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~subject:"Aufsatzsammlung"
~subject:"Volatilität"
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Aufsatzsammlung
Volatilität
Stochastic process
168
Stochastischer Prozess
168
Theorie
75
Theory
75
Volatility
62
Option pricing theory
38
Optionspreistheorie
38
Estimation
29
Schätzung
29
Time series analysis
27
Zeitreihenanalyse
27
Stochastic volatility
24
Estimation theory
19
Portfolio selection
19
Portfolio-Management
19
Schätztheorie
19
Derivat
13
Derivative
13
CAPM
11
Risiko
11
Risk
11
Yield curve
11
Zinsstruktur
11
Capital income
10
Kapitaleinkommen
10
VAR model
9
VAR-Modell
9
ARCH model
8
ARCH-Modell
8
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
Markov-Kette
8
Option trading
8
Optionsgeschäft
8
USA
8
United States
8
Black-Scholes model
7
Black-Scholes-Modell
7
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Undetermined
39
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Article
62
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Article in journal
61
Aufsatz in Zeitschrift
61
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English
62
Author
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Baldeaux, Jan
2
Branger, Nicole
2
Dimitrakopoulos, Stefanos
2
Gupta, Rangan
2
Kaeck, Andreas
2
Kirby, Chris
2
Moura, Guilherme Valle
2
Platen, Eckhard
2
Alexander, Carol
1
Andreasen, Martin Møller
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
Chaim, Pedro
1
Chan, Jennifer S. K.
1
Chang, Charles
1
Chang, Chia-Lin
1
Chavez-Demoulin, Valerie
1
Christoffersen, Peter F.
1
Christou, Christina
1
Cipollini, Andrea
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cui, Zhenyu
1
Demirer, Rıza
1
Duan, Yunpeng
1
Elliott, Robert J.
1
Eom, Young Ho
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Feunou, Bruno
1
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Economics letters
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
39
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
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
20
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
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ECONIS (ZBW)
62
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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
A simple nonnegative process for equilibrium models
Hsu, Alex
;
Palomino, Francisco
- In:
Economics letters
132
(
2015
),
pp. 39-44
Persistent link: https://www.econbiz.de/10011431117
Saved in:
3
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:
4
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:
5
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:
6
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:
7
News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
- In:
Economics letters
120
(
2013
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10009760436
Saved in:
8
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:
9
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
Saved in:
10
Moment-based estimation of stochastic volatility
Bregantini, Daniele
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4755-4764
Persistent link: https://www.econbiz.de/10010342233
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