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~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
101
Stochastischer Prozess
101
Volatility
59
Theorie
37
Theory
37
Estimation
34
Schätzung
34
Option pricing theory
31
Optionspreistheorie
31
Time series analysis
23
Zeitreihenanalyse
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Bayes-Statistik
19
Bayesian inference
19
Portfolio selection
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Portfolio-Management
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Forecasting model
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Prognoseverfahren
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Stochastic volatility
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State space model
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Zustandsraummodell
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Derivat
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Derivative
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VAR model
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VAR-Modell
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stochastic volatility
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USA
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Yield curve
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Zinsstruktur
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CAPM
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Option trading
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Optionsgeschäft
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Capital income
7
Estimation theory
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Kapitaleinkommen
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Risiko
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Risk
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Schätztheorie
7
ARCH model
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Chan, Joshua
13
Eisenstat, Eric
4
Zhang, Bo
3
Baldeaux, Jan
2
Bao Hoang Nguyen
2
Branger, Nicole
2
Cross, Jamie L.
2
Haque, Qazi
2
Hou, Chenghan
2
Kaeck, Andreas
2
Magnusson, Leandro M.
2
Nason, James Michael
2
Platen, Eckhard
2
Strachan, Rodney W.
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Barro, Diana
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Castelnuovo, Efrem
1
Chan, Joshua C. C.
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cui, Zhenyu
1
Doucet, Arnaud
1
Elliott, Robert J.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
1
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CAMA working paper series
Journal of banking & finance
International journal of theoretical and applied finance
135
Journal of econometrics
105
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
Annals of finance
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Economics letters
29
Research paper series / Swiss Finance Institute
29
The North American journal of economics and finance : a journal of financial economics studies
26
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
Applied economics
21
Economic modelling
20
Journal of financial economics
19
Econometrics : open access journal
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NBER working paper series
18
The European journal of finance
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
5
Modeling energy price dynamics: GARCH versus stochastic volatility
Chan, Joshua
;
Grant, Angelia L.
-
2015
Persistent link: https://www.econbiz.de/10011342409
Saved in:
6
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
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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