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~isPartOf:"Documento de trabajo"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Finanzkrise"
~subject:"Volatilität"
~type:"article"
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Search: subject:"Stochastic Volatility"
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Finanzkrise
Volatilität
Volatility
36
Stochastic process
32
Stochastischer Prozess
32
Stochastic volatility
25
Option pricing theory
20
Optionspreistheorie
20
Estimation
12
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12
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8
Theory
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6
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EU countries
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Risikomaß
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Baldeaux, Jan
2
Li, Shaoyu
2
Platen, Eckhard
2
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Batten, Jonathan A.
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Bian, Zhicun
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1
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1
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1
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1
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1
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Huang, Henry He
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Documento de trabajo
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
65
Journal of econometrics
44
Quantitative finance
40
Journal of economic dynamics & control
27
Applied mathematical finance
21
Energy economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Computational economics
19
Finance research letters
19
The journal of computational finance
19
European journal of operational research : EJOR
18
Economics letters
17
Journal of mathematical finance
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Economic modelling
14
Finance and stochastics
14
International journal of financial engineering
14
Risks : open access journal
14
International journal of forecasting
13
Econometric reviews
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Annals of finance
11
Applied economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Review of derivatives research
11
International review of economics & finance : IREF
9
International review of financial analysis
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Applied economics letters
8
Econometrics : open access journal
8
Macroeconomic dynamics
8
The journal of futures markets
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Journal of applied econometrics
7
Journal of empirical finance
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Journal of forecasting
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Asia-Pacific financial markets
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ECONIS (ZBW)
36
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1
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10
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36
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1
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
2
The intermediating role of the Chinese renminbi in Asian currency markets : evidence from partial wavelet coherence
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413489
Saved in:
3
Unspanned
stochastic
volatility
from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
4
Is there one safe-haven for various turbulences? : the evidence from gold, Bitcoin and Ether
Będowska-Sójka, Barbara
;
Kliber, Agata
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012821881
Saved in:
5
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
Saved in:
6
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
7
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
8
Generalized affine transform on pricing quanto range accrual note
Li, Shaoyu
;
Huang, Henry He
;
Zhang, Teng
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012665783
Saved in:
9
Leverage effect on
stochastic
volatility
for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
10
Approximate analytic solution for Asian options with
stochastic
volatility
Lin, Chung-Gee
;
Chang, Chia-Chang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667176
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