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~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Statistical distribution"
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Search: subject_exact:"Volatilität"
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Kapitaleinkommen
Statistical distribution
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
26
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
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Schätztheorie
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Statistische Verteilung
14
Black-Scholes model
12
Black-Scholes-Modell
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Agarwal, Ankush
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Alemany, N.
1
Aragó Manzana, Vicent
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1
Asmussen, Søren
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Bollinger, Thomas R.
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Bu, Ruijun
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Chen, Yibing
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Chi, Xie
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Douady, Raphaël
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Dungey, Mardi H.
1
Endres, Sylvia
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1
Glasserman, Paul
1
Gribisch, Bastian
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Guo, Biao
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Guyon, Julien
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Lee, Cheng F.
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Lekeufack, Jordan
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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
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Global finance journal
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Journal of financial econometrics
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ECONIS (ZBW)
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21
Forecasting high-dimensional realized volatility matrices using a factor model
Shen, Keren
;
Yao, Jianfeng
;
Li, Wai Keung
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1879-1887
Persistent link: https://www.econbiz.de/10012295649
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22
The impact of options introduction on the volatility of the underlying equities : evidence from the Chinese stock markets
Arkorful, Gideon Bruce
;
Chen, Haiqiang
;
Liu, Xiaoqun
; …
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2015-2024
Persistent link: https://www.econbiz.de/10012313545
Saved in:
23
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
24
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
25
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
26
A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
27
Short term prediction of extreme returns based on the recurrence interval analysis
Jiang, Zhi-Qiang
;
Wang, Gang-Jin
;
Canabarro, Askery
; …
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 353-370
Persistent link: https://www.econbiz.de/10011906380
Saved in:
28
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
29
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Saved in:
30
A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
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