Journal articles on the topic 'Volatility'
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Colin, Simanjuntak Ronald, and Febrio Nathan Kacaribu. "Pengaruh Volatilitas Makroekonomi terhadap Alokasi Kredit Bank." Jurnal Ekonomi dan Pembangunan Indonesia 21, no. 2 (October 24, 2021): 257–76. http://dx.doi.org/10.21002/jepi.v21i2.1311.
Full textAstuti, Tri, Sri Ambarwati, and Myranda Shavira. "DETERMINAN VOLATILITAS HARGA SAHAM." RELEVAN : Jurnal Riset Akuntansi 1, no. 2 (May 31, 2021): 73–82. http://dx.doi.org/10.35814/relevan.v1i2.2262.
Full textAyuning Putri, Anisa Ferata. "FAKTOR-FAKTOR PENENTU VOLATILITAS HARGA SAHAM SEKTOR PERUSAHAAN PROPERTI, REAL ESTATE DAN BUILDING CONSTRUCTION." Jurnal Akuntansi dan Keuangan 8, no. 2 (September 2, 2020): 109. http://dx.doi.org/10.29103/jak.v8i2.2563.
Full textFerina, Mahmudah Wulan, and Sunarto Sunarto. "Pengaruh Kebijakan Dividen, Leverage, Volume Perdagangan Saham Terhadap Volatilitas Harga Saham." Journal of Economic, Bussines and Accounting (COSTING) 7, no. 3 (February 3, 2024): 4154–61. http://dx.doi.org/10.31539/costing.v7i3.8632.
Full textDanial, Rahmadiva Dianitha, and Brady Rikumahu. "PENGARUH VOLATILITAS NILAI TUKAR, IDR-USD TERHADAP RETURN SAHAM DI BURSA EFEK INDONESIA: PENERAPAN MODEL GARCH." Jurnal Riset Akuntansi dan Keuangan 14, no. 2 (July 16, 2019): 95. http://dx.doi.org/10.21460/jrak.2018.142.327.
Full textHidayati, Nurul, and Puji Sucia Sukmaningrum. "FAKTOR YANG MEMPENGARUHI VOLATILITAS HARGA SAHAM PADA EMITEN YANG TERDAFTAR DI JAKARTA ISLAMIC INDEX." Jurnal Ekonomi Syariah Teori dan Terapan 8, no. 6 (December 5, 2021): 706. http://dx.doi.org/10.20473/vol8iss20216pp706-713.
Full textBlanco, Belen. "Capturing the volatility smile: parametric volatility models versus stochastic volatility models." Public and Municipal Finance 5, no. 4 (December 26, 2016): 15–22. http://dx.doi.org/10.21511/pmf.05(4).2016.02.
Full textPírko, Štěpán. "Investice do volatility jako odpověď na nízké výnosy." Socio-Economic and Humanities Studies 7, no. 1 (June 3, 2018): 125–38. http://dx.doi.org/10.61357/sehs.v7i1.74.
Full textMahatma, Yudi, and Ibnu Hadi. "Stochastic Volatility Estimation of Stock Prices using the Ensemble Kalman Filter." InPrime: Indonesian Journal of Pure and Applied Mathematics 3, no. 2 (November 10, 2021): 136–43. http://dx.doi.org/10.15408/inprime.v3i2.20256.
Full textNugrahapsari, Rizka Amalia, and Idha Widi Arsanti. "Analisis Volatilitas Harga Cabai Keriting di Indonesia dengan Pendekatan ARCH GARCH." Jurnal Agro Ekonomi 36, no. 1 (September 18, 2018): 25. http://dx.doi.org/10.21082/jae.v36n1.2018.25-37.
Full textAfdil Malik Ibrohim, Darmansyah, and Muhammad Yusuf. "Persistensi Laba Dimediasi Corporate Social Responsibility Pada Perusahaan Manufaktur Sektor Insustri Konsumsi Makanan Dan Minuman Di Bursa Efek Indonesia." Jurnal Riset Akuntansi & Perpajakan (JRAP) 6, no. 02 (December 31, 2019): 91–110. http://dx.doi.org/10.35838/jrap.2019.006.02.20.
