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~subject:"Arbeitsmarkt"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Option pricing theory
Schätzung
Volatility
10,884
Volatilität
10,353
Estimation
3,020
Börsenkurs
2,992
Share price
2,992
Arbeitsmobilität
2,641
Labour mobility
2,641
Capital income
2,409
Kapitaleinkommen
2,409
ARCH model
2,339
ARCH-Modell
2,338
Theory
2,304
Theorie
2,303
Stock market
2,087
Aktienmarkt
2,065
Welt
1,699
World
1,699
Forecasting model
1,470
Prognoseverfahren
1,470
Risk
1,172
Stochastic process
1,136
Stochastischer Prozess
1,135
Risiko
1,130
Optionspreistheorie
1,119
Spillover effect
1,094
Spillover-Effekt
1,093
Oil price
1,061
Ölpreis
1,058
Time series analysis
1,043
Zeitreihenanalyse
1,040
Exchange rate
982
Wechselkurs
971
United States
924
USA
920
China
876
Portfolio selection
860
Portfolio-Management
860
Financial market
660
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Free
5,787
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Article
3,988
Book / Working Paper
329
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3,906
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3,906
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204
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204
Graue Literatur
202
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202
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75
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75
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29
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29
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17
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7
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7
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7
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7
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6
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5
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4
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2
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2
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2
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1
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1
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1
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1
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English
4,298
German
19
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1
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Gupta, Rangan
55
Ma, Feng
25
Bouri, Elie
23
Bahmani-Oskooee, Mohsen
21
Pierdzioch, Christian
20
Balcilar, Mehmet
19
Cui, Zhenyu
18
Todorov, Viktor
17
Wang, Xingchun
16
Wohar, Mark E.
16
Xuan Vinh Vo
16
Kang, Sang Hoon
15
Mensi, Walid
15
Tiwari, Aviral Kumar
15
Wu, Xinyu
15
Bollerslev, Tim
13
Li, Jia
13
Wei, Yu
13
Jawadi, Fredj
12
Yoon, Seong-min
12
Zhang, Yaojie
12
Zhu, Huiming
12
Kumar, Dilip
11
Lee, Chien-chiang
11
Nonejad, Nima
11
Wang, Yudong
11
Zhang, Jin E.
11
Alòs, Elisa
10
Lin, Shih-kuei
10
Nguyen, Duy
10
Brooks, Robert
9
Chevallier, Julien
9
Demirer, Rıza
9
Floros, Christos
9
Goutte, Stéphane
9
Hammoudeh, Shawkat
9
He, Xin-Jiang
9
Ji, Qiang
9
Kelly, Bryan T.
9
Kim, Jeong-Hoon
9
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OECD
26
National Bureau of Economic Research
3
Springer Fachmedien Wiesbaden
3
Edward Elgar Publishing
2
World Bank
2
Centre for Economic Policy Research
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Peter Lang GmbH
1
Twenty Five Years of Economic Reforms in India <Veranstaltung> <2018, Varanasi>
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
World Bank / Development Research Group / Rural Development
1
World Bank / Europe and Central Asia Region / Human Development Sector Unit
1
World Bank / Office of the Vice President, Development Economics
1
World Bank Group
1
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Published in...
All
Finance research letters
158
Energy economics
146
Quantitative finance
121
The North American journal of economics and finance : a journal of financial economics studies
113
International review of economics & finance : IREF
109
Applied economics
106
Economic modelling
94
Journal of econometrics
86
International review of financial analysis
85
Journal of banking & finance
79
Discussion paper / Centre for Economic Policy Research
77
Research in international business and finance
60
Applied economics letters
58
Economics letters
57
International journal of theoretical and applied finance
56
Journal of empirical finance
52
Journal of international financial markets, institutions & money
52
Computational economics
48
Journal of economic dynamics & control
48
International journal of financial engineering
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Working paper / National Bureau of Economic Research, Inc.
44
The journal of futures markets
41
Discussion papers / CEPR
40
The journal of computational finance
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of forecasting
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of international money and finance
39
International journal of finance & economics : IJFE
37
Pacific-Basin finance journal
35
Journal of financial econometrics
34
The European journal of finance
34
European journal of operational research : EJOR
33
Labour economics : official journal of the European Association of Labour Economists
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Journal of mathematical finance
32
Journal of financial economics
31
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
30
Journal of financial markets
30
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Source
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ECONIS (ZBW)
4,316
RePEc
1
Showing
31
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40
of
4,317
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date (oldest first)
31
Option prices and the probability of success of cash mergers
Bester, C. Alan
;
Martinez, Victor H.
;
Roşu, Ioanid
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 145-186
Persistent link: https://www.econbiz.de/10013542856
Saved in:
32
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
33
Volatility
bursts : a discrete-time option model with multiple
volatility
components
Lilla, Francesca
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 678-713
Persistent link: https://www.econbiz.de/10014314782
Saved in:
34
Firm fundamentals and the cross-section of implied
volatility
shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
35
The fractional
volatility
model and rough
volatility
Mendes, Rui Vilela
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014365677
Saved in:
36
Probabilistic interpretation of Black implied
volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
37
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied
volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
38
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
39
Modelling and forecasting
volatility
with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
40
Newspaper-based equity uncertainty or implied
volatility
index : new evidence from oil market
volatility
predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
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