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~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
~subject:"Volatilität"
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Search: subject:"Stochastic Volatility"
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Börsenkurs
Kapitaleinkommen
Theorie
Volatilität
Volatility
32
Stochastic process
29
Stochastischer Prozess
29
Option pricing theory
16
Optionspreistheorie
16
Stochastic volatility
16
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13
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stochastic volatility
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Applied economics
Finance research letters
International journal of theoretical and applied finance
65
Journal of econometrics
44
Quantitative finance
40
Discussion paper / Tinbergen Institute
38
Journal of economic dynamics & control
28
Applied mathematical finance
22
CAMA working paper series
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
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The North American journal of economics and finance : a journal of financial economics studies
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
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Finance and stochastics
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International journal of financial engineering
14
International journal of forecasting
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The journal of futures markets
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Econometric reviews
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
32
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1
Is Bitcoin really a currency? : a viewpoint of a
stochastic
volatility
model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid
stochastic
volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
5
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
6
Rescaling the double-mean-reverting 4/2
stochastic
volatility
model for derivative pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Liu, Wenqiang
;
Zhang, WenJun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
Saved in:
7
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
8
Foreign exchange option pricing under regime switching with asymmetrical jumps
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341395
Saved in:
9
Approximate pricing formula to capture leverage effect and
stochastic
volatility
of a financial asset
El-Khatib, Youssef
;
Goutte, Stéphane
;
Makumbe, Zororo S.
; …
- In:
Finance research letters
44
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014494891
Saved in:
10
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
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