Full textAfdil Malik Ibrohim, Darmansyah, and Muhammad Yusuf. "Persistensi Laba Dimediasi Corporate Social Responsibility Pada Perusahaan Manufaktur Sektor Insustri Konsumsi Makanan Dan Minuman Di Bursa Efek Indonesia." Jurnal Riset Akuntansi & Perpajakan (JRAP) 6, no. 02 (December 31, 2019): 91–110. http://dx.doi.org/10.35838/jrap.v6i02.1248.
Full textVahlevi, T. Muhd Redha, and Harjum Muharam. "Quantitative Easing Program and Financial Market Volatility in Indonesia." JEJAK 10, no. 1 (March 10, 2017): 80–89. http://dx.doi.org/10.15294/jejak.v10i1.9128.
Full textSari, Linda Karlina, Noer Azam Achsani, and Bagus Sartono. "Pemodelan Volatilitas Return Saham: Studi Kasus Pasar Saham Asia." Jurnal Ekonomi dan Pembangunan Indonesia 18, no. 1 (July 1, 2017): 35–52. http://dx.doi.org/10.21002/jepi.v18i1.717.
Full textJuwita*, Ratna, Dewi Melinia Ramadhani, and Anis Wahyu Intan Maris. "The Determinants of Cryptocurrency Returns." Jurnal Ilmu Keuangan dan Perbankan (JIKA) 12, no. 2 (June 27, 2023): 235–46. http://dx.doi.org/10.34010/jika.v12i2.9461.
Full textSetiawan, Rahmat, and Rr Alvita Aulia Nareswari. "Volatilitas Arus Kas terhadap Kredit Perdagangan dengan Ukuran Perusahaan sebagai Variabel Moderasi." MBIA 22, no. 3 (December 8, 2023): 340–55. http://dx.doi.org/10.33557/mbia.v22i3.2489.
Full textLiu, Bingqi. "Volatility, Uncertainty, and Option Pricing." Advances in Economics, Management and Political Sciences 66, no. 1 (January 5, 2024): 108–20. http://dx.doi.org/10.54254/2754-1169/66/20241213.
Full textRAHAYUNI, IDA AYU EGA, KOMANG DHARMAWAN, and LUH PUTU IDA HARINI. "PERBANDINGAN KEEFISIENAN METODE NEWTON-RAPHSON, METODE SECANT, DAN METODE BISECTION DALAM MENGESTIMASI IMPLIED VOLATILITIES SAHAM." E-Jurnal Matematika 5, no. 1 (January 30, 2016): 1. http://dx.doi.org/10.24843/mtk.2016.v05.i01.p113.
Full textKhairiyah, Marsella, and Sri Trisnaningsih. "Pengaruh Kinerja Keuangan, Earning Volatility, Dan Growth Opportunity Terhadap Volatilitas Harga Saham (Studi Empiris Perusahaan Sektor Energi Yang Terdaftar Di BEI Tahun 2019-2022)." Journal of Economic, Bussines and Accounting (COSTING) 7, no. 4 (June 30, 2024): 9720–28. http://dx.doi.org/10.31539/costing.v7i4.9865.
Full textDewi, Cynthia Sari. "PENGARUH DIVIDEND YIELD, EARNING VOLATILITY DAN LEVERAGE TERHADAP STOCK PRICE VOLATILITY PADA SEKTOR PERTAMBANGAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2015 - 2018." Ultima Management : Jurnal Ilmu Manajemen 11, no. 1 (January 15, 2020): 27–38. http://dx.doi.org/10.31937/manajemen.v11i1.1233.
Full textJaye, Nathan. "The Volatility of Volatility." CFA Institute Magazine 24, no. 5 (September 2013): 36–39. http://dx.doi.org/10.2469/cfm.v24.n5.11.
Full textHuang, Darien, Christian Schlag, Ivan Shaliastovich, and Julian Thimme. "Volatility-of-Volatility Risk." Journal of Financial and Quantitative Analysis 54, no. 6 (November 5, 2018): 2423–52. http://dx.doi.org/10.1017/s0022109018001436.
Full textDumas, Bernard, and Elisa Luciano. "From volatility smiles to the volatility of volatility." Decisions in Economics and Finance 42, no. 2 (August 21, 2019): 387–406. http://dx.doi.org/10.1007/s10203-019-00263-w.
Full textAcuña, Andrés, and Cristián Pinto. "Eficiencia del mercado accionario Chileno: un enfoque dinámico usando test de volatilidad." Lecturas de Economía, no. 70 (September 11, 2009): 39–61. http://dx.doi.org/10.17533/udea.le.n70a2254.
