//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Computational economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~language:"bos"
~language:"eng"
~person:"Atolia, Manoj"
~person:"Boubaker, Heni"
~person:"Fabozzi, Frank J."
~person:"Lin, Sha"
~person:"Stiglitz, Joseph E."
~subject:"Asset-Backed Securities"
~subject:"Credit derivative"
~subject:"Finanzmarkt"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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:
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
Credit derivative
Finanzmarkt
Kapitaleinkommen
Stochastic process
Volatilität
Theorie
20
Theory
20
Portfolio selection
12
Portfolio-Management
12
Stochastischer Prozess
11
Volatility
11
Option pricing theory
10
Optionspreistheorie
10
Capital income
8
Statistical distribution
8
Statistische Verteilung
8
USA
7
United States
7
Time series analysis
6
Zeitreihenanalyse
6
Aktienmarkt
5
Derivat
5
Derivative
5
State space model
5
Stock market
5
Zustandsraummodell
5
Börsenkurs
4
Credit risk
4
Estimation
4
Estimation theory
4
Forecasting model
4
Hedging
4
Kreditrisiko
4
Prognoseverfahren
4
Schätztheorie
4
Schätzung
4
Share price
4
Simulation
4
Anlageverhalten
3
Behavioural finance
3
CAPM
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
25
Language
All
Bosnian
English
Author
All
Atolia, Manoj
Boubaker, Heni
Fabozzi, Frank J.
Lin, Sha
Stiglitz, Joseph E.
McAleer, Michael
15
McMillan, David G.
11
Asai, Manabu
10
Jawadi, Fredj
9
Maasoumi, Esfandiar
8
Faff, Robert W.
7
Li, Kai
7
Račev, Svetlozar T.
7
Lux, Thomas
6
Poshakwale, Sunil S.
6
Speight, Alan E. H.
6
Taylor, Robert
6
Westerhoff, Frank H.
6
Caporale, Guglielmo Maria
5
Chelley-Steeley, Patricia L.
5
Hamori, Shigeyuki
5
He, Xue-zhong
5
Kirchler, Michael
5
Li, Yong
5
Satchell, Stephen
5
Yu, Jun
5
Bordignon, Silvano
4
Branger, Nicole
4
Brooks, Robert
4
Cavaliere, Giuseppe
4
Ftiti, Zied
4
Gallegati, Mauro
4
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Hanaki, Nobuyuki
4
Huber, Jürgen
4
Kendrick, David A.
4
Kollmann, Robert
4
Péguin-Feissolle, Anne
4
Steeley, James M.
4
Switzer, Lorne N.
4
Teräsvirta, Timo
4
Tu, Jun
4
Akiyama, Eizo
3
more ...
less ...
Published in...
All
Applied financial economics
Computational economics
Econometric reviews
Journal of economic dynamics & control
The journal of portfolio management : a publication of Institutional Investor
The journal of fixed income
9
Valuation, financial modeling, and quantitative tools
7
International journal of theoretical and applied finance
6
The journal of portfolio management : JPM
6
Finance research letters
5
Financial markets and instruments
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
International review of financial analysis
3
Investment management and financial management
3
The handbook of fixed income securities
3
The handbook of mortgage-backed securities
3
Economics letters
2
European economic review : EER
2
European financial management : the journal of the European Financial Management Association
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international money and finance
2
Pacific economic review
2
Papers and proceedings of the ... annual congress of the European Economic Association
2
The handbook of municipal bonds
2
The journal of futures markets
2
The journal of structured finance
2
Time for a visible hand : lessons from the 2008 world financial crisis
2
Advances in macroeconomic theory
1
Analytical models for financial modeling and risk management
1
Annals of economics and finance
1
Annals of finance
1
Annals of operations research
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Annual World Bank Conference on Development Economics 2000
1
Applied economics letters
1
Asymmetric information, corporate finance, and investment
1
Econometric theory
1
Economic growth and capital and labour markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
2
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
3
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
4
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
5
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
6
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
7
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
8
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
9
Labor market volatility in the RBC search model : a look at Hagedorn and Manovskii's calibration
Atolia, Manoj
;
Gibson, John
;
Marquis, Milton H.
- In:
Computational economics
52
(
2018
)
2
,
pp. 583-602
Persistent link: https://www.econbiz.de/10012053008
Saved in:
10
Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->