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:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aufsatzsammlung
Volatilität
Stochastic process
155
Stochastischer Prozess
155
Volatility
65
Theorie
58
Theory
58
Option pricing theory
51
Optionspreistheorie
51
Estimation
30
Schätzung
30
Stochastic volatility
25
Derivat
20
Derivative
20
Electric power industry
19
Elektrizitätswirtschaft
19
Oil price
19
Portfolio selection
19
Portfolio-Management
19
Ölpreis
19
Commodity derivative
18
Rohstoffderivat
18
Time series analysis
18
Zeitreihenanalyse
18
Electricity price
14
Strompreis
14
ARCH model
12
ARCH-Modell
12
Capital income
12
Kapitaleinkommen
12
Markov chain
12
Markov-Kette
12
Bayes-Statistik
11
Bayesian inference
11
Hedging
11
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Welt
11
World
11
CAPM
10
Energiemarkt
10
more ...
less ...
Online availability
All
Undetermined
43
Free
1
Type of publication
All
Article
65
Type of publication (narrower categories)
All
Article in journal
65
Aufsatz in Zeitschrift
65
Language
All
English
65
Author
All
Baum, Christopher F.
3
Ignatieva, Ekaterina
3
Zerilli, Paola
3
Baldeaux, Jan
2
Branger, Nicole
2
Chen, Liyuan
2
Kaeck, Andreas
2
Platen, Eckhard
2
Virbickaitė, Audronė
2
Alexander, Carol
1
Andriosopoulos, Kostas
1
Arismendi Zambrano, Juan Carlos
1
Arouri, Mohamed
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Barro, Diana
1
Boubaker, Sabri
1
Bourghelle, David
1
Bregantini, Daniele
1
Brix, Anne Floor
1
Caldana, Ruggero
1
Caporin, Massimiliano
1
Cartea, Álvaro
1
Casassus, Jaime
1
Chan, Joshua
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Cheffou, Abdoulkarim Idi
1
Chiarella, Carl
1
Cho, Hoon
1
Christoffersen, Peter F.
1
Chun, Dohyun
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cortazar, Gonzalo
1
Crosby, John
1
more ...
less ...
Published in...
All
Energy economics
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
39
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
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
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
Journal of financial economics
19
Econometrics : open access journal
18
NBER working paper series
18
The European journal of finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Jump processes in natural gas markets
Mason, Charles F.
;
Wilmot, Neil A.
- In:
Energy economics
46
(
2014
),
pp. 69-79
Persistent link: https://www.econbiz.de/10011299350
Saved in:
5
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
6
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
Saved in:
7
Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.
;
Andriosopoulos, Kostas
- In:
Energy economics
34
(
2012
)
4
,
pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
Saved in:
8
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:
9
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:
10
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
