//--> //--> //--> //-->
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:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Estimation"
~subject:"Volatility"
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: subject:"Termingeschäft"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatility
Derivat
123
Derivative
123
Option pricing theory
64
Optionspreistheorie
64
Volatilität
37
Theorie
33
Theory
33
Option trading
29
Optionsgeschäft
29
Stochastic process
29
Stochastischer Prozess
29
Credit risk
20
Kreditrisiko
20
Portfolio selection
19
Portfolio-Management
19
Hedging
18
Finance
13
Risikomanagement
13
Risikoprämie
13
Risk management
13
Risk premium
13
Börsenkurs
11
Share price
11
Schätzung
10
Risiko
9
Risk
9
CAPM
8
Forecasting model
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
Stochastic volatility
8
Swap
8
Credit derivative
7
Statistical distribution
7
Statistische Verteilung
7
Commodity derivative
6
Estimation theory
6
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Conference paper
1
Konferenzbeitrag
1
Language
All
English
41
Author
All
McAleer, Michael
3
Cao, Yi
2
Chang, Chia-Lin
2
Gouriéroux, Christian
2
Liu, Xiaoquan
2
Monfort, Alain
2
Park, Yang-Ho
2
Xiu, Dacheng
2
Amengual, Dante
1
Aït-Sahalia, Yacine
1
Bandi, Chaithanya
1
Bao, Qunfang
1
Barone-Adesi, Giovanni
1
Bertsimas, Dimitris
1
Bondarenko, Oleg
1
Broadie, Mark
1
Cai, Zongwu
1
Chen, Ting-Fu
1
Chen, Xiangyu
1
Cheng, Yuxiang
1
Cheung, Yin-Wong
1
Chiu, Hsin-Yu
1
Cui, Zhenyu
1
Date, Paresh
1
David, Or
1
Ewald, Christian
1
Falini, Jury
1
Fang, Qiang
1
Fusari, Nicola
1
Gabrysch, Janet
1
Gabrysch, Sandra
1
Gong, Donggeng
1
Grossmann, Axel
1
Hammoudeh, Shawkat
1
Iori, Giulia
1
Irresberger, Felix
1
Islyaev, Suren
1
Jimenez-Martin, Juan-Angel
1
Kaeck, Andreas
1
Kirkby, J. Lars
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
68
International journal of theoretical and applied finance
40
Journal of banking & finance
38
Energy economics
36
International review of financial analysis
29
Applied financial economics
24
Applied mathematical finance
24
International review of economics & finance : IREF
24
Finance research letters
22
Quantitative finance
22
Review of derivatives research
22
The European journal of finance
18
Applied economics letters
17
Research in international business and finance
14
Applied economics
12
International journal of financial engineering
12
Economic modelling
11
Journal of financial economics
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of empirical finance
10
Working paper
10
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of international financial markets, institutions & money
9
Journal of risk and financial management : JRFM
9
International journal of bonds and derivatives
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and economics discussion series
7
Finance and stochastics
7
Mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
NBER working paper series
7
Pacific-Basin finance journal
7
Review of Pacific Basin financial markets and policies
7
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Which liquidity indicator is more informative to market volatility? : spectrum analysis of China's base metal futures market
Chen, Xiangyu
;
Tongurai, Jittima
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014485263
Saved in:
2
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
3
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
4
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
5
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
6
Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield : do fish jump?
Ewald, Christian
;
Zou, Yihan
- In:
European journal of operational research : EJOR
294
(
2021
)
2
,
pp. 801-815
Persistent link: https://www.econbiz.de/10012595911
Saved in:
7
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
8
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
9
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->