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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~subject:"Option pricing theory"
~subject:"Statistical distribution"
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Search: subject_exact:"Volatilität"
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Option pricing theory
Statistical distribution
Volatility
836
Volatilität
836
Oil price
392
Ölpreis
392
ARCH model
251
ARCH-Modell
251
Welt
227
World
227
Estimation
188
Schätzung
187
Börsenkurs
166
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166
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164
Rohstoffderivat
164
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148
Prognoseverfahren
148
Optionspreistheorie
125
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121
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120
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120
Capital income
119
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119
Stochastic process
119
Stochastischer Prozess
119
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118
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117
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117
Theorie
110
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110
Time series analysis
95
Zeitreihenanalyse
95
Erdöl
86
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86
Risk
79
Risiko
77
China
68
Energiemarkt
65
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65
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139
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Gatheral, Jim
4
Radoičić, Radoš
4
Benth, Fred Espen
3
Felpel, Mike
3
Gudkov, Nikolay
3
Horvath, Blanka Nora
3
Ignatieva, Ekaterina
3
Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Schmeck, Maren Diane
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bayer, Christian
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
De Marco, Stefano
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Kim, Jeong-Hoon
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Kitapbayev, Yerkin
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Martini, Claude
2
Muguruza, Aitor
2
Nikitopoulos, Christina Sklibosios
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Rosenbaum, Mathieu
2
Schoutens, Wim
2
Tudor, Sebastian F.
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Yang, Nian
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
Abi Jaber, Eduardo
1
Agarwal, Ankush
1
Al-Freedi, Ajab
1
Alexander, Carol
1
Alfeus, Mesias
1
Algieri, Bernardina
1
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Energy economics
Quantitative finance
International journal of theoretical and applied finance
161
Journal of banking & finance
81
The journal of futures markets
81
Applied mathematical finance
74
The journal of computational finance
66
Journal of econometrics
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Finance research letters
56
Review of derivatives research
50
International journal of financial engineering
49
Computational economics
44
European journal of operational research : EJOR
44
The North American journal of economics and finance : a journal of financial economics studies
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Finance and stochastics
40
Journal of mathematical finance
40
Journal of economic dynamics & control
38
Risks : open access journal
33
Research paper series / Swiss Finance Institute
32
Journal of financial economics
31
The European journal of finance
30
International review of economics & finance : IREF
29
Journal of empirical finance
29
Economic modelling
28
International review of financial analysis
28
Annals of finance
27
Applied economics
27
Journal of risk and financial management : JRFM
27
Review of quantitative finance and accounting
27
Insurance / Mathematics & economics
26
Discussion paper / Tinbergen Institute
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Working paper
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Swiss Finance Institute Research Paper
19
Asia-Pacific financial markets
18
International journal of forecasting
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ECONIS (ZBW)
139
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1
Renewable energy investment under stochastic interest rate with regime-switching volatility
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
;
Reppen, A. Max
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046931
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
4
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
5
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
6
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
7
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
8
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
9
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
10
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
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