//--> //--> //--> //-->
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
~subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Financial market"
~subject:"Option pricing theory"
~type:"book"
~type_genre:"Forschungsbericht"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Correlation
Financial market
Option pricing theory
Volatilität
30
Volatility
29
Theorie
19
Theory
19
Optionspreistheorie
11
Stochastic process
8
Stochastischer Prozess
8
Estimation
5
Markov-Kette
5
Schätzung
5
Share price
5
USA
5
United States
5
Aktienmarkt
4
Black-Scholes model
4
Black-Scholes-Modell
4
CAPM
4
Estimation theory
4
Markov chain
4
Schätztheorie
4
Capital income
3
Deutschland
3
Finanzmathematik
3
Germany
3
Kapitaleinkommen
3
Stock market
3
Beta risk
2
Betafaktor
2
Derivat
2
Derivative
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Einkommensverteilung
2
Exchange rate
2
Finanzmarkt
2
Hedging
2
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Forschungsbericht
Graue Literatur
2,184
Non-commercial literature
2,184
Working Paper
2,076
Arbeitspapier
2,059
Hochschulschrift
319
Thesis
249
Collection of articles written by one author
74
Sammlung
74
Collection of articles of several authors
58
Sammelwerk
58
Aufsatzsammlung
29
Bibliografie enthalten
28
Bibliography included
28
Konferenzschrift
22
Article in journal
19
Aufsatz in Zeitschrift
19
Conference proceedings
12
Lehrbuch
12
Textbook
11
Amtsdruckschrift
9
Government document
9
Systematic review
9
Übersichtsarbeit
9
Bibliografie
5
Handbook
5
Handbuch
5
Accompanied by computer file
3
Conference paper
3
Elektronischer Datenträger als Beilage
3
Festschrift
3
Konferenzbeitrag
3
Ratgeber
3
Case study
2
Fallstudie
2
Glossar enthalten
2
Glossary included
2
Guidebook
2
Mikroform
2
CD-ROM, DVD
1
more ...
less ...
Language
All
English
18
German
1
Author
All
Frey, Rüdiger
3
Szimayer, Alexander
3
Dimitroff, Georgi
2
Leisen, Dietmar
2
Dimitroff, Geogri
1
Doucouliagos, Chris
1
Elagin, Mstislav
1
Forbes, Catherine Scipione
1
Heid, Frank
1
Hsu, Chiente
1
Kim, Jae H.
1
Kock, Johan de
1
Külpmann, Mathias
1
Laurent, Jean-Paul
1
Lorenz, Stefan
1
Martin, Gael M.
1
Ruckdeschel, Peter
1
Sayer, Tilman
1
Schoffer, Olaf
1
Sibbertsen, Philipp
1
Spokojnyj, Vladimir G.
1
Wagner, Andreas
1
Wright, Jill
1
Zhu, Jianwei
1
Zühlsdorff, Christian
1
more ...
less ...
Published in...
All
Discussion paper / B
6
Berichte des Fraunhofer ITWM
4
Lecture notes in economics and mathematical systems : LNEMS
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Discussion paper / A
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized volatility and correlation in grain futures markets : testing for spill-over effects
Kim, Jae H.
;
Doucouliagos, Chris
-
2005
Persistent link: https://www.econbiz.de/10003147017
Saved in:
2
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
3
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
4
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
5
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675715
Saved in:
6
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
7
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
8
Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf
-
2000
Persistent link: https://www.econbiz.de/10001575009
Saved in:
9
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
10
Stock market overreaction and fundamental valuation : theory and empirical evidence
Külpmann, Mathias
-
2002
Persistent link: https://www.econbiz.de/10001607573
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->