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~isPartOf:"Applied mathematical finance"
~isPartOf:"The review of financial studies"
~language:"eng"
~language:"ron"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
USA
1,343
United States
1,343
Theorie
1,095
Theory
1,095
Börsenkurs
361
Share price
361
Option pricing theory
290
Optionspreistheorie
290
Capital income
276
Kapitaleinkommen
276
Portfolio selection
269
Portfolio-Management
269
CAPM
252
Volatility
240
Anlageverhalten
187
Behavioural finance
187
Risiko
160
Risk
160
Stochastic process
153
Stochastischer Prozess
153
Risikoprämie
146
Risk premium
146
Welt
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Estimation
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Schätzung
142
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125
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Derivat
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Derivative
118
Asymmetric information
111
Asymmetrische Information
111
Ankündigungseffekt
107
Announcement effect
107
Führungskräfte
106
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106
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106
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Undetermined
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Article
240
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Article in journal
Aufsatz in Zeitschrift
240
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English
Romanian
Author
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Avellaneda, Marco
5
Sircar, Kaushik Ronnie
5
Escobar, Marcos
3
Fouque, Jean-Pierre
3
Schwartz, Eduardo S.
3
Trolle, Anders B.
3
Zagst, Rudi
3
Ahn, Hyungsok
2
Baldeaux, Jan
2
Bekaert, Geert
2
Benth, Fred Espen
2
Carr, Peter
2
Christoffersen, Peter F.
2
Da, Zhi
2
Engle, Robert F.
2
Forde, Martin
2
Forsyth, Peter A.
2
Gao, Pengjie
2
Griffin, John M.
2
Götz, Barbara
2
Han, Yufeng
2
Howison, Sam
2
Jacobs, Kris
2
Jacquier, Antoine
2
Kaeck, Andreas
2
Kwok, Yue-Kuen
2
Li, Haitao
2
Lorig, Matthew
2
Lépinette, Emmanuel
2
Morellec, Erwan
2
Muni, Adviti
2
Neuberger, Anthony
2
Papanicolaou, Andrew
2
Papanicolaou, George
2
Richardson, Matthew
2
Rutkowski, Marek
2
Shaliastovich, Ivan
2
Swindle, Glen H.
2
Vanden, Joel M.
2
Veronesi, Pietro
2
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Published in...
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Applied mathematical finance
The review of financial studies
Energy economics
610
Finance research letters
559
International review of financial analysis
419
Applied economics
378
Journal of banking & finance
374
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
253
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The journal of finance : the journal of the American Finance Association
117
Computational economics
114
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
International journal of economics and financial issues : IJEFI
103
Journal of financial and quantitative analysis : JFQA
103
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ECONIS (ZBW)
240
Showing
1
-
10
of
240
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date (oldest first)
1
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
2
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
3
Pricing implications of noise
Goulding, Christian L.
;
Santosh, Shrihari
;
Zhang, Xingtan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2468-2508
Persistent link: https://www.econbiz.de/10014320677
Saved in:
4
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
5
When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
6
Accelerated share repurchases under stochastic volatility
Krishnan, Nikhil
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 331-365
Persistent link: https://www.econbiz.de/10014323481
Saved in:
7
Electricity intraday price modelling with marked Hawkes processes
Deschatre, Thomas
;
Gruet, Pierre
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 227-260
Persistent link: https://www.econbiz.de/10014291942
Saved in:
8
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
9
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
10
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
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