
Ftiti, Zied
- In:
Financial modeling and risk management of energy and …
,
(pp. 367-400)
.
2022
Persistent link: https://www.econbiz.de/10013350020
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47
Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs
Rizvi, Kumail Abbas
;
Naqvi, Bushra
;
Mirza, Nawazish
- In:
Financial modeling and risk management of energy and …
,
(pp. 495-524)
.
2022
Persistent link: https://www.econbiz.de/10013350128
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48
The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
- In:
Handbook of real estate and macroeconomics
,
(pp. 206-238)
.
2022
Persistent link: https://www.econbiz.de/10013350242
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49
Micro-macro dynamics in managing crises : empirical illustrations in a volatile institutional context
Baba, Sofiane
;
Hafsi, Taïeb
;
Ouguenoune, Hind
- In:
Small and medium sized enterprises and the covid-19 …
,
(pp. 137-162)
.
2022
Persistent link: https://www.econbiz.de/10013352631
Saved in:
50
Exchange rate volatility and tourist arrivals from Asean to Malaysia
Nor, Eliza
;
Tajul Ariffin Masron
;
Hu, Xiang
- In:
Quantitative analysis of social and financial market …
,
(pp. 17-34)
.
2022
Persistent link: https://www.econbiz.de/10013478566
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