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~subject:"Risiko"
~type:"article"
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Search: subject:"Volatilität"
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Risiko
Volatility
191
Volatilität
191
Option pricing theory
104
Optionspreistheorie
104
Stochastic process
88
Stochastischer Prozess
88
Theorie
48
Theory
48
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
Kapitaleinkommen
23
Option trading
22
Optionsgeschäft
22
Implied volatility
20
Derivat
19
Derivative
19
Option pricing
19
Estimation theory
16
Portfolio selection
16
Portfolio-Management
16
Rough volatility
16
Schätztheorie
16
Statistical distribution
14
Statistische Verteilung
14
Black-Scholes model
12
Black-Scholes-Modell
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Markov chain
11
Markov-Kette
11
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Article in journal
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8
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English
8
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Ahn, Kwangwon
1
Beckmann, Joscha
1
Berger, Theo
1
Czudaj, Robert
1
Hacini, Mehdi-Vincent
1
Hölzermann, Julian
1
Kroon, Erik
1
Lee, Daeyong
1
Li, Shu-Hui
1
Lichtner, Mark
1
Lin, Qian
1
Sohn, Sungbin
1
Somefun, Koye
1
Tian, Dejian
1
Yamazaki, Akira
1
Yang, B.
1
Zhang, Yue-jun
1
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Quantitative finance
Finance research letters
89
Energy economics
64
International review of financial analysis
49
The North American journal of economics and finance : a journal of financial economics studies
43
International review of economics & finance : IREF
40
Economic modelling
36
Applied economics
31
Journal of financial economics
27
Economics letters
25
Journal of banking & finance
25
Applied economics letters
23
Research in international business and finance
23
Journal of empirical finance
22
Pacific-Basin finance journal
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Journal of international financial markets, institutions & money
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of international money and finance
17
International journal of finance & economics : IJFE
15
Journal of risk and financial management : JRFM
15
The review of financial studies
14
Emerging markets, finance and trade : EMFT
13
European economic review : EER
13
Journal of economic dynamics & control
12
The European journal of finance
12
Global finance journal
11
Journal of financial markets
11
Cogent economics & finance
10
Financial innovation : FIN
9
International journal of theoretical and applied finance
9
Journal of monetary economics
9
Review of quantitative finance and accounting
9
Annals of financial economics
8
Applied financial economics
8
Risks : open access journal
8
The North American journal of economics and finance : a journal of theory and practice
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
European financial management : the journal of the European Financial Management Association
7
Journal of economic studies
7
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ECONIS (ZBW)
8
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1
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:
2
The Hull-White model under volatility uncertainty
Hölzermann, Julian
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1921-1933
Persistent link: https://www.econbiz.de/10012696796
Saved in:
3
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
4
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
Saved in:
5
Gold price dynamics and the role of uncertainty
Beckmann, Joscha
;
Berger, Theo
;
Czudaj, Robert
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 663-681
Persistent link: https://www.econbiz.de/10012194705
Saved in:
6
Stock market uncertainty and economic fundamentals : an entropy-based approach
Ahn, Kwangwon
;
Lee, Daeyong
;
Sohn, Sungbin
;
Yang, B.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10012194751
Saved in:
7
The impact of investor sentiment on crude oil market risks : evidence from the wavelet approach
Zhang, Yue-jun
;
Li, Shu-Hui
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1357-1371
Persistent link: https://www.econbiz.de/10012194792
Saved in:
8
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:
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