Full textSukmana, Samuel Yohanes. "Pengaruh share repurchase dan likuiditas terhadap volatilitas saham." Jurnal Manajemen Bisnis dan Kewirausahaan 7, no. 5 (September 29, 2023): 1194–203. http://dx.doi.org/10.24912/jmbk.v7i5.23995.
Full textWidodo, Purwanto. "Is the Volatility of the Islamic Stock Index Lower than the Conventional Stock Index during Covid-19 Pandemic? Empirical Evidence in Indonesia Stock Exchange." Journal of Islamic Economics and Finance Studies 3, no. 1 (July 10, 2022): 24. http://dx.doi.org/10.47700/jiefes.v3i1.4364.
Full textYulia, Aida, and Ikramaturrabiah Ikramaturrabiah. "Pengaruh Internal Control, Volatilitas Saham, dan Volume Perdagangan Terhadap Bid-Ask Spread Pada Perusahaan yang Terdaftar dalam Indeks LQ45 Tahun 2011-2015." JURNAL PENDIDIKAN AKUNTANSI & KEUANGAN 6, no. 1 (January 19, 2018): 1. http://dx.doi.org/10.17509/jpak.v6i1.15826.
Full textMukmin, Amirul, and Firmansyah Firmansyah. "ANALISIS PERBANDINGAN VOLATILITAS INDEKS HARGA SAHAM IHSG DAN JII." JURNAL EKONOMI DAN PERBANKAN SYARIAH 3, no. 1 (June 23, 2020): 69–84. http://dx.doi.org/10.46899/jeps.v3i1.155.
Full textRatu Tasya Alieska and Edi Sukarmanto. "Pengaruh Kepemilikan Institusional, Kepemilikan Manajerial terhadap Volatilitas Idiosinkratik Return Saham dan Asimetri Informasi Sebagai Variabel Moderating." Bandung Conference Series: Accountancy 4, no. 1 (February 7, 2024): 167–77. http://dx.doi.org/10.29313/bcsa.v4i1.11180.
Full textRatu Tasya Alieska and Edi Sukarmanto. "Pengaruh Kepemilikan Institusional, Kepemilikan Manajerial terhadap Volatilitas Idiosinkratik Return Saham dan Asimetri Informasi sebagai Variabel Moderating." Bandung Conference Series: Business and Management 4, no. 1 (February 29, 2024): 347–58. http://dx.doi.org/10.29313/bcsbm.v4i1.10950.
Full textRømer, Sigurd Emil, and Rolf Poulsen. "How Does the Volatility of Volatility Depend on Volatility?" Risks 8, no. 2 (June 3, 2020): 59. http://dx.doi.org/10.3390/risks8020059.
Full textLovita, Ajeng, and Anggana Lisiantara. "Pengaruh Volatilitas Arus Kas, Volatilitas Penjualan, Book Tax Difference, Tingkat Hutang Dan Kepemilikan Institusional Terhadap Persistensi Laba." JIMAT (Jurnal Ilmiah Mahasiswa Akuntansi) Undiksha 14, no. 04 (December 9, 2023): 1068–80. http://dx.doi.org/10.23887/jimat.v14i04.58221.
Full textNainggolan, Wanri, Nelson Nainggolan, and Hanny A. H. Komalig. "Analisis Volatilitas Harga Eceran Komoditas Beberapa Pangan Utama di Kota Manado Menggunakan Model ARCH." Jurnal MIPA 7, no. 2 (July 31, 2018): 6. http://dx.doi.org/10.35799/jm.7.2.2018.20617.
Full textHao, Miao, Rong Chen, and Xinhong Fu. "Effect of Pig Price Volatility on Sichuan Pig Farmers’ Behavioral Response in China." Journal of Agricultural Science 6, no. 4 (March 15, 2014): 55. http://dx.doi.org/10.5539/jas.v6n4p55.
Full textCorsi, Fulvio, Stefan Mittnik, Christian Pigorsch, and Uta Pigorsch. "The Volatility of Realized Volatility." Econometric Reviews 27, no. 1-3 (February 19, 2008): 46–78. http://dx.doi.org/10.1080/07474930701853616.
Full textHsu, Stephen D. H., and Brian M. Murray. "On the volatility of volatility." Physica A: Statistical Mechanics and its Applications 380 (July 2007): 366–76. http://dx.doi.org/10.1016/j.physa.2007.02.041.
