//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
~subject:"Optionspreistheorie"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatilität"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Optionspreistheorie
Volatilität
1,354
Volatility
1,353
Theorie
405
Theory
405
Börsenkurs
249
Share price
249
Estimation
232
Schätzung
232
Welt
204
World
204
Exchange rate
190
Wechselkurs
190
USA
175
United States
175
ARCH model
149
ARCH-Modell
149
Capital income
136
Kapitaleinkommen
136
Financial market
134
Finanzmarkt
134
Aktienmarkt
128
Stock market
127
Option pricing theory
102
Stochastic process
100
Stochastischer Prozess
100
Time series analysis
90
Zeitreihenanalyse
90
Forecasting model
87
Deutschland
74
Germany
74
Economic growth
72
Wirtschaftswachstum
72
Finanzkrise
71
Business cycle
70
Financial crisis
70
Konjunktur
70
Portfolio selection
68
Portfolio-Management
68
more ...
less ...
Online availability
All
Undetermined
43
Free
8
Type of publication
All
Article
149
Book / Working Paper
34
Type of publication (narrower categories)
All
Book section
Collection of articles written by one author
Article in journal
4,185
Aufsatz in Zeitschrift
4,185
Graue Literatur
1,026
Non-commercial literature
1,026
Working Paper
1,013
Arbeitspapier
945
Hochschulschrift
159
Aufsatz im Buch
149
Thesis
118
Collection of articles of several authors
37
Sammelwerk
37
Sammlung
34
Conference paper
21
Konferenzbeitrag
21
Aufsatzsammlung
16
Bibliografie enthalten
11
Bibliography included
11
Forschungsbericht
11
Lehrbuch
9
Textbook
8
Systematic review
7
Übersichtsarbeit
7
Konferenzschrift
6
Amtsdruckschrift
4
Bibliografie
4
Government document
4
Handbook
4
Handbuch
4
Article
3
Dissertation u.a. Prüfungsschriften
3
Festschrift
3
Accompanied by computer file
2
Conference proceedings
2
Elektronischer Datenträger als Beilage
2
Reprint
2
Rezension
2
Amtliche Publikation
1
CD-ROM, DVD
1
more ...
less ...
Language
All
English
178
German
5
Author
All
Patton, Andrew J.
3
Satchell, Stephen
3
Bellalah, Mondher
2
Chiarella, Carl
2
Christodoulakis, George A.
2
Christoffersen, Peter F.
2
Dockner, Engelbert J.
2
Fabozzi, Frank J.
2
Herwartz, Helmut
2
Jajuga, Krzysztof
2
Kang, Boda
2
Kijima, Masaaki
2
Lee, Roger
2
Meyer, Gunter H.
2
Skiadopoulos, George
2
Tankov, Peter
2
Trautmann, Siegfried
2
Vicedom, Sebastian
2
Wu, Liuren
2
Ziogas, Andrew
2
Zumbach, Gilles O.
2
Ahmed, Salman
1
Ahoniemi, Katja
1
Andersen, Torben
1
Andrikopoulos, Alexandru
1
Appadoo, Srimantoorao S.
1
Atici, Kazim Baris
1
Avellaneda, Marco
1
Aydemir, Abdurrahman
1
Azhar, Rialdi
1
Bannouh, Karim
1
Bao, Lichun
1
Barkoulas, John T.
1
Barndorff-Nielsen, Ole E.
1
Baum, Christopher F.
1
Bayer, Christian
1
Beck, Noah
1
Beer, Simone
1
Beinert, Michaela
1
Belke, Ansgar
1
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
3
Published in...
All
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Forecasting volatility in the financial markets
9
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Handbook of financial time series
4
Application of operations research to financial markets
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Advances in financial risk management : corporates, intermediaries and portfolios
2
Applied quantitative finance
2
ECON PhD dissertations
2
Econometric analysis of financial and economic time series ; part a
2
Financial mathematics, volatility and covariance modelling
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
PhD / Aarhus School of Business
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
2
Risk management : a modern perspective
2
The Oxford handbook of economic forecasting
2
Tinbergen Institute research series
2
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advanced mathematical methods for finance
1
Advances of OR in commodities and financial modeling
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applications
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Artificial intelligence and big data for financial risk management : intelligent applications
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Bewertung und Einsatz von Finanzderivaten
1
Business continuity management and resilience : theories, models, and processes
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Computational methods in decision-making, economics and finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
more ...
less ...
Source
All
ECONIS (ZBW)
183
Showing
31
-
40
of
183
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
Saved in:
32
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
33
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
34
Variance and volatility swaps and futures pricing for stochastic volatility models
Sviščuk, Anatolij
;
Wang, Zijia
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 95-121)
.
2019
Persistent link: https://www.econbiz.de/10012249105
Saved in:
35
Forecasting realized volatility measures with multivariate and univariate models : the case of the US banking sector
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Riccardo, Antonio
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 286-307)
.
2019
Persistent link: https://www.econbiz.de/10012249154
Saved in:
36
Misspecification in an asymmetrically dependent world : implications for volatility forecasting
Ahmed, Salman
;
Srivastava, Nandini
;
Satchell, Stephen
- In:
Asymmetric dependence in finance : diversification, …
,
(pp. 75-109)
.
2018
Persistent link: https://www.econbiz.de/10011978489
Saved in:
37
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
38
Option pricing in an exponential MixedTS Lévy process
Mercuri, Lorenzo
;
Roji, Edit
- In:
Advances of OR in commodities and financial modeling
,
(pp. 353-374)
.
2018
Persistent link: https://www.econbiz.de/10011871410
Saved in:
39
An analytical approximation for single barrier options under stochastic volatility models
Funahashi, Hideharu
;
Higuchi, Tomohide
- In:
Analytical models for financial modeling and risk management
,
(pp. 129-157)
.
2018
Persistent link: https://www.econbiz.de/10011897165
Saved in:
40
VIX computation based on affine stochastic volatility models in discrete time
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 141-164)
.
2018
Persistent link: https://www.econbiz.de/10011898628
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->