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~isPartOf:"International journal of financial engineering"
~subject:"Börsenkurs"
~subject:"Estimation theory"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Börsenkurs
Estimation theory
Option pricing theory
Stochastic process
Volatility
66
Volatilität
66
Optionspreistheorie
47
Stochastischer Prozess
35
Black-Scholes model
14
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14
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13
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stochastic volatility
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Cui, Zhenyu
3
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2
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2
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2
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International journal of financial engineering
Finance research letters
268
Journal of econometrics
220
International journal of theoretical and applied finance
190
Journal of banking & finance
186
Energy economics
164
International review of financial analysis
164
The North American journal of economics and finance : a journal of financial economics studies
162
NBER working paper series
151
Quantitative finance
151
The journal of futures markets
149
International review of economics & finance : IREF
143
Working paper / National Bureau of Economic Research, Inc.
136
Applied economics
133
Journal of empirical finance
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Economic modelling
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NBER Working Paper
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Research in international business and finance
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Economics letters
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Journal of international financial markets, institutions & money
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The European journal of finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Pacific-Basin finance journal
80
The journal of computational finance
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Journal of economic dynamics & control
71
Research paper series / Swiss Finance Institute
70
International Journal of Energy Economics and Policy : IJEEP
67
Journal of financial econometrics : official journal of the Society for Financial Econometrics
66
Computational economics
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Finance and stochastics
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Econometric reviews
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ECONIS (ZBW)
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Symbolic regression-based adaptive generation of implied volatility
Yen, Joseph
;
Qi, Yuan Yuan
;
Wong, Seng Fat
;
Zhou, Jiantao
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250018-1-2250018-27
Persistent link: https://www.econbiz.de/10013367616
Saved in:
4
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
5
Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
Zhou, Yuqin
;
Wu, Shan
;
Liu, Zhenhua
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014574963
Saved in:
6
Deep learning-based option pricing for Barndorff-Nielsen and Shephard model
Arai, Takuji
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014444476
Saved in:
7
Fama and French three and six-factor models : evidence from Indian stock exchange
Tejesh H. R.
;
Jeelan Basha, V.
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014444494
Saved in:
8
Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014444661
Saved in:
9
Dividend policy effect on common stock price volatility : an empirical evidence from Indian companies
Goud, N. Narsa
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014444711
Saved in:
10
Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
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