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~isPartOf:"Applied economics letters"
~subject:"Volatilität"
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Volatilität
Theorie
1,066
Theory
1,066
Estimation
326
Schätzung
326
Estimation theory
197
Schätztheorie
197
Portfolio selection
128
Portfolio-Management
128
Time series analysis
127
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127
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127
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127
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104
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104
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Wang, Xingchun
3
Ryu, Doojin
2
Shin, Dong-wan
2
Yang, Heejin
2
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2
Zhou, Chunyang
2
Afonso, António
1
Alfarano, Simone
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Cholodilin, Konstantin Arkadʹevič
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Applied economics letters
Journal of econometrics
264
NBER working paper series
239
Journal of banking & finance
212
NBER Working Paper
212
International journal of theoretical and applied finance
211
Working paper / National Bureau of Economic Research, Inc.
204
Finance research letters
171
Quantitative finance
157
Journal of empirical finance
135
Economics letters
131
Economic modelling
127
Discussion paper / Tinbergen Institute
124
The journal of futures markets
122
Energy economics
118
Journal of economic dynamics & control
118
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of financial economics
116
International review of financial analysis
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
114
Applied economics
111
Discussion paper / Centre for Economic Policy Research
108
Applied mathematical finance
107
International review of economics & finance : IREF
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
International journal of forecasting
96
Working paper
90
Computational economics
87
Research paper series / Swiss Finance Institute
85
The European journal of finance
84
Journal of international money and finance
81
Journal of risk and financial management : JRFM
78
Journal of international financial markets, institutions & money
75
Finance and stochastics
74
The journal of computational finance
74
The review of financial studies
73
Econometric reviews
72
Journal of financial econometrics : official journal of the Society for Financial Econometrics
71
Journal of forecasting
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
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ECONIS (ZBW)
69
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1
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
2
A dynamic leverage stochastic volatility model
Nguyen, Hoang
;
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 97-102
Persistent link: https://www.econbiz.de/10013553004
Saved in:
3
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
4
Should (co)jump variation be included in asset allocation?
Chen, Zirong
;
Lin, Haonan
;
Zheng, Xu
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1868-1875
Persistent link: https://www.econbiz.de/10013412321
Saved in:
5
A possible explanation of the "Exchange Rate Disconnect Puzzle" : a common solution to three macroeconomic puzzles?
Horioka, Charles
;
Ford, Nicholas
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 918-922
Persistent link: https://www.econbiz.de/10011714410
Saved in:
6
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
7
It's all in the timing again : simple active portfolio strategies that outperform naïve diversification in the cryptocurrency market
Tavares, Ricardo de Souza
;
Caldeira, João F.
;
Raimundo …
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 118-122
Persistent link: https://www.econbiz.de/10012803391
Saved in:
8
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
9
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
10
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
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