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~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Probability distribution"
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Volatility
Statistical distribution
4,143
Statistische Verteilung
4,143
Theorie
2,125
Theory
2,125
Risikomaß
721
Risk measure
721
Estimation theory
664
Schätztheorie
664
Capital income
573
Kapitaleinkommen
573
Estimation
572
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570
Volatilität
533
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514
Prognoseverfahren
514
Portfolio selection
496
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496
Probability theory
446
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446
Stochastic process
392
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392
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Risk
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348
Option pricing theory
331
Optionspreistheorie
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290
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Risikomanagement
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Multivariate distribution
270
Multivariate Verteilung
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252
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229
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531
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532
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168
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168
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159
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159
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25
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25
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16
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Lucas, André
5
Bollerslev, Tim
4
Günay, Samet
4
Liang, Fang
4
Maheu, John M.
4
Opschoor, Anne
4
Račev, Svetlozar T.
4
Wu, Xinyu
4
Zhang, Jin E.
4
Andersen, Torben
3
Benth, Fred Espen
3
Caporin, Massimiliano
3
Carr, Peter
3
Catania, Leopoldo
3
Christoffersen, Peter F.
3
Corradi, Valentina
3
Fabozzi, Frank J.
3
Gong, Xiao-Li
3
Gupta, Rangan
3
Huang, Zhuo
3
Jacobs, Kris
3
Kiani, Khurshid M.
3
Kim, Sol
3
Kim, Young Shin
3
Lee, Geul
3
Madan, Dilip B.
3
Mozumder, Sharif
3
Oosterlee, Cornelis Willebrordus
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Polak, Pawel
3
Santucci de Magistris, Paolo
3
Todorov, Viktor
3
Wei, Yu
3
Xiong, Xiong
3
Xu, Dinghai
3
Zu, Yang
3
Ñíguez, Trino-Manuel
3
Aboura, Sofiane
2
Agarwalla, Sobhesh Kumar
2
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Journal of econometrics
34
International journal of theoretical and applied finance
16
Quantitative finance
14
Economic modelling
13
International journal of forecasting
13
Computational economics
12
Finance research letters
12
International review of financial analysis
12
Journal of banking & finance
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of forecasting
8
The journal of futures markets
8
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
The European journal of finance
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Econometrics : open access journal
6
Economics letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Review of quantitative finance and accounting
6
Journal of economic dynamics & control
5
Pacific-Basin finance journal
5
Risks : open access journal
5
European journal of operational research : EJOR
4
Investment management and financial innovations
4
Quantitative finance and economics
4
Review of derivatives research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Annals of finance
3
Applied economics letters
3
Asia-Pacific financial markets
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ECONIS (ZBW)
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521
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
Saved in:
522
Option bounds and the pricing of the volatility smile
Masson, Jean
;
Perrakis, Stylianos
- In:
Review of derivatives research
4
(
2000
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10001521985
Saved in:
523
Historical volatility distribution in Gaussian and GARCH (1,1) models
Molgedey, Lutz
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 417
Persistent link: https://www.econbiz.de/10001522909
Saved in:
524
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
Saved in:
525
The information content of implied volatility, skewness and kurtosis : empirical evidence from long-term CAC 40 options
Navatte, Patrick
;
Villa, Christophe
- In:
European financial management : the journal of the …
6
(
2000
)
1
,
pp. 41-56
Persistent link: https://www.econbiz.de/10001452462
Saved in:
526
On the normal inverse Gaussian stochastic volatility model
Andersson, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10001543442
Saved in:
527
Value at risk calculations, extreme events, and tail estimation
Neftci, Salih N.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10001497755
Saved in:
528
Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
Saved in:
529
A non-Gaussian stochatic volatility model
Nagahara, Yuichi
;
Kitagawa, Genshiro
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10001633387
Saved in:
530
A one-factor volatility smile model with closed-form solutions for European options
Li, Anlong
- In:
European financial management : the journal of the …
5
(
1999
)
2
,
pp. 203-222
Persistent link: https://www.econbiz.de/10001415279
Saved in:
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