//--> //--> //--> //-->
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
~isPartOf:"Annals of finance"
~isPartOf:"The journal of futures markets"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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
The Impact of Stock Market Lib...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
418
Volatilität
418
USA
143
United States
143
Option pricing theory
105
Optionspreistheorie
105
Börsenkurs
92
Share price
92
Option trading
76
Optionsgeschäft
76
Index futures
71
Index-Futures
71
Estimation
70
Schätzung
70
Theorie
69
Theory
69
Stochastic process
63
Commodity derivative
55
Rohstoffderivat
55
Aktienmarkt
54
Stock market
54
Derivat
52
Derivative
52
ARCH model
48
ARCH-Modell
48
Forecasting model
41
Prognoseverfahren
41
Capital income
40
Kapitaleinkommen
40
Hedging
34
Handelsvolumen der Börse
32
Trading volume
32
Welt
32
World
32
Yield curve
27
Zinsstruktur
27
Aktienindex
25
Stock index
25
Risikoprämie
21
more ...
less ...
Online availability
All
Undetermined
26
Free
6
Type of publication
All
Article
62
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Lehrbuch
Aufsatz in Zeitschrift
63
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
63
Author
All
Viens, Frederi G.
5
Elliott, Robert J.
3
Bali, Turan G.
2
Chronopoulou, Alexandra
2
Fatone, Lorella
2
Fernholz, Robert
2
Hainaut, Donatien
2
Karatzas, Ioannis
2
Mariani, Francesca
2
SenGupta, Indranil
2
Shiraya, Kenichiro
2
Zirilli, Francesco
2
Albert, Pascal
1
Bae, Jinho
1
Bayraktar, Erhan
1
Bekiros, Stelios
1
Bhanot, Karan
1
Brace, Alan
1
Bufalo, Michele
1
Comte, Fabienne
1
Coutin, Laure
1
Craioveanu, Mihaela
1
Cui, Zhenyu
1
Dai, Tian-Shyr
1
Das, Debojyoti
1
Di Bari, Antonio
1
Dias, José Carlos
1
Ding, Kailin
1
Doran, James S.
1
Dutta, Anupam
1
Escobar, Marcos
1
Fan, Chen-Chiang
1
Fernandes, Mário Correia
1
Figueroa-López, José E.
1
Fouque, Jean-Pierre
1
Funahashi, Hideharu
1
Garnier, Josselin
1
Gellert, Karol
1
Gray, Philip K.
1
Gulisashvili, Archil
1
more ...
less ...
Published in...
All
Annals of finance
The journal of futures markets
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
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
21
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
The European journal of finance
18
Applied financial economics
17
Journal of financial econometrics
17
Asia-Pacific financial markets
16
International review of economics & finance : IREF
15
Applied economics letters
14
International journal of forecasting
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
13
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
An explicitly solvable multi-scale stochastic
volatility
model : option pricing and calibration problems
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 862-893
Persistent link: https://www.econbiz.de/10003900928
Saved in:
4
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:
5
Pricing American options on foreign currency with stochastic
volatility
, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Saved in:
6
Is there information in the
volatility
skew?
Doran, James S.
;
Peterson, David R.
;
Tarrant, Brian C.
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 921-959
Persistent link: https://www.econbiz.de/10003531001
Saved in:
7
Testing the local
volatility
assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10009510584
Saved in:
8
Portfolio optimization in discrete time with proportional transaction costs under stochastic
volatility
Kim, Ha Young
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 405-425
Persistent link: https://www.econbiz.de/10009548076
Saved in:
9
Estimation and pricing under long-memory stochastic
volatility
Chronopoulou, Alexandra
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 379-403
Persistent link: https://www.econbiz.de/10009548079
Saved in:
10
Affine fractional stochastic
volatility
models
Comte, Fabienne
;
Coutin, Laure
;
Renault, Eric
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 337-378
Persistent link: https://www.econbiz.de/10009548082
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->