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~isPartOf:"Annals of finance"
~isPartOf:"Applied financial economics"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Stochastischer Prozess
Volatility
323
Volatilität
323
Aktienmarkt
311
Stock market
311
Capital income
160
Kapitaleinkommen
160
Börsenkurs
137
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Viens, Frederi G.
5
Chronopoulou, Alexandra
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Fernholz, Robert
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Hainaut, Donatien
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Karatzas, Ioannis
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SenGupta, Indranil
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1
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1
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1
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1
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1
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1
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1
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1
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Annals of finance
Applied financial economics
International journal of theoretical and applied finance
137
Journal of econometrics
104
Quantitative finance
90
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
The journal of computational finance
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
39
Finance research letters
38
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of empirical finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
31
Energy economics
30
Risks : open access journal
30
Economics letters
26
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of risk and financial management : JRFM
24
Review of derivatives research
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Applied economics
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Economic modelling
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18
Journal of financial economics
18
The European journal of finance
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Journal of financial econometrics
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Asia-Pacific financial markets
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International review of economics & finance : IREF
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Applied economics letters
14
International journal of forecasting
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
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1
General asymmetric stochastic
volatility
models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu
;
Unite, Angelo A.
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
Saved in:
2
Volatility
forecasting in emerging markets with application of stochastic
volatility
model
Huang, Alex
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
Saved in:
3
Using stochastic dominance criterion to examine the day-of-the-week effect
Hsieh, C.-S.
;
Chen, C.-T.
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1207-1213
Persistent link: https://www.econbiz.de/10009625380
Saved in:
4
A second-order stock market model
Fernholz, Robert
;
Ichiba, Tomoyuki
;
Karatzas, Ioannis
- In:
Annals of finance
9
(
2013
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
Saved in:
5
A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets
Li, Xun
;
Wu, Zhenyu
- In:
Annals of finance
2
(
2006
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10003282234
Saved in:
6
Investigating asymmetry in US stock market indexes : evidence from a stochastic
volatility
model
Cappuccio, Nunzio
;
Lubian, Diego
;
Raggi, Davide
- In:
Applied financial economics
16
(
2006
)
6
,
pp. 479-490
Persistent link: https://www.econbiz.de/10003335022
Saved in:
7
Is the risk-return relation positive? : Further evidence from a stochastic
volatility
in mean approach
Loudon, Geoffrey F.
- In:
Applied financial economics
16
(
2006
)
13
,
pp. 981-992
Persistent link: https://www.econbiz.de/10003377852
Saved in:
8
Does knowing the
volatility
states affect the market risk premium?
Bae, Jinho
- In:
Annals of finance
7
(
2011
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10008840222
Saved in:
9
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
10
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10003538047
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