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~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
122
Stochastischer Prozess
122
Volatility
55
Option pricing theory
44
Optionspreistheorie
44
Theorie
42
Theory
42
Estimation
36
Schätzung
36
Portfolio selection
22
Portfolio-Management
22
Derivat
16
Derivative
16
Stochastic volatility
14
Time series analysis
13
Zeitreihenanalyse
13
Yield curve
12
Zinsstruktur
12
Option trading
11
Optionsgeschäft
11
Black-Scholes model
10
Black-Scholes-Modell
10
CAPM
10
Capital income
9
Kapitaleinkommen
9
Technical efficiency
9
Technische Effizienz
9
Option pricing
8
stochastic volatility
8
ARCH model
7
ARCH-Modell
7
Bayes-Statistik
7
Bayesian inference
7
Börsenkurs
7
Forecasting model
7
Markov chain
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Markov-Kette
7
Prognoseverfahren
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Article
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Aufsatz in Zeitschrift
56
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English
56
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Baldeaux, Jan
2
Branger, Nicole
2
Goutte, Stéphane
2
Kaeck, Andreas
2
Platen, Eckhard
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Barbachan, José Santiago Fajardo
1
Barro, Diana
1
Bollen, Bernard
1
Boroumand, Raphaël Homayoun
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Cheng, Sicong
1
Chevallier, Julien
1
Christoffersen, Peter F.
1
Clements, Kenneth W.
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cui, Zhenyu
1
Dufitinema, Josephine
1
Elliott, Robert J.
1
Endres, Sylvia
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Feunou, Bruno
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Ge̜bka, Bartosz
1
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Applied economics
Journal of banking & finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Discussion paper / Tinbergen Institute
56
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
European journal of operational research : EJOR
41
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
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
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
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ECONIS (ZBW)
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1
What explains long memory in futures price volatility?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
Saved in:
2
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
3
What should the value of lambda be in the exponentially weighted moving average volatility model?
Bollen, Bernard
- In:
Applied economics
47
(
2015
)
7/9
,
pp. 853-860
Persistent link: https://www.econbiz.de/10010512092
Saved in:
4
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
5
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
6
Value at risk estimation by threshold stochastic volatility model
Huang, Alex
- In:
Applied economics
47
(
2015
)
43/45
,
pp. 4884-4900
Persistent link: https://www.econbiz.de/10011380922
Saved in:
7
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
8
Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1591
Persistent link: https://www.econbiz.de/10009616465
Saved in:
9
Have the GIPSI settled down? : breaks and multivariate stochastic volatility models for, and not against, the European financial integration
Ge̜bka, Bartosz
;
Karoglou, Michail
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3639-3653
Persistent link: https://www.econbiz.de/10010126309
Saved in:
10
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
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