//--> //--> //--> //-->
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"
~subject:"Risikoprämie"
~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
Risikoprämie
Stochastischer Prozess
Volatility
58
Volatilität
58
Stochastic process
32
Theorie
27
Theory
27
Option pricing theory
25
Optionspreistheorie
25
Börsenkurs
15
Share price
15
Aktienmarkt
13
Stock market
13
CAPM
11
Portfolio selection
10
Portfolio-Management
10
Stochastic volatility
9
USA
8
United States
8
Capital income
7
Kapitaleinkommen
7
Estimation
6
Forecasting model
6
Implied volatility
6
Option trading
6
Optionsgeschäft
6
Prognoseverfahren
6
Schätzung
6
Risk premium
5
ARCH model
4
ARCH-Modell
4
Markov chain
4
Markov-Kette
4
Statistical distribution
4
Statistische Verteilung
4
Asset pricing
3
Estimation theory
3
Experiment
3
Hedging
3
Modellierung
3
more ...
less ...
Online availability
All
Undetermined
17
Free
1
Type of publication
All
Article
34
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Lehrbuch
Aufsatz in Zeitschrift
35
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
35
Author
All
Viens, Frederi G.
5
Chronopoulou, Alexandra
2
Fernholz, Robert
2
Hainaut, Donatien
2
Karatzas, Ioannis
2
SenGupta, Indranil
2
Bae, Jinho
1
Bayraktar, Erhan
1
Bekiros, Stelios
1
Bufalo, Michele
1
Comte, Fabienne
1
Coutin, Laure
1
Craioveanu, Mihaela
1
Di Bari, Antonio
1
Elliott, Robert J.
1
Escobar, Marcos
1
Figueroa-López, José E.
1
Fouque, Jean-Pierre
1
Funahashi, Hideharu
1
Garnier, Josselin
1
Gulisashvili, Archil
1
Hillebrand, Eric
1
Ichiba, Tomoyuki
1
Issaka, Aziz
1
Jin, Hehui
1
Junike, Gero
1
Kijima, Masaaki
1
Kim, Ha Young
1
Kirkby, J. Lars
1
Kurz, Mordecai
1
Lang, Sebastian
1
Leunga, Charles Guy Njike
1
Li, Xun
1
Matas, Jan
1
Moraux, Franck
1
Moreno-Franco, Harold A.
1
Motolese, Maurizio
1
Nguyen, Duy
1
Podolskij, Mark
1
Pospíšil, Jan
1
more ...
less ...
Published in...
All
Annals of finance
International journal of theoretical and applied finance
141
Journal of econometrics
113
Quantitative finance
92
Journal of banking & finance
91
Finance research letters
79
Journal of financial economics
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Applied mathematical finance
63
Journal of empirical finance
63
Journal of economic dynamics & control
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
The journal of computational finance
50
Computational economics
48
Finance and stochastics
47
The journal of futures markets
47
Econometric reviews
44
The North American journal of economics and finance : a journal of financial economics studies
44
Energy economics
43
International review of economics & finance : IREF
43
European journal of operational research : EJOR
41
International review of financial analysis
41
Journal of mathematical finance
41
Economics letters
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Economic modelling
37
International journal of financial engineering
37
Applied economics
36
Insurance / Mathematics & economics
35
Pacific-Basin finance journal
34
Risks : open access journal
32
Journal of risk and financial management : JRFM
31
The journal of finance : the journal of the American Finance Association
31
Applied financial economics
30
The European journal of finance
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Review of quantitative finance and accounting
26
The review of financial studies
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Review of derivatives research
25
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Determinants of stock market
volatility
and risk premia
Kurz, Mordecai
;
Jin, Hehui
;
Motolese, Maurizio
- In:
Annals of finance
1
(
2005
)
2
,
pp. 109-147
Persistent link: https://www.econbiz.de/10002713109
Saved in:
2
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:
3
The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
Saved in:
4
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
Saved in:
5
A simple efficient approximation to price basket stock options with
volatility
smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
6
Does the Hurst index matter for option prices under fractional
volatility
?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
Saved in:
7
Analysis of variance based instruments for Ornstein-Uhlenbeck type models : swap and price index
Issaka, Aziz
;
SenGupta, Indranil
- In:
Annals of finance
13
(
2017
)
4
,
pp. 401-434
Persistent link: https://www.econbiz.de/10011945581
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->