//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
~subject:"Finanzmarkt"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Evolution of Market Uncertaint...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Finanzmarkt
Portfolio selection
Volatility
183
Volatilität
183
Option pricing theory
100
Optionspreistheorie
100
Stochastic process
84
Stochastischer Prozess
84
Theorie
51
Theory
51
Estimation
36
Schätzung
35
Börsenkurs
33
Share price
33
Forecasting model
31
Prognoseverfahren
31
Stochastic volatility
28
Capital income
24
Kapitaleinkommen
24
Time series analysis
24
Zeitreihenanalyse
24
ARCH model
23
ARCH-Modell
23
Option trading
21
Optionsgeschäft
21
Implied volatility
20
Derivat
19
Derivative
19
Option pricing
19
Portfolio-Management
17
Estimation theory
15
Rough volatility
15
Schätztheorie
15
Markov chain
12
Markov-Kette
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Statistical distribution
12
Statistische Verteilung
12
Aktienmarkt
11
Black-Scholes model
11
more ...
less ...
Online availability
All
Undetermined
20
Free
5
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Escobar, Marcos
4
Sornette, Didier
3
Cheng, Yuyang
2
Wehrli, Alexander
2
Abergel, Frédéric
1
Agarwal, Ankush
1
Alexander, Carol
1
Baule, Rainer
1
Bekierman, Jeremias
1
Bel Hadj Ayed, Ahmed
1
Bormetti, Giacomo
1
Bu, Ruijun
1
Calcagnile, Lucio Maria
1
Curran, Michael
1
Dakos, Michael
1
De Giuli, Maria Elena
1
Dungey, Mardi H.
1
Endres, Sylvia
1
Entrop, Oliver
1
Ferrando, Sebastian
1
Fiévet, Lucas
1
Flori, Andrea
1
Gençay, Ramazan
1
Gschnaidtner, Christoph
1
Holloway, Jet
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kschonnek, M.
1
Lazzari, Daniela
1
Lichtner, Mark
1
Lillo, Fabrizio
1
Lin, Qian
1
Liu, Li
1
Lorig, Matthew
1
Maciel, Leandro
1
Mahmoodzadeh, S.
1
Marmi, Stefano
1
O'Sullivan, Patrick
1
Orłowski, Piotr
1
Pan, Zhiyuan
1
more ...
less ...
Published in...
All
Quantitative finance
Finance research letters
80
International review of financial analysis
73
NBER working paper series
67
Working paper / National Bureau of Economic Research, Inc.
67
NBER Working Paper
56
Journal of banking & finance
52
Journal of financial economics
50
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of empirical finance
47
Applied economics
46
Economic modelling
43
Journal of risk and financial management : JRFM
41
Research in international business and finance
41
Energy economics
40
International review of economics & finance : IREF
38
Journal of international financial markets, institutions & money
35
The journal of asset management
34
Journal of econometrics
31
Journal of economic dynamics & control
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Research paper series / Swiss Finance Institute
27
SpringerLink / Bücher
26
Applied economics letters
25
Discussion paper / Centre for Economic Policy Research
25
The European journal of finance
25
Working paper
25
International journal of theoretical and applied finance
24
Swiss Finance Institute Research Paper
24
International journal of finance & economics : IJFE
23
CESifo working papers
22
Applied financial economics
21
International journal of economics and finance
21
Discussion paper / Tinbergen Institute
20
Discussion papers / CEPR
20
International journal of forecasting
20
Journal of international money and finance
20
Pacific-Basin finance journal
20
Working papers
20
Cogent economics & finance
19
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
2
How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of multifractality
Salis, Eduardo Amorim Vilela de
;
Maciel, Leandro
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1637-1658
Persistent link: https://www.econbiz.de/10014419183
Saved in:
3
Decision trees unearth return sign predictability in the S&P 500
Fiévet, Lucas
;
Sornette, Didier
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1797-1814
Persistent link: https://www.econbiz.de/10012261997
Saved in:
4
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
Saved in:
5
Collective synchronization and high frequency systemic instabilities in financial markets
Calcagnile, Lucio Maria
;
Bormetti, Giacomo
;
Treccani, …
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 237-247
Persistent link: https://www.econbiz.de/10011905911
Saved in:
6
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
7
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
8
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
9
The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
Saved in:
10
Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->