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~isPartOf:"Advances in risk management"
~subject:"Volatilität"
~type_genre:"Book section"
~type_genre:"Hochschulschrift"
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Volatilität
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Chuliá, Helena
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Advances in risk management
Tinbergen Institute research series
23
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
Gabler Edition Wissenschaft
14
Europäische Hochschulschriften / 5
13
Research series / Universiteit van Amsterdam
13
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
Dissertation Series CentER
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
ECON PhD dissertations
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Dissertationen / Universität St. Gallen
7
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
7
Lecture notes in economics and mathematical systems : LNEMS
7
Risk management in volatile financial markets
7
Berichte aus der Volkswirtschaft
6
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
Lund economic studies
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
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
PhD series / Copenhagen Business School
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
Bank- und finanzwirtschaftliche Forschungen
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Sensitivity analysis of portfolio volatility : importance of weights, sectors and impact of trading strategies
Borgonovo, Emanuele
;
Percoco, Marco
- In:
Advances in risk management
,
(pp. 47-68)
.
2007
Persistent link: https://www.econbiz.de/10003401579
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2
An essay on stochastic volatility and the yield curve
Théoret, Raymond
;
Rostan, Pierre
;
El-Moussadek, Abdeljalil
- In:
Advances in risk management
,
(pp. 86-106)
.
2007
Persistent link: https://www.econbiz.de/10003401591
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3
Idiosyncratic risk, systematic risk and stochastic volatility : an implementation of Merton's credit risk valuation
Gatfaoui, Hayette
- In:
Advances in risk management
,
(pp. 107-131)
.
2007
Persistent link: https://www.econbiz.de/10003401593
Saved in:
4
Have volatility transmission patterns between the USA and Spain changed after September 11?
Chuliá, Helena
;
Climent Diranzo, Francisco J.
; …
- In:
Advances in risk management
,
(pp. 303-326)
.
2007
Persistent link: https://www.econbiz.de/10003401626
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5
Large and small cap stocks in Europe : covariance asymmetry, volatility spillovers and beta estimates
Chuliá, Helena
;
Torró, Hipòlit
- In:
Advances in risk management
,
(pp. 327-352)
.
2007
Persistent link: https://www.econbiz.de/10003401630
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