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subject:"Prognoseverfahren"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Oil price"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Volatilität"
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Prognoseverfahren
Oil price
Optionspreistheorie
Volatility
146
Volatilität
146
Theorie
70
Theory
70
Stochastic process
46
Stochastischer Prozess
46
Option pricing theory
35
Estimation
30
Schätzung
30
Börsenkurs
24
Share price
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22
Konjunktur
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Stochastic volatility
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CAPM
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Kapitaleinkommen
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Portfolio-Management
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Time series analysis
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Zeitreihenanalyse
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Schock
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Shock
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Forecasting model
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Geldpolitik
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Monetary policy
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Risk
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ARCH model
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ARCH-Modell
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Risiko
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Option trading
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Optionsgeschäft
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Aktienmarkt
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Risikoprämie
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English
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Branger, Nicole
3
Chang, Chien-hung
3
Lin, Yueh-neng
3
Cai, Ning
2
Cheng, Jun
2
Cui, Zhenyu
2
Ibraimi, Meriton
2
Ielpo, Florian
2
Kim, Bara
2
Kim, Jerim
2
Leippold, Markus
2
Li, Chenxu
2
Rodrigues, Paulo Jorge Maurício
2
Wan, Xiangwei
2
Yang, Nian
2
Zhang, Jin E.
2
Aihara, ShinIchi
1
Badescu, Alexandru
1
Bagchi, Arunabha
1
Berger, Theo
1
Bernales, Alejandro
1
Bo, Lijun
1
Bu, Di
1
Chauveau, Thierry
1
Chauvet, Marcelle
1
Chen, Louisa
1
Chen, Nan
1
Chen, Zheng
1
Chiarella, Carl
1
Choi, Jaehyuk
1
Chorro, Christophe
1
Da Foncesca, José
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Dai, Min
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Das, Sanjiv R.
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De Groot, Oliver
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Duan, Jin-Chuan
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Elliott, Robert J.
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Journal of economic dynamics & control
Energy economics
415
Finance research letters
174
International journal of theoretical and applied finance
159
International Journal of Energy Economics and Policy : IJEEP
126
Quantitative finance
124
International journal of forecasting
120
Journal of banking & finance
117
Journal of forecasting
116
The North American journal of economics and finance : a journal of financial economics studies
114
Economic modelling
110
International review of economics & finance : IREF
110
International review of financial analysis
109
The journal of futures markets
108
Applied economics
99
Journal of econometrics
87
Applied mathematical finance
73
Journal of empirical finance
70
The journal of computational finance
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Working paper
61
Applied economics letters
57
Computational economics
54
The European journal of finance
52
Research in international business and finance
51
Review of derivatives research
50
International journal of financial engineering
48
European journal of operational research : EJOR
47
Journal of financial economics
47
Journal of risk and financial management : JRFM
47
Discussion paper / Tinbergen Institute
45
Risks : open access journal
45
Applied financial economics
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of international financial markets, institutions & money
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Finance and stochastics
40
Journal of mathematical finance
40
International journal of finance & economics : IJFE
39
Economics letters
38
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ECONIS (ZBW)
49
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1
The stock implied volatility and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
2
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
3
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
4
Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
5
The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
Choi, Jaehyuk
;
Wu, Lixin
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628256
Saved in:
6
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
7
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
8
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
9
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
10
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
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