„Volatility“

Suchergebnisse

3.341 Treffer

• The Volatility Spillover Between Global Crude Oil and Gold Market: Evidence from Wavelet Coherence and Cross-power Spectrum Models
  Sahadudheen, I. ; Kumar, P. K. Santhosh
• Fast Computation of Randomly Walking Volatility with Chained Gamma Distributions
  Zhang, Di ; Zhou, Youzhou
• Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models
  Zhang, Yuetong ; Peng, Ying ; Song, Yuping
• Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets
  Zhu, Min ; Song, Yuping ; Zheng, Xin
• Impact of Listed Firms’ Correlation on Idiosyncratic Volatility Co-movement—A Network and Wavelet Analysis
  Zhao, Yang ; Chen, Jian
• Non-Informative Order Flow and Its Impact on Capital Markets – An analytical passion project on liquidity, volatility, and price formation in the age of retail trading
  Kalt, Rufus 2026 BoD - Books on Demand
• Stock Returns Prediction Based on Implied Volatility Spread Under Network Perspective
  Cui, Hairong ; Wang, Xurui ; Chu, Xiaojun
• Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model
  Zhao, Yuhe ; Ju, Ronghua
• Calibration of Local Volatility Surfaces from Observed Market Call and Put Option Prices
  Yoo, Changwoo ; Kwak, Soobin ; Hwang, Youngjin ; Jang, Hanbyeol ; Kim, Hyundong ; Kim, Junseok
• Correction to: Volatility impacts on the European banking sector: GFC and COVID-19
  Batten, Jonathan A. ; Choudhury, Tonmoy ; Kinateder, Harald ; Wagner, Niklas F.
• Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models
  Benschop, Thijs ; López Cabrera, Brenda 2014 Humboldt-Universität zu Berlin
• Risk management for cryptocurrency portfolios
  He, Yifan ; Lauria, Davide ; Lindquist, W. Brent ; Rachev, Svetlozar (Zari) 2025 De Gruyter
• The impact of tones of executive communication on firm risk-taking: Evidence from performance volatility and acquisition spending
  Zhao, Hanqing ; Liu, Heng ; Yang, Man ; Li, Huiyang
• Development of a Microrectification Apparatus for Analytical and Preparative Applications †
  Ziogas, A. ; Cominos, V. ; Kolb, G. ; Kost, H.‐J. ; Werner, B. ; Hessel, Volker
• Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität
  Krasnosselski, Nikolai ; Cremers, Heinz ; Sanddorf-Köhle, Walter 2014 Frankfurt School of Finance & Management gGmbH
• Risk premia in the term structure of crude oil futures: long-run and short-run volatility components
  Boyd, Naomi E. ; Li, Bingxin ; Liu, Rui
• Calibration and simulation of Heston model
  Mrázek, Milan ; Pospíšil, Jan
• Examining volatility spillover between Asian stock markets
  Jebran, Khalil ; Iqbal, Amjad
• Maturity cycles in implied volatility
  Fouque, Jean-Pierre ; Papanicolaou, George ; Sircar, Kaushik Ronnie ; Solna, Knut
• The Gumbel test and jumps in the volatility process
  Palmes, Christian ; Woerner, Jeannette H. C.