//--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"International review of financial analysis"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Volatility
77
Volatilität
77
Stochastic process
72
Stochastischer Prozess
72
Option pricing theory
61
Optionspreistheorie
61
Stochastic volatility
27
stochastic volatility
24
Theorie
16
Theory
16
Derivat
10
Derivative
10
Experiment
10
Option trading
9
Optionsgeschäft
9
Stochastische Volatilität
9
stochastic volatility models
8
ARCH model
7
ARCH-Modell
7
Capital income
6
Forecasting model
6
Markov chain
6
Markov-Kette
6
Prognoseverfahren
6
option pricing
6
Black-Scholes model
5
Black-Scholes-Modell
5
Estimation
5
Financial market
5
Finanzmarkt
5
Schätzung
5
Share price
5
Commodity derivative
4
Correlation
4
Estimation theory
4
Korrelation
4
Lévy process
4
Monte Carlo simulation
4
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Mandal, Anandadeep
2
Poshakwale, Sunil S.
2
Bertschinger, Nils
1
Boulter, Terry
1
Cohen, Michael
1
Dufrénot, Gilles
1
Gremm, Martin
1
Gupta, Rangan
1
Huang, Jing-Zhi
1
Ivashchenko, Sergey
1
Keddad, Benjamin
1
Lee, Chien-chiang
1
Li, Yong
1
Ni, Jun
1
Nonejad, Nima
1
Pfante, Oliver
1
Vo, Minh T.
1
Wang, Nianling
1
Xu, Li
1
Yin, Jiyuan
1
Çekin, Semih Emre
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
International review of financial analysis
Pacific-Basin finance journal
Journal of econometrics
19
Discussion paper / Tinbergen Institute
8
Quantitative finance
7
International journal of forecasting
6
Finance research letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
5
Journal of risk and financial management : JRFM
5
Econometric reviews
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of futures markets
4
Annals of finance
3
Asia-Pacific financial markets
3
Economic modelling
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Theoretical and applied economics : GAER review
3
Tinbergen Institute Discussion Paper
3
Working paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Applied economics
2
CIRJE discussion papers / F series
2
Computational economics
2
Decisions in economics and finance : a journal of applied mathematics
2
Documento de trabajo
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
International journal of finance & economics : IJFE
2
Journal of emerging market finance
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre
;
Ivashchenko, Sergey
;
Gupta, Rangan
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Leverage effect in cryptocurrency markets
Huang, Jing-Zhi
;
Ni, Jun
;
Xu, Li
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013389124
Saved in:
4
Volatility inference and return dependencies in
stochastic
volatility
models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
5
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
6
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
7
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
8
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
9
Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.
;
Cohen, Michael
;
Boulter, Terry
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
Saved in:
10
Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets : coupling or uncoupling? ; a study on sector-based data
Dufrénot, Gilles
;
Keddad, Benjamin
- In:
International review of financial analysis
33
(
2014
),
pp. 17-32
Persistent link: https://www.econbiz.de/10010520091
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->