//--> //--> //-->
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
~person:"Belke, Ansgar"
~person:"Bianchi, Michele Leonardo"
~subject:"Volatilität"
~subject:"Währungsrisiko"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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:"PRICING"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Währungsrisiko
Option pricing theory
13
Optionspreistheorie
13
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
ARCH model
5
ARCH-Modell
5
CAPM
5
Theorie
5
Theory
5
Estimation
3
Exchange rate risk
3
Multivariate Analyse
3
Multivariate analysis
3
Portfolio selection
3
Portfolio-Management
3
Schätzung
3
Arbeitsnachfrage
2
Beschäftigungseffekt
2
Business cycle synchronization
2
Cointegration
2
EU countries
2
EU-Staaten
2
Employment effect
2
Kointegration
2
Konjunkturzusammenhang
2
Labor demand
2
Lévy processes
2
Markov chain
2
Markov-Kette
2
Non-Gaussian Ornstein-Uhlenbeck processes
2
Risikomaß
2
Risk measure
2
Statistical distribution
2
Statistische Verteilung
2
Volatility smile
2
multivariate non-Gaussian processes
2
time-changed Brownian motion
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Book section
Article in journal
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
2
more ...
less ...
Language
All
English
7
Author
All
Belke, Ansgar
Bianchi, Michele Leonardo
Carr, Peter
22
Cui, Zhenyu
21
Zhang, Jin E.
18
Wang, Xingchun
15
Fabozzi, Frank J.
14
Takahashi, Akihiko
14
Todorov, Viktor
14
Benth, Fred Espen
13
Christoffersen, Peter F.
13
Escobar, Marcos
13
Elliott, Robert J.
12
Madan, Dilip B.
12
Alòs, Elisa
11
Bollerslev, Tim
11
Jacobs, Kris
11
Jacquier, Antoine
11
Lin, Shih-kuei
11
Lorig, Matthew
11
Skiadopoulos, George
11
Wong, Hoi Ying
11
Wu, Liuren
11
Kim, Sol
10
Kwok, Yue-Kuen
10
Nguyen, Duy
10
Schoutens, Wim
10
Sircar, Kaushik Ronnie
10
Fouque, Jean-Pierre
9
Gatheral, Jim
9
He, Xin-Jiang
9
Kim, Young Shin
9
Lin, Yueh-neng
9
Ruan, Xinfeng
9
Singh, Vipul Kumar
9
Siu, Tak Kuen
9
Andersen, Torben
8
Branger, Nicole
8
Byun, Suk Joon
8
Chiarella, Carl
8
Fonseca, José da
8
Forde, Martin
8
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
2
Computational economics
1
Ekonomia : the journal of the Cyprus Economic Society
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
New developments in financial modelling
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
2
Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform
Tassinari, Gian Luca
;
Bianchi, Michele Leonardo
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010391513
Saved in:
3
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
4
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
5
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
Saved in:
6
Exchange rate uncertainty and the German labour market: a cointegration application of the ARDL approach
Belke, Ansgar
- In:
Ekonomia : the journal of the Cyprus Economic Society
5
(
2001
)
1
,
pp. 8-46
Persistent link: https://www.econbiz.de/10001764402
Saved in:
7
A simple model of hysteresis in employment undr exchange rate uncertainty
Belke, Ansgar
;
Göcke, Matthias
- In:
Scottish journal of political economy : the journal of …
46
(
1999
)
3
,
pp. 260-286
Persistent link: https://www.econbiz.de/10001415389
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->