//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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
Recent results in stochastic p...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
152
Stochastischer Prozess
152
Theorie
66
Theory
66
Volatility
55
Option pricing theory
48
Optionspreistheorie
48
Estimation
35
Schätzung
35
Portfolio selection
24
Portfolio-Management
24
Time series analysis
24
Zeitreihenanalyse
24
Stochastic volatility
23
Yield curve
19
Zinsstruktur
19
Estimation theory
18
Schätztheorie
18
Markov chain
15
Markov-Kette
15
CAPM
13
Derivat
13
Derivative
13
Option trading
12
Optionsgeschäft
12
Einheitswurzeltest
10
Unit root test
10
Bayes-Statistik
9
Bayesian inference
9
Capital income
9
Interest rate
9
Kapitaleinkommen
9
Zins
9
Credit risk
8
Forecasting model
8
Kreditrisiko
8
Option pricing
8
Prognoseverfahren
8
USA
8
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
55
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Language
All
English
55
Author
All
Baldeaux, Jan
2
Branger, Nicole
2
Kaeck, Andreas
2
Li, Yong
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
Balke, Nathan S.
1
Bao Hoang Nguyen
1
Barro, Diana
1
Berument, Hakan
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Chen, Junping
1
Choi, Sun-Yong
1
Chong, Terence Tai-Leung
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cross, Jamie
1
Cui, Zhenyu
1
Degiannakis, Stavros
1
Elliott, Robert J.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Feng, Yun
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Feunou, Bruno
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Gao, Shen
1
more ...
less ...
Published in...
All
Economic modelling
Journal of banking & finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
88
Applied mathematical finance
61
Discussion paper / Tinbergen Institute
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
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
46
Econometric reviews
44
European journal of operational research : EJOR
41
Journal of mathematical finance
38
Working paper
36
Finance research letters
35
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
Journal of empirical finance
30
Research paper series / Swiss Finance Institute
29
Energy economics
28
Risks : open access journal
28
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
Applied economics
21
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
Econometrics : open access journal
17
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic lattice models for valuation of volatility options
Ma, Jingtang
;
Li, Wenyuan
;
Han, Xu
- In:
Economic modelling
47
(
2015
),
pp. 93-104
Persistent link: https://www.econbiz.de/10011438895
Saved in:
2
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
3
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
4
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
5
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
6
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:
7
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:
8
On the stochastic elasticity of variance diffusions
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Lee, Jungwoo
;
Choi, Sun-Yong
- In:
Economic modelling
51
(
2015
),
pp. 263-268
Persistent link: https://www.econbiz.de/10011475989
Saved in:
9
Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping
;
Xiong, Xiong
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Economic modelling
64
(
2017
),
pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
Saved in:
10
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie
;
Poon, Aubrey
- In:
Economic modelling
58
(
2016
),
pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->