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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~language:"eng"
~language:"spa"
~language:"tur"
~language:"ukr"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Spieltheorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Estimation
Hungary
KMU
Monetary policy
Spieltheorie
Volatilität
Theorie
268
Theory
268
Option pricing theory
174
Optionspreistheorie
174
Volatility
171
Portfolio selection
169
Portfolio-Management
169
Stochastic process
150
Stochastischer Prozess
150
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81
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81
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75
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Sornette, Didier
5
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4
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3
Felpel, Mike
3
Horvath, Blanka Nora
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McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
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2
Alòs, Elisa
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Bayer, Christian
2
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2
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2
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2
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2
Cheng, Yuyang
2
Cui, Zhenyu
2
De Marco, Stefano
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Fukasawa, Masaaki
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Garces, Len Patrick Dominic M.
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Khashanah, Khaldoun
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Kim, Jeong-Hoon
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Liu, Xiaoquan
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2
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Quantitative finance
Finance research letters
960
Applied economics
912
Economic modelling
903
Economics letters
901
Energy economics
788
International review of economics & finance : IREF
664
Applied economics letters
637
Journal of international money and finance
563
Journal of economic behavior & organization : JEBO
529
International review of financial analysis
525
Games and economic behavior
514
European journal of operational research : EJOR
497
The North American journal of economics and finance : a journal of financial economics studies
491
Journal of banking & finance
420
Research in international business and finance
405
Journal of economic dynamics & control
399
Journal of econometrics
393
European economic review : EER
376
Journal of economic theory
348
Journal of macroeconomics
310
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
309
Management science : journal of the Institute for Operations Research and the Management Sciences
307
Journal of business research : JBR
306
Journal of international financial markets, institutions & money
281
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
280
Journal of monetary economics
275
Journal of financial economics
272
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
267
Macroeconomic dynamics
249
Journal of empirical finance
244
Dynamic games and applications : DGA
243
International journal of production economics
232
Pacific-Basin finance journal
227
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
222
International journal of finance & economics : IJFE
215
International journal of economics and finance
213
Technological forecasting & social change : an international journal
201
International journal of forecasting
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
212
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1
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 433-449
Persistent link: https://www.econbiz.de/10014552074
Saved in:
2
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
3
Dynamic partial (co)variance forecasting model
Chen, Zirong
;
Zhou, Yao
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
Saved in:
4
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
5
A generalization of the rational rough Heston approximation
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
Saved in:
6
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10014552013
Saved in:
7
Interactions between monetary and macroprudential policies
Lima, Gustavo Libório Rocha
;
Ely, Regis Augusto
; …
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 481-498
Persistent link: https://www.econbiz.de/10014552087
Saved in:
8
Physics-informed convolutional transformer for predicting volatility surface
Kim, Soohan
;
Yun, Seok-Bae
;
Bae, Hyeong-Ohk
;
Lee, Muhyun
; …
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10014551964
Saved in:
9
Tail risk aversion and backwardation of index futures
Liang, Jufang
;
Yang, Dan
;
Han, Qian
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 387-407
Persistent link: https://www.econbiz.de/10014552026
Saved in:
10
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
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