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subject:"Volatilität"
~isPartOf:"Journal of financial markets"
~person:"Bossaerts, Peter L."
~person:"Härdle, Wolfgang"
~person:"Pierdzioch, Christian"
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Volatilität
Estimation
2
Schätzung
2
Volatility
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1992-1994
1
Black-Scholes model
1
Black-Scholes-Modell
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Climate change
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Climate risks
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Commodity currency exchange rates
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Derivat
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Estimation theory
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Bossaerts, Peter L.
Härdle, Wolfgang
Pierdzioch, Christian
Lee, Suzanne S.
2
Aboura, Sofiane
1
Andersen, Torben
1
Ashwin, Julian
1
Avramov, Doron
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Bansal, Naresh K.
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Barunik, Jozef
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Baruník, Jozef
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BenSaïda, Ahmed
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Bonato, Matteo
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Finta, Marinela Adriana
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Guermat, Cherif
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Guidolin, Massimo
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Hillion, Pierre Henri
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Hore, Satadru
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Ibikunle, Gbenga
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Jawadi, Fredj
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Luo, Dan
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Journal of financial markets
SFB 649 discussion paper
10
Kieler Arbeitspapiere
8
Department of Economics working paper series
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Kiel working paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion papers of interdisciplinary research project 373
4
Applied quantitative finance
3
Journal of forecasting
2
The European journal of finance
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Annals of financial economics
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Applied economics letters
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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Bundesbank Series 2 Discussion Paper
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CESifo Working Paper Series
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Energy economics
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Finance research letters
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German economic review
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International economics and economic policy : IEEP
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of international money and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Journal of the Operational Research Society
1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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Kredit und Kapital
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R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
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R&D / INSEAD / INSEAD
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Research in international business and finance
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
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ECONIS (ZBW)
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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
2
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
- In:
Journal of financial markets
6
(
2003
)
4
,
pp. 573-605
Persistent link: https://www.econbiz.de/10001780139
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