//--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Heyerdahl-Larsen, Christian"
~person:"Jacobs, Kris"
~person:"Jacquier, Antoine (Jack)"
~source:"econis"
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"Theorie"
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_exact:"Volatility"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Stochastic process
Theorie
Volatility
2
Volatilität
2
1988-1993
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
CAPM
1
Capital income
1
Correlation
1
Devisenmarkt
1
Foreign exchange market
1
Kapitaleinkommen
1
Korrelation
1
Risiko
1
Risikoaversion
1
Risikoprämie
1
Risk
1
Risk aversion
1
Risk premium
1
Stochastischer Prozess
1
Stock market
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
dynamics of equity return correlations
1
heterogeneous risk aversion
1
volatility of aggregate risk aversion
1
volatility of turnover
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Heyerdahl-Larsen, Christian
Jacobs, Kris
Jacquier, Antoine (Jack)
Christoffersen, Peter F.
2
Dai, Min
2
Du, Du
2
Hasler, Michael
2
Joslin, Scott
2
Trojani, Fabio
2
Ai, Hengjie
1
Amaya, Diego
1
Andrei, Daniel
1
Bakshi, Gurdip S.
1
Barinov, Alexander
1
Bekaert, Geert
1
Bikbov, Ruslan
1
Bégin, Jean-François
1
Carlin, Bruce Ian
1
Chabi-yo, Fousseni
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
1
Chernov, Mikhail
1
Chordia, Tarun
1
Duan, Jin-Chuan
1
Ehling, Paul
1
Elkamhi, Redouane
1
Engstrom, Eric
1
Fang, Vivian W.
1
Fu, Yuming
1
Gao, Xiaohui
1
Gargano, Antonio
1
Gauthier, Geneviève
1
Gruber, Peter H.
1
Han, Bing
1
Heston, Steven L.
1
Hsieh, PeiLin
1
Hu, Jianfeng
1
Iselin, Michael
1
Jarrow, Robert A.
1
Jeanneret, Alexandre
1
Jin, Hanqing
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
CREATES research paper
4
Journal of financial economics
4
Rotman School of Management Working Paper
3
Working papers / Financial Institutions Center
3
Documentos de trabajo / Banco de España
2
Journal of financial and quantitative analysis : JFQA
2
The review of financial studies
2
AFA 2013 San Diego Meetings Paper
1
CREATES Research Paper
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of asset pricing studies
1
Review of finance : journal of the European Finance Association
1
Staff working paper / Bank of Canada
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Correlations
Ehling, Paul
;
Heyerdahl-Larsen, Christian
- In:
Management science : journal of the Institute for …
63
(
2017
)
6
,
pp. 1919-1937
Persistent link: https://www.econbiz.de/10011707351
Saved in:
2
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->