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~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
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Kapitaleinkommen
Statistical distribution
Statistische Verteilung
Volatility
194
Volatilität
194
Option pricing theory
105
Optionspreistheorie
105
Stochastic process
89
Stochastischer Prozess
89
Theorie
50
Theory
50
Estimation
35
Schätzung
34
Börsenkurs
33
Share price
33
Forecasting model
31
Prognoseverfahren
31
Stochastic volatility
29
Time series analysis
26
Zeitreihenanalyse
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ARCH model
25
ARCH-Modell
25
Capital income
23
Option trading
23
Optionsgeschäft
23
Derivat
20
Derivative
20
Implied volatility
20
Option pricing
20
Portfolio selection
18
Portfolio-Management
18
Estimation theory
16
Rough volatility
16
Schätztheorie
16
Black-Scholes model
12
Black-Scholes-Modell
12
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12
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Agarwal, Ankush
1
Aguilar, Jean-Philippe
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Alemany, N.
1
Aragó Manzana, Vicent
1
Arkorful, Gideon Bruce
1
Asmussen, Søren
1
Bladt, Mogens
1
Bollinger, Thomas R.
1
Bu, Ruijun
1
Canabarro, Askery
1
Chen, Haiqiang
1
Chen, Jing
1
Chen, Yibing
1
Chi, Xie
1
Douady, Raphaël
1
Dungey, Mardi H.
1
Endres, Sylvia
1
Favreau, Charles
1
Gagnon, Marie-Hélène
1
Gerlach, Richard
1
Glasserman, Paul
1
Gribisch, Bastian
1
Guo, Biao
1
Guyon, Julien
1
Hacini, Mehdi-Vincent
1
Hawkes, Alan
1
Holloway, Jet
1
Huptas, Roman
1
Jiang, Zhi-Qiang
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1
Kane, Hayden
1
Kawasaki, Yoshinori
1
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1
Kim, Young Shin
1
Kirkby, Justin Lars
1
Kroon, Erik
1
Lee, Cheng F.
1
Lekeufack, Jordan
1
Li, Jianping
1
Li, Wai Keung
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Quantitative finance
Finance research letters
167
International review of financial analysis
135
Journal of banking & finance
116
International review of economics & finance : IREF
110
Journal of empirical finance
108
Energy economics
105
The North American journal of economics and finance : a journal of financial economics studies
99
Journal of econometrics
95
Journal of financial economics
84
Economic modelling
80
Research in international business and finance
80
Applied economics
79
Applied financial economics
78
NBER working paper series
74
Journal of international financial markets, institutions & money
70
Pacific-Basin finance journal
65
Working paper / National Bureau of Economic Research, Inc.
65
Applied economics letters
63
Journal of risk and financial management : JRFM
63
NBER Working Paper
57
International journal of forecasting
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
The European journal of finance
51
Journal of forecasting
43
Working paper
43
Economics letters
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Investment management and financial innovations
38
The journal of futures markets
38
International journal of finance & economics : IJFE
37
Review of quantitative finance and accounting
37
Journal of international money and finance
36
Journal of financial markets
34
Research paper series / Swiss Finance Institute
34
Discussion paper / Tinbergen Institute
33
The journal of finance : the journal of the American Finance Association
32
Global finance journal
30
Journal of financial econometrics
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ECONIS (ZBW)
32
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1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
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2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
4
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
5
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
6
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
7
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
8
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
9
W-shaped implied volatility curves and the Gaussian mixture model
Glasserman, Paul
;
Pirjol, Dan
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014304265
Saved in:
10
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
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