//--> //--> //--> //-->
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:"Stochastic process"
~type_genre:"Aufsatz im Buch"
~type_genre:"Konferenzschrift"
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
Stochastic process
Volatilität
1,225
Volatility
1,224
Theorie
333
Theory
333
Börsenkurs
220
Share price
220
Estimation
200
Schätzung
200
Welt
193
World
193
Exchange rate
179
Wechselkurs
179
ARCH model
133
ARCH-Modell
133
Financial market
124
Finanzmarkt
124
USA
122
United States
122
Aktienmarkt
116
Stock market
116
Capital income
106
Kapitaleinkommen
106
Stochastischer Prozess
93
Option pricing theory
89
Optionspreistheorie
89
Time series analysis
77
Zeitreihenanalyse
77
Forecasting model
73
Prognoseverfahren
73
Finanzkrise
68
Financial crisis
67
Economic growth
64
Wirtschaftswachstum
64
Deutschland
62
EU countries
61
EU-Staaten
61
Germany
61
Geldpolitik
57
Monetary policy
57
more ...
less ...
Online availability
All
Undetermined
16
Free
2
Type of publication
All
Article
91
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz im Buch
Konferenzschrift
Article in journal
2,021
Aufsatz in Zeitschrift
2,021
Graue Literatur
717
Non-commercial literature
717
Arbeitspapier
689
Working Paper
689
Book section
91
Hochschulschrift
67
Thesis
48
Conference paper
13
Konferenzbeitrag
13
Collection of articles of several authors
11
Sammelwerk
11
Collection of articles written by one author
9
Sammlung
9
Forschungsbericht
8
Bibliografie enthalten
7
Bibliography included
7
Aufsatzsammlung
6
Systematic review
6
Übersichtsarbeit
6
Lehrbuch
5
Amtsdruckschrift
4
Government document
4
Textbook
4
Handbook
3
Handbuch
3
Rezension
2
Accompanied by computer file
1
CD-ROM, DVD
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
Ratgeber
1
Reprint
1
more ...
less ...
Language
All
English
88
German
5
Author
All
Chiarella, Carl
4
Kang, Boda
4
Barnett, William A.
3
Xu, Haiyang
3
Barndorff-Nielsen, Ole E.
2
Benth, Fred Espen
2
Bibby, Bo Martin
2
Chauveau, Thierry
2
Davis, Richard A.
2
Dufour, Jean-Marie
2
Meyer, Gunter H.
2
Mikosch, Thomas
2
Polson, Nicholas G.
2
Račev, Svetlozar T.
2
Renault, Eric
2
Safari, Amir
2
Seese, Detlef G.
2
Shapovalova, Kateryna
2
Subbotin, Alexander
2
Sun, Wei
2
Sørensen, Michael
2
Ziogas, Andrew
2
Abutaleb, Ahmed
1
Ahsan, Nazmul
1
Alexander, Carol
1
Andersen, Torben
1
Appadoo, Srimantoorao S.
1
Asai, Manabu
1
Avesani, Renzo G.
1
Bao, Yun
1
Bartolucci, Francesco
1
Batalova, N. V.
1
Becker, Tim
1
Bertrand, Pierre
1
Bonomelli, Marco
1
Borsali, Olfa
1
Boscher, Hans
1
Callegaro, Giorgia
1
Charalambous, Chris
1
Chen, An
1
more ...
less ...
Published in...
All
Handbook of financial time series
9
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advanced mathematical methods for finance
2
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Financial engineering
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Numerical methods in finance
2
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
2
The Oxford handbook of computational economics and finance
2
Tools and techniques
2
Advances in risk management
1
Advances of OR in commodities and financial modeling
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Application of operations research to financial markets
1
Applications
1
Applied quantitative finance
1
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
1
Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics
1
Computational intelligence techniques for trading and investment
1
Computational methods in decision-making, economics and finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Die Zukunft des Sozialstaats : Jahrestagung des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaft in Rostock 1998 ; [vom 22. - 25. September 1998]
1
Econometric analysis of financial and economic time series ; part B
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Encyclopedia of finance research ; Vol. 1
1
Equilibrium, markets and dynamics : essays in honour of Claus Weddepohl ; with 6 tables
1
Essays on quantitative finance in the context of statistical arbitrage
1
Financial asset pricing : theory, global policy and dynamics
1
Financial engineering, E-commerce and supply chain
1
Financial markets and the global recession
1
Financial mathematics, volatility and covariance modelling
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
41
-
50
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
Saved in:
42
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
43
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
44
Ordinal- and continuous-response stochastic volatility models for price changes : an empirical comparison
Czado, Claudia
;
Müller, Gernot
;
Nguyen, Thi-Ngoc-Giau
- In:
Statistical modelling and regression structures : …
,
(pp. 301-320)
.
2010
Persistent link: https://www.econbiz.de/10003964492
Saved in:
45
Bayesian inference for a periodic stochastic volatility model of intraday electricity prices
Smith, Michael Stanley
- In:
Statistical modelling and regression structures : …
,
(pp. 353-376)
.
2010
Persistent link: https://www.econbiz.de/10003964500
Saved in:
46
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
47
On forward price modeling in power markets
Benth, Fred Espen
- In:
Alternative investments and strategies : credit, …
,
(pp. 93-122)
.
2010
Persistent link: https://www.econbiz.de/10008655206
Saved in:
48
Estimation of stochastic volatility models
Bartolucci, Francesco
;
De Luca, Giovanni
- In:
Computational methods in decision-making, economics and …
,
(pp. 541-556)
.
2010
Persistent link: https://www.econbiz.de/10009153066
Saved in:
49
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
50
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
First
Prev
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...
//-->