Статті в журналах з теми "Asset Volatility"
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Correia, Maria, Johnny Kang, and Scott Richardson. "Asset volatility." Review of Accounting Studies 23, no. 1 (December 22, 2017): 37–94. http://dx.doi.org/10.1007/s11142-017-9431-1.
Повний текст джерелаNagel, Stefan, and Amiyatosh Purnanandam. "Banks’ Risk Dynamics and Distance to Default." Review of Financial Studies 33, no. 6 (October 17, 2019): 2421–67. http://dx.doi.org/10.1093/rfs/hhz125.
Повний текст джерелаKhuzwayo, Bhekinkosi, and Eben Mare. "Aspects of volatility targeting for South African equity investors." South African Journal of Economic and Management Sciences 17, no. 5 (November 28, 2014): 691–99. http://dx.doi.org/10.4102/sajems.v17i5.662.
Повний текст джерелаAyuning 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.
Повний текст джерелаFernholz, Ricardo T., and Christoffer Koch. "Big Banks, Idiosyncratic Volatility, and Systemic Risk." American Economic Review 107, no. 5 (May 1, 2017): 603–7. http://dx.doi.org/10.1257/aer.p20171007.
Повний текст джерелаEzzat, Heba M. "Disposition effect and multi-asset market dynamics." Review of Behavioral Finance 11, no. 2 (June 28, 2019): 144–64. http://dx.doi.org/10.1108/rbf-01-2018-0003.
Повний текст джерелаPaule-Vianez, Jessica, Camilo Prado-Román, and Raúl Gómez-Martínez. "Economic policy uncertainty and Bitcoin. Is Bitcoin a safe-haven asset?" European Journal of Management and Business Economics 29, no. 3 (March 11, 2020): 347–63. http://dx.doi.org/10.1108/ejmbe-07-2019-0116.
Повний текст джерелаBlanco, 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.
Повний текст джерелаCirelli, Simone, Sebastiano Vitali, Sergio Ortobelli Lozza, and Vittorio Moriggia. "A conservative discontinuous target volatility strategy." Investment Management and Financial Innovations 14, no. 2 (July 12, 2017): 176–90. http://dx.doi.org/10.21511/imfi.14(2-1).2017.03.
Повний текст джерелаLa Bua, Gaetano, and Daniele Marazzina. "On the application of Wishart process to the pricing of equity derivatives: the multi-asset case." Computational Management Science 18, no. 2 (March 9, 2021): 149–76. http://dx.doi.org/10.1007/s10287-021-00388-7.
Повний текст джерелаAnwar, Saiful. "The Influence of Ownership Structure, Asset Structure, and Earning Volatility on Debt Policy in Indonesia." Journal of Accounting and Strategic Finance 2, no. 1 (June 30, 2019): 93–106. http://dx.doi.org/10.33005/jasf.v2i1.54.
Повний текст джерелаRosenbaum, Mathieu, and Mehdi Tomas. "From microscopic price dynamics to multidimensional rough volatility models." Advances in Applied Probability 53, no. 2 (June 2021): 425–62. http://dx.doi.org/10.1017/apr.2020.60.
Повний текст джерелаChen, Andrew Y. "Precautionary Volatility and Asset Prices." Finance and Economics Discussion Series 2014, no. 59 (August 2014): 1–62. http://dx.doi.org/10.17016/feds.2014.59.
Повний текст джерелаGauger, Jean, and Harold A. Black. "Asset Substitution and Monetary Volatility." Journal of Money, Credit and Banking 23, no. 4 (November 1991): 677. http://dx.doi.org/10.2307/1992703.
Повний текст джерела최시열, 안성필, and Gwangheon Hong. "Risk Shifting and Asset Volatility." KOREAN JOURNAL OF FINANCIAL MANAGEMENT 32, no. 4 (December 2015): 177–202. http://dx.doi.org/10.22510/kjofm.2015.32.4.007.
Повний текст джерелаAttanasio, Orazio P., James Banks, and Sarah Tanner. "Asset Holding and Consumption Volatility." Journal of Political Economy 110, no. 4 (August 2002): 771–92. http://dx.doi.org/10.1086/340774.
Повний текст джерелаKallianpur, G. "Asset Pricing with Stochastic Volatility." Applied Mathematics and Optimization 43, no. 1 (January 1, 2001): 47–62. http://dx.doi.org/10.1007/s002450010018.
