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:"Finance and stochastics"
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
The Zumbach Effect Under Rough...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Market microstructure
2
Marktmikrostruktur
2
Rough volatility
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Affine process
1
Analysis of variance
1
Börsenkurs
1
Capital income
1
Hawkes process
1
Hawkes processes
1
Heston model
1
High frequency trading
1
Kapitaleinkommen
1
Leverage effect
1
Limit theorems
1
Option pricing theory
1
Optionspreistheorie
1
Riccati equation
1
Rough Heston model
1
Sampling
1
Share price
1
Stichprobenerhebung
1
Stochastic volatility
1
Time series analysis
1
Varianzanalyse
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Gatheral, Jim
2
El Euch, Omar
1
Fukasawa, Masaaki
1
Keller-Ressel, Martin
1
Oomen, Roel C. A.
1
Rosenbaum, Mathieu
1
Published in...
All
Finance and stochastics
Papers / arXiv.org
10
Quantitative finance
8
Quantitative Finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Market microstructure and liquidity
4
Stochastic Processes and their Applications
4
Mathematical Finance
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
3
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of Finance
1
Annals of finance
1
CREATES Research Papers
1
CREATES research paper
1
Finance and Stochastics
1
Journal of Financial Econometrics
1
Journal of Multivariate Analysis
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Statistics & Probability Letters
1
Série des documents de travail
1
The Wiley finance series
1
The journal of trading
1
Wiley finance series
1
World Scientific lecture notes in finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The microstructural foundations of leverage effect and rough volatility
El Euch, Omar
;
Fukasawa, Masaaki
;
Rosenbaum, Mathieu
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 241-280
Persistent link: https://www.econbiz.de/10011945670
Saved in:
2
Zero-intelligence realized variance estimation
Gatheral, Jim
;
Oomen, Roel C. A.
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10003951508
Saved in:
3
Affine forward variance models
Gatheral, Jim
;
Keller-Ressel, Martin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
