//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Energy economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Tinbergen Institute Discussion Paper"
~language:"eng"
~person:"Cho, Hoon"
~person:"Detemple, Jérôme B."
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"Welt"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Prognoseverfahren
Stochastic process
Theorie
Welt
Stochastischer Prozess
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
American options
1
Crude oil price shocks
1
Crude oil prices
1
Estimation
1
Hedging
1
Hedging strategies
1
Minimum variance hedge ratio
1
Oil price
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Schätzung
1
Stochastic volatility model
1
VIX
1
World
1
exercise boundaries
1
exercise premium
1
generalized 3/2 and 1/2 models
1
generalized mixture models
1
integral equations
1
local time
1
stochastic volatility
1
Ölpreis
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Cho, Hoon
Detemple, Jérôme B.
Koopman, Siem Jan
7
Bos, Charles S.
6
Asai, Manabu
5
Baum, Christopher F.
3
Hol, Eugenie
3
McAleer, Michael
3
Zerilli, Paola
3
Chen, Liyuan
2
Ignatieva, Ekaterina
2
Mahieu, Ronald J.
2
van Dijk, Herman K.
2
Andreasen, Martin Møller
1
Arouri, Mohamed
1
Barnett, William A.
1
Barsotti, Flavia
1
Bekierman, Jeremias
1
Beyer, Robert
1
Bichuch, Maxim
1
Boubaker, Sabri
1
Brix, Anne Floor
1
Bäurle, Gregor
1
Cadonna, Annalisa
1
Caporin, Massimiliano
1
Chan, Jennifer S. K.
1
Chiarella, Carl
1
Chun, Dohyun
1
Cortazar, Gonzalo
1
Cox, Sonja
1
Crosby, John
1
Cross, Jamie
1
Davies, Robert
1
Dolinsky, Yan
1
Dufitinema, Josephine
1
Fabozzi, Frank J.
1
Fouque, Jean-Pierre
1
Frau, Carme
1
Frühwirth-Schnatter, Sylvia
1
Ftiti, Zied
1
more ...
less ...
Published in...
All
Applied economics
Econometrics : open access journal
Energy economics
Mathematical finance : an international journal of mathematics, statistics and financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Tinbergen Institute Discussion Paper
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil price shocks and hedging performance : a comparison of volatility models
Chun, Dohyun
;
Cho, Hoon
;
Kim, Jihun
- In:
Energy economics
81
(
2019
),
pp. 1132-1147
Persistent link: https://www.econbiz.de/10012173083
Saved in:
2
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->