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~subject:"Volatility"
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Volatility
Theorie
57
Theory
57
Risiko
44
Risk
44
Risikomaß
35
Risk measure
35
Risikomanagement
29
Risk management
29
Portfolio selection
19
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18
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18
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18
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15
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15
Messung
15
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12
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12
Risikomodell
11
Risk model
11
Stochastic process
11
Stochastischer Prozess
11
Capital income
10
Kapitaleinkommen
10
Ankündigungseffekt
8
Announcement effect
8
Börsenkurs
8
Decision under risk
8
Entscheidung unter Risiko
8
Estimation
8
Estimation theory
8
Risk aversion
8
Schätztheorie
8
Share price
8
Volatilität
8
China
7
Risikoaversion
7
Schätzung
7
Securities trading
7
Wertpapierhandel
7
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Article
6
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2
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5
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5
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2
Graue Literatur
2
Non-commercial literature
2
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1
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English
8
Author
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Cai, Jun
8
Cheung, Stephen Y. L.
4
Bollerslev, Tim
2
Song, Frank M.
2
Wong, Michael C. S.
2
Ahn, Hee-joon
1
Huang, Roger D.
1
Lee, Raymond Siu-kuen
1
Melvin, Michael
1
Wang, Xiaozu
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
2
The journal of futures markets
2
Foreign exchange markets
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of international money and finance
1
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ECONIS (ZBW)
8
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1
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
2
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
-
1999
Persistent link: https://www.econbiz.de/10001432958
Saved in:
3
Intraday periodicity, long memory volatility, and macro announcements in the US Treasury bond market
Cai, Jun
;
Bollerslev, Tim
;
Song, Frank M.
-
1999
Persistent link: https://www.econbiz.de/10001432959
Saved in:
4
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
(
contributor
)
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10001580063
Saved in:
5
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
Saved in:
6
Information-based trading in the treasury note interdealer broker market
Huang, Roger D.
;
Cai, Jun
;
Wang, Xiaozu
- In:
Journal of financial intermediation
11
(
2002
)
3
,
pp. 269-296
Persistent link: https://www.econbiz.de/10001718636
Saved in:
7
What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon
;
Cai, Jun
;
Cheung, Stephen Y. L.
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 679-696
Persistent link: https://www.econbiz.de/10001678562
Saved in:
8
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
;
Cheung, Stephen Y. L.
;
Lee, Raymond Siu-kuen
; …
- In:
Foreign exchange markets
,
(pp. 180-200)
.
2005
Persistent link: https://www.econbiz.de/10003290903
Saved in:
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