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~subject:"Volatilität"
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Volatilität
Stochastischer Prozess
16,889
Stochastic process
16,687
Theorie
9,867
Theory
9,812
Volatility
3,838
Optionspreistheorie
3,233
Option pricing theory
3,222
Mathematische Optimierung
2,160
Mathematical programming
2,159
Portfolio-Management
1,491
Portfolio selection
1,489
Zeitreihenanalyse
1,483
Time series analysis
1,473
Estimation
1,453
Schätzung
1,452
Schätztheorie
1,100
Estimation theory
1,095
Markov chain
1,085
Markov-Kette
1,076
Risk
839
Risiko
827
Simulation
790
Prognoseverfahren
692
Forecasting model
688
Börsenkurs
685
Statistische Verteilung
684
Statistical distribution
682
Share price
674
Derivat
660
Derivative
660
USA
660
United States
655
Dynamic programming
624
Monte Carlo simulation
613
Monte-Carlo-Simulation
602
Bayesian inference
594
Dynamische Optimierung
593
Bayes-Statistik
581
Zinsstruktur
576
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All
Free
1,525
Undetermined
1,146
Type of publication
All
Article
2,171
Book / Working Paper
1,674
Type of publication (narrower categories)
All
Article in journal
2,070
Aufsatz in Zeitschrift
2,070
Graue Literatur
725
Non-commercial literature
725
Working Paper
708
Arbeitspapier
697
Aufsatz im Buch
94
Book section
94
Hochschulschrift
67
Thesis
48
Conference paper
13
Konferenzbeitrag
13
Collection of articles of several authors
12
Sammelwerk
12
Collection of articles written by one author
9
Sammlung
9
Forschungsbericht
8
Aufsatzsammlung
7
Bibliografie enthalten
7
Bibliography included
7
Systematic review
6
Übersichtsarbeit
6
Lehrbuch
5
Amtsdruckschrift
4
Government document
4
Textbook
4
Handbook
3
Handbuch
3
Konferenzschrift
2
Rezension
2
Accompanied by computer file
1
Article
1
CD-ROM, DVD
1
Dissertation u.a. Prüfungsschriften
1
Elektronischer Datenträger als Beilage
1
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1
Glossary included
1
Mikroform
1
Ratgeber
1
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1
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Language
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English
3,815
German
30
French
1
Author
All
McAleer, Michael
69
Asai, Manabu
37
Koopman, Siem Jan
35
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Mumtaz, Haroon
25
Escobar, Marcos
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Carriero, Andrea
19
Nguyen, Duy
19
Yu, Jun
19
Alòs, Elisa
18
Marcellino, Massimiliano
18
Platen, Eckhard
18
Rodriguez, Gabriel
18
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Takahashi, Akihiko
17
Benth, Fred Espen
16
Kang, Boda
16
Wong, Hoi Ying
16
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Carr, Peter
14
Chang, Chia-Lin
14
Forde, Martin
14
Lucas, André
14
Renault, Eric
14
Wang, Xingchun
14
Caporin, Massimiliano
13
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Institution
All
National Bureau of Economic Research
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Nuffield College
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
All
International journal of theoretical and applied finance
136
Journal of econometrics
104
Quantitative finance
90
Applied mathematical finance
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
57
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
Finance research letters
40
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Annals of finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Risks : open access journal
32
Energy economics
31
The journal of futures markets
31
Journal of empirical finance
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
Review of derivatives research
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of risk and financial management : JRFM
25
CAMA working paper series
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
20
Journal of financial economics
19
Econometrics : open access journal
18
NBER working paper series
18
The European journal of finance
18
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Source
All
ECONIS (ZBW)
3,832
EconStor
12
USB Cologne (EcoSocSci)
1
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1
Bitcoin volatility and intrinsic time using double-subordinated lévy
processes
Shirvani, Abootaleb
;
Mittnik, Stefan
;
Lindquist, …
- In:
Risks : open access journal
12
(
2024
)
5
,
pp. 1-21
properties of the cryptocurrency bitcoin. By using two subordinated
processes
, NDIG captures both the skew and fat …
Persistent link: https://www.econbiz.de/10014636539
Saved in:
2
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Bernis, Guillaume
;
Brignone, Riccardo
;
Scotti, Simone
; …
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 747-773
Persistent link: https://www.econbiz.de/10012616856
Saved in:
3
Variance Gamma process in the option pricing model
Drahokoupil, Jakub
-
2021
Persistent link: https://www.econbiz.de/10012493120
Saved in:
4
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
5
An infinite-dimensional affine stochastic volatility model
Cox, Sonja
;
Karbach, Sven
;
Khedher, Asma
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 878-906
Persistent link: https://www.econbiz.de/10013331066
Saved in:
6
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
7
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014566344
Saved in:
8
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
9
Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
Saved in:
10
Robust control and CAPMs under a quadratic model with inflation-deflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
Saved in:
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