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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The European journal of finance"
~subject:"Risiko"
~subject:"Volatilität"
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Risiko
Volatilität
Option pricing theory
548
Optionspreistheorie
548
Stochastic process
251
Stochastischer Prozess
251
Theorie
238
Theory
238
Volatility
209
CAPM
164
Derivat
139
Derivative
139
Option trading
109
Optionsgeschäft
109
Black-Scholes model
87
Black-Scholes-Modell
87
Hedging
84
Portfolio selection
81
Portfolio-Management
81
Yield curve
57
Zinsstruktur
57
Capital income
51
Kapitaleinkommen
51
Börsenkurs
49
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49
Credit risk
42
Kreditrisiko
42
Monte Carlo simulation
40
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40
Estimation
39
Schätzung
39
Markov chain
37
Risk
37
Markov-Kette
36
Risikoprämie
31
Risk premium
31
Martingal
30
Martingale
30
Statistical distribution
28
Statistische Verteilung
28
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Article
235
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2
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237
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237
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3
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3
Collection of articles of several authors
2
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English
237
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Takahashi, Akihiko
5
Benth, Fred Espen
3
Brigo, Damiano
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Pallavicini, Andrea
3
Radoičić, Radoš
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zubelli, Jorge P.
3
Alòs, Elisa
2
Antonelli, Fabio
2
Bayraktar, Erhan
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Coakley, Jerry
2
Cui, Zhenyu
2
Dunis, Christian
2
Ekström, Erik
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Gulisashvili, Archil
2
He, Xin-Jiang
2
Hok, Julien
2
Hui, Cho H.
2
Ielpo, Florian
2
Jacquier, Antoine
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Liu, Xiaoquan
2
Lo, C. F.
2
Macrina, Andrea
2
McWalter, Thomas A.
2
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Published in...
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International journal of theoretical and applied finance
The European journal of finance
Journal of banking & finance
148
Quantitative finance
125
Finance research letters
115
Journal of financial economics
110
NBER working paper series
106
Applied mathematical finance
96
The journal of futures markets
96
Working paper / National Bureau of Economic Research, Inc.
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
NBER Working Paper
84
Journal of econometrics
71
Journal of empirical finance
69
The journal of computational finance
69
The North American journal of economics and finance : a journal of financial economics studies
68
European journal of operational research : EJOR
67
International review of economics & finance : IREF
67
The review of financial studies
66
Review of derivatives research
65
Journal of economic dynamics & control
64
Energy economics
61
Research paper series / Swiss Finance Institute
60
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Finance and stochastics
56
International review of financial analysis
56
The journal of finance : the journal of the American Finance Association
55
International journal of financial engineering
53
Insurance / Mathematics & economics
51
Applied economics
50
Economic modelling
46
Annals of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Computational economics
44
Journal of mathematical finance
44
Risks : open access journal
43
Review of quantitative finance and accounting
41
Discussion paper / Centre for Economic Policy Research
40
Economics letters
36
Journal of financial and quantitative analysis : JFQA
36
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ECONIS (ZBW)
237
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1
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10
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237
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date (oldest first)
1
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
Saved in:
2
The
pricing
of unexpected volatility in the currency market
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
3
Arbitrage
pricing
theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
4
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
5
Measuring model risk in financial risk management and
pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
6
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
7
Long term equity risk premiums in the UK and US : a cautionary tale of weak mean reversion
Hodgson, Allan
;
Okunev, John
- In:
The European journal of finance
28
(
2022
)
17
,
pp. 1728-1744
Persistent link: https://www.econbiz.de/10013532260
Saved in:
8
Option
pricing
with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
9
The
pricing
of sentiment risk in European stock markets
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
The European journal of finance
25
(
2019
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10012206973
Saved in:
10
The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Alireza Zarei
;
Mohamed Ariff
;
Bhatti, Muhammad Ishaq
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10012207088
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