//--> //--> //--> //-->
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:"Quantitative finance"
~type_genre:"Article in journal"
~type_genre:"Rezension"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Undetermined
171
Free
20
Type of publication
All
Article
191
Type of publication (narrower categories)
All
Article in journal
Rezension
Aufsatz in Zeitschrift
191
Conference paper
3
Konferenzbeitrag
3
Language
All
English
191
Author
All
Escobar, Marcos
4
Gatheral, Jim
4
Radoičić, Radoš
4
Sornette, Didier
4
Bayer, Christian
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Lillo, Fabrizio
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Wehrli, Alexander
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
Alòs, Elisa
2
Bellini, Fabio
2
Bormetti, Giacomo
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Cui, Zhenyu
2
De Marco, Stefano
2
Forde, Martin
2
Friz, Peter K.
2
Fukasawa, Masaaki
2
Garces, Len Patrick Dominic M.
2
Glasserman, Paul
2
Gobet, Emmanuel
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
Izzeldin, Marwan
2
Khashanah, Khaldoun
2
Kim, Jeong-Hoon
2
Liu, Xiaoquan
2
Martini, Claude
2
Mercuri, Lorenzo
2
more ...
less ...
Published in...
All
Quantitative finance
Energy economics
610
Finance research letters
556
International review of financial analysis
419
Applied economics
379
Journal of banking & finance
375
International review of economics & finance : IREF
366
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
266
Journal of empirical finance
264
Applied economics letters
262
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
237
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
146
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
117
Applied mathematical finance
115
Computational economics
114
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
112
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Global finance journal
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
International journal of economics and financial issues : IJEFI
103
Journal of financial and quantitative analysis : JFQA
103
more ...
less ...
Source
All
ECONIS (ZBW)
191
Showing
1
-
10
of
191
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
2
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
3
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:
4
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
7
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
8
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
Saved in:
9
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
10
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->