Повний текст джерелаZhang, Yu. "Asset price volatility and banks." Journal of Mathematical Economics 71 (August 2017): 96–103. http://dx.doi.org/10.1016/j.jmateco.2017.05.001.
Повний текст джерелаHu, Xiao, Xinming Tian, and Kuitai Wang. "Volatility morphology of asset value and credit spread puzzle." International Journal of Financial Engineering 08, no. 03 (July 7, 2021): 2142007. http://dx.doi.org/10.1142/s242478632142007x.
Повний текст джерелаMa, Chaoqun, Shengjie Yue, and Yishuai Ren. "Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility." Discrete Dynamics in Nature and Society 2018 (October 23, 2018): 1–16. http://dx.doi.org/10.1155/2018/3402703.
Повний текст джерелаLisnawati, Lisna, and Vinola Herawati. "Ukuran Perusahaan Memoderasi Pengaruh Penilaian Aset Biologi dan Income Smoothing terhadap Volatilitas Laba." Akuntabilitas 15, no. 1 (June 1, 2022): 113–24. http://dx.doi.org/10.15408/akt.v15i1.25019.
Повний текст джерелаBARUCCI, EMILIO, and MARIA ELVIRA MANCINO. "COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA." International Journal of Theoretical and Applied Finance 13, no. 05 (August 2010): 767–87. http://dx.doi.org/10.1142/s0219024910005991.
Повний текст джерелаPolato, Maurizio, and Giulio Velliscig. "Operational risk, market risk and value of the asset managers." Risk Governance and Control: Financial Markets and Institutions 12, no. 4 (2022): 46–54. http://dx.doi.org/10.22495/rgcv12i4p3.
Повний текст джерелаPosedel Šimović, Petra, and Azra Tafro. "Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model." Mathematics 9, no. 17 (August 25, 2021): 2038. http://dx.doi.org/10.3390/math9172038.
Повний текст джерелаLeite, André Luís, Antonio Carlos Figueiredo Pinto, and Marcelo Cabus Klotzle. "Effects of Idiosyncratic Volatility in Asset Pricing." Revista Contabilidade & Finanças 27, no. 70 (April 2016): 98–112. http://dx.doi.org/10.1590/1808-057x201501940.
Повний текст джерелаZhu, Qing, Shuyu Bai, and Jia Wang. "Liquidity, Asset Price Volatility, and Monetary Policy Choices: Empirical Evidence from China." Complexity 2022 (May 26, 2022): 1–19. http://dx.doi.org/10.1155/2022/4710234.
Повний текст джерелаKhil, Jaeuk, Song Hee Kim, and Eun Jung Lee. "The Determinants of Idiosyncratic Volatility." Journal of Derivatives and Quantitative Studies 25, no. 4 (November 30, 2017): 509–45. http://dx.doi.org/10.1108/jdqs-04-2017-b0002.
Повний текст джерелаHuang, Kun, Qiuge Yao, and Chong Li. "Impacts of Financial Market Shock on Bank Asset Allocation from the Perspective of Financial Characteristics of Banks." International Journal of Financial Studies 7, no. 2 (June 12, 2019): 29. http://dx.doi.org/10.3390/ijfs7020029.
Повний текст джерелаLi, Yu. "A mean bound financial model and options pricing." International Journal of Financial Engineering 04, no. 04 (December 2017): 1750047. http://dx.doi.org/10.1142/s2424786317500475.
Повний текст джерелаVardar, Gulin, and Berna Aydogan. "Return and volatility spillovers between Bitcoin and other asset classes in Turkey." EuroMed Journal of Business 14, no. 3 (October 7, 2019): 209–20. http://dx.doi.org/10.1108/emjb-10-2018-0066.
Повний текст джерелаAlòs, Elisa, Jorge A. León, Monique Pontier, and Josep Vives. "A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility." Journal of Applied Mathematics and Stochastic Analysis 2008 (February 10, 2008): 1–17. http://dx.doi.org/10.1155/2008/359142.
Повний текст джерелаOchoa, Marcelo. "Volatility, Labor Heterogeneity and Asset Prices." Finance and Economics Discussion Series 2013, no. 71 (October 2013): 1–48. http://dx.doi.org/10.17016/feds.2013.71.
Повний текст джерелаCaginalp, Carey, and Gunduz Caginalp. "Asset price volatility and price extrema." Discrete & Continuous Dynamical Systems - B 25, no. 5 (2020): 1935–58. http://dx.doi.org/10.3934/dcdsb.2020010.
