//--> //--> //--> //-->
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:"The journal of futures markets"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~subject:"Volatility"
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:"Bernoulli-Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Time series analysis
Volatility
Stochastic process
55
Stochastischer Prozess
55
Option pricing theory
40
Optionspreistheorie
40
Volatilität
31
Option trading
14
Optionsgeschäft
14
Theorie
14
Theory
14
USA
13
United States
13
Estimation
12
Schätzung
12
Yield curve
7
Zinsstruktur
7
Commodity derivative
6
Rohstoffderivat
6
Interest rate
5
Zins
5
stochastic volatility
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
Derivat
4
Derivative
4
Share price
4
Hedging
3
Index futures
3
Index-Futures
3
Markov chain
3
Markov-Kette
3
2009
2
Aktienoption
2
Capital market returns
2
Correlation
2
Credit risk
2
Currency derivative
2
Currency option
2
Devisenoption
2
more ...
less ...
Online availability
All
Undetermined
10
Free
5
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Bali, Turan G.
2
Elliott, Robert J.
2
Fatone, Lorella
2
Mariani, Francesca
2
Shiraya, Kenichiro
2
Zirilli, Francesco
2
Albert, Pascal
1
Bhanot, Karan
1
Brace, Alan
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
1
Cho, Jang Hyung
1
Cui, Zhenyu
1
Dai, Tian-Shyr
1
Daigler, Robert T.
1
Das, Debojyoti
1
Dias, José Carlos
1
Ding, Kailin
1
Doran, James S.
1
Dutta, Anupam
1
Fan, Chen-Chiang
1
Fernandes, Mário Correia
1
Gellert, Karol
1
Gray, Philip K.
1
Guo, Che
1
Guo, Jia-hau
1
Guo, Xiaoqiang
1
He, Mengying
1
He, Xin-Jiang
1
Herold, Michael
1
Hertrich, Markus
1
Hung, Mao-Wei
1
Kalev, Petko S.
1
Kim, Jeong-Hoon
1
Lian, Guanghua
1
Lim, Kian-Guan
1
Lin, Sha
1
Lin, Wei
1
Lin, Yueh-neng
1
Liu, Liang-Chih
1
more ...
less ...
Published in...
All
The journal of futures markets
International journal of theoretical and applied finance
186
Journal of econometrics
147
Quantitative finance
120
Insurance / Mathematics & economics
115
European journal of operational research : EJOR
103
Finance and stochastics
86
Applied mathematical finance
78
Discussion paper / Tinbergen Institute
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of economic dynamics & control
65
Computational economics
64
Econometric reviews
61
The journal of computational finance
55
Finance research letters
53
Journal of mathematical finance
52
International journal of financial engineering
49
Risks : open access journal
49
Annals of finance
47
Journal of banking & finance
47
Working paper
44
Economics letters
40
Research paper series / Swiss Finance Institute
40
Journal of risk and financial management : JRFM
39
Energy economics
36
Economic modelling
35
Journal of empirical finance
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The North American journal of economics and finance : a journal of financial economics studies
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
CREATES research paper
31
Econometric theory
29
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Mathematics and financial economics
28
Review of derivatives research
28
Applied economics
26
CAMA working paper series
26
Mathematical methods of operations research
25
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
3
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
4
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
5
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
6
A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
7
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
8
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
9
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
10
Sequential Itô-Taylor expansions and characteristic functions of stochastic volatility models
Ding, Kailin
;
Cui, Zhenyu
;
Liu, Yanchu
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1750-1769
Persistent link: https://www.econbiz.de/10014433005
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->