Full textPrabowo, Agung, Zulfatul Mukarromah, Lisnawati Lisnawati, and Pramono Sidi. "PENENTUAN HARGA OPSI BELI ATAS SAHAM PT. ANTAM (PERSERO) MENGGUNAKAN MODEL BINOMIAL FUZZY." Jurnal Matematika Sains dan Teknologi 19, no. 1 (March 16, 2018): 8–24. http://dx.doi.org/10.33830/jmst.v19i1.124.2018.
Full textSholihah, Fathimah, and Nunung Kusnadi. "Dampak Pengembangan Biofuels terhadap Volatilitas Harga Beberapa Komoditas Pangan di Pasar Dunia." Jurnal Agro Ekonomi 37, no. 2 (April 20, 2020): 157. http://dx.doi.org/10.21082/jae.v37n2.2019.157-170.
Full textBen Abdallah, Marwa, Maria Fekete Farkas, and Zoltan Lakner. "Analysis of meat price volatility and volatility spillovers in Finland." Agricultural Economics (Zemědělská ekonomika) 66, No. 2 (February 24, 2020): 84–91. http://dx.doi.org/10.17221/158/2019-agricecon.
Full textSULISTIOWATI, Susanti Evie, Ratya Anindita, and Rosihan Asmara. "Volatilitas Pasar Bawang Merah di Kabupaten Probolinggo Provinsi Jawa Timur." Jurnal Agro Ekonomi 39, no. 1 (June 7, 2021): 15. http://dx.doi.org/10.21082/jae.v39n1.2021.15-27.
Full textPuspitasari, Dinnar. "ANALISIS PERBANDINGAN VOLATILITAS HARGA ISSI DENGAN IHSG: STUDI KASUS MASA TURMOIL PERIODE 2019-2020." An-Nisbah: Jurnal Ekonomi Syariah 8, no. 2 (October 28, 2021): 271–303. http://dx.doi.org/10.21274/an.v8i2.4382.
Full textRhee, Byung Kun, and Sang Won Hwang. "An Empirical Research on the Informational Efficiency of Model Free Implied Volatility." Journal of Derivatives and Quantitative Studies 16, no. 2 (November 30, 2008): 67–94. http://dx.doi.org/10.1108/jdqs-02-2008-b0003.
Full textOhk, Ki Yool, and Minkyu Lee. "Low-Volatility Strategies using Range Volatility." Korean Data Analysis Society 21, no. 2 (April 30, 2019): 911–21. http://dx.doi.org/10.37727/jkdas.2019.21.2.911.
Full textNeo, Poh Ling, and Chyng Wen Tee. "Volatility Timing under Low-Volatility Strategy." Journal of Portfolio Management 48, no. 1 (October 1, 2021): 133–46. http://dx.doi.org/10.3905/jpm.2021.1.293.
Full textCheng, Jingfei. "Volatility Forecasting and Volatility Risk Premium." Journal of Applied Mathematics and Physics 03, no. 01 (2015): 98–102. http://dx.doi.org/10.4236/jamp.2015.31014.
Full textJoon Byun, Suk, Dong Woo Rhee, and Sol Kim. "Intraday volatility forecasting from implied volatility." International Journal of Managerial Finance 7, no. 1 (February 22, 2011): 83–100. http://dx.doi.org/10.1108/17439131111109017.
Full textIngber, L., and J. K. Wilson. "Volatility of volatility of financial markets." Mathematical and Computer Modelling 29, no. 5 (March 1999): 39–57. http://dx.doi.org/10.1016/s0895-7177(99)00048-5.
Full textHorvath, Blanka, Antoine Jacquier, and Peter Tankov. "Volatility Options in Rough Volatility Models." SIAM Journal on Financial Mathematics 11, no. 2 (January 2020): 437–69. http://dx.doi.org/10.1137/18m1169242.
Full textDa Fonseca, José, and Wenjun Zhang. "Volatility of volatility is (also) rough." Journal of Futures Markets 39, no. 5 (January 15, 2019): 600–611. http://dx.doi.org/10.1002/fut.21995.
Full textPatton, Andrew J., and Kevin Sheppard. "Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility." Review of Economics and Statistics 97, no. 3 (July 2015): 683–97. http://dx.doi.org/10.1162/rest_a_00503.
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