Повний текст джерелаBrière, Marie, Alexandre Burgues, and Ombretta Signori. "Volatility Exposure for Strategic Asset Allocation." Journal of Portfolio Management 36, no. 3 (April 30, 2010): 105–16. http://dx.doi.org/10.3905/jpm.2010.36.3.105.
Повний текст джерелаBekierman, Jeremias. "Asset volatility with prospect theory investors." Quantitative Finance 19, no. 4 (December 13, 2018): 533–43. http://dx.doi.org/10.1080/14697688.2018.1520393.
Повний текст джерелаGyles, Anthony F. "Asset Price Dynamics, Volatility, and Prediction." Journal of the Royal Statistical Society: Series A (Statistics in Society) 170, no. 4 (October 2007): 1187–89. http://dx.doi.org/10.1111/j.1467-985x.2007.00506_18.x.
Повний текст джерелаJacquier, Eric, and Alan J. Marcus. "Asset Allocation Models and Market Volatility." Financial Analysts Journal 57, no. 2 (March 2001): 16–30. http://dx.doi.org/10.2469/faj.v57.n2.2430.
Повний текст джерелаKubler, Felix, and Karl Schmedders. "Financial Innovation and Asset Price Volatility." American Economic Review 102, no. 3 (May 1, 2012): 147–51. http://dx.doi.org/10.1257/aer.102.3.147.
Повний текст джерелаBANSAL, RAVI, DANA KIKU, IVAN SHALIASTOVICH, and AMIR YARON. "Volatility, the Macroeconomy, and Asset Prices." Journal of Finance 69, no. 6 (November 10, 2014): 2471–511. http://dx.doi.org/10.1111/jofi.12110.
Повний текст джерелаDrees, Burkhard, and Bernhard Eckwert. "Intrinsic bubbles and asset price volatility." Economic Theory 9, no. 3 (October 1997): 499–510. http://dx.doi.org/10.1007/bf01213851.
Повний текст джерелаNEELY, CHRISTOPHER J., and BRETT W. FAWLEY. "CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY." Pacific Economic Review 17, no. 3 (August 2012): 391–414. http://dx.doi.org/10.1111/j.1468-0106.2012.00590.x.
Повний текст джерелаAdrian, Tobias. "Inference, arbitrage, and asset price volatility." Journal of Financial Intermediation 18, no. 1 (January 2009): 49–64. http://dx.doi.org/10.1016/j.jfi.2008.06.001.
Повний текст джерелаAziz, Jahangir. "Discretionary Trading and Asset Price Volatility." IMF Working Papers 95, no. 104 (1995): 1. http://dx.doi.org/10.5089/9781451947922.001.
Повний текст джерелаLi, Yan, and Liyan Yang. "Asset-Pricing Implications of Dividend Volatility." Management Science 59, no. 9 (September 2013): 2036–55. http://dx.doi.org/10.1287/mnsc.1120.1676.
Повний текст джерелаSong, Zhongzhi. "Asset Growth and Idiosyncratic Return Volatility *." Review of Finance 20, no. 3 (July 25, 2015): 1235–58. http://dx.doi.org/10.1093/rof/rfv033.
Повний текст джерелаTagkalakis, Athanasios. "Asset price volatility and government revenue." Economic Modelling 28, no. 6 (November 2011): 2532–43. http://dx.doi.org/10.1016/j.econmod.2011.07.015.
Повний текст джерелаTagkalakis, Athanasios. "Fiscal policy and asset price volatility." Empirica 39, no. 1 (January 29, 2011): 123–56. http://dx.doi.org/10.1007/s10663-011-9167-2.
Повний текст джерелаDrees, Burkhard, and Bernhard Eckwert. "Intrinsic bubbles and asset price volatility." Economic Theory 9, no. 3 (April 4, 1997): 499–510. http://dx.doi.org/10.1007/s001990050138.
Повний текст джерелаAttanasio, Orazio P. "Asset price volatility and information structures." Economics Letters 33, no. 2 (June 1990): 159–64. http://dx.doi.org/10.1016/0165-1765(90)90162-t.
Повний текст джерелаTarhan, Vefa. "Policy and volatility of asset returns." Journal of Economics and Business 45, no. 3-4 (August 1993): 269–83. http://dx.doi.org/10.1016/0148-6195(93)90017-i.
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