//--> //--> //--> //-->
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 research letters"
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
Asymptotic equivalence in Lee'...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
617
Volatilität
616
Börsenkurs
262
Share price
262
Capital income
249
Kapitaleinkommen
249
Stock market
196
Aktienmarkt
195
CAPM
195
Theorie
172
Theory
172
Estimation
169
Schätzung
169
ARCH model
162
ARCH-Modell
162
Risk
139
Welt
139
World
139
Forecasting model
136
Prognoseverfahren
136
Risiko
134
Option pricing theory
117
Optionspreistheorie
117
Portfolio selection
108
Portfolio-Management
108
Coronavirus
79
Risikoprämie
79
Risk premium
79
China
77
Virtual currency
77
Virtuelle Währung
77
Spillover effect
70
Spillover-Effekt
70
Oil price
64
Ölpreis
64
Anlageverhalten
59
Behavioural finance
59
Stochastic process
55
Stochastischer Prozess
55
Impact assessment
54
more ...
less ...
Online availability
All
Undetermined
742
Free
19
Type of publication
All
Article
846
Type of publication (narrower categories)
All
Article in journal
845
Aufsatz in Zeitschrift
845
Language
All
English
846
Author
All
Bouri, Elie
13
Gupta, Rangan
13
Zaremba, Adam
11
Lucey, Brian M.
9
Roubaud, David
9
Corbet, Shaen
8
Tiwari, Aviral Kumar
8
Ji, Qiang
7
Sensoy, Ahmet
7
Wang, Xingchun
7
Wei, Yu
7
Lyócsa, Štefan
6
Molnár, Peter
6
Ryu, Doojin
6
Shahzad, Syed Jawad Hussain
6
Gillas, Konstantinos Gkillas
5
Lee, Hangsuck
5
Long, Huaigang
5
Luo, Xingguo
5
Ma, Feng
5
Pierdzioch, Christian
5
Shen, Dehua
5
Wu, Xinyu
5
Aharon, David Y.
4
Das, Debojyoti
4
Fabozzi, Frank J.
4
Goodell, John W.
4
Gozgor, Giray
4
Jarrow, Robert A.
4
Lau, Chi Keung
4
Lu, Xinjie
4
Sun, Xiaolei
4
Todorova, Neda
4
Xie, Haibin
4
Xiong, Xiong
4
Yarovaya, Larisa
4
Ziemba, William T.
4
Ahn, Yongkil
3
Akyildirim, Erdinc
3
Al-Yahyaee, Khamis Hamed
3
more ...
less ...
Published in...
All
Finance research letters
NBER working paper series
889
Working paper / National Bureau of Economic Research, Inc.
803
Journal of banking & finance
748
Energy economics
714
NBER Working Paper
693
The journal of futures markets
611
International journal of theoretical and applied finance
598
International review of financial analysis
561
Journal of financial economics
519
Applied economics
489
International review of economics & finance : IREF
465
Economic modelling
446
The North American journal of economics and finance : a journal of financial economics studies
435
Journal of econometrics
423
Journal of empirical finance
420
Journal of economic dynamics & control
395
The journal of finance : the journal of the American Finance Association
388
Economics letters
374
The review of financial studies
371
Applied financial economics
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
360
Discussion paper / Centre for Economic Policy Research
351
Working paper
351
Applied economics letters
335
Research in international business and finance
335
Journal of international money and finance
324
Quantitative finance
322
Journal of international financial markets, institutions & money
321
Finance and stochastics
306
Applied mathematical finance
303
The European journal of finance
286
Pacific-Basin finance journal
275
The journal of computational finance
273
Journal of risk and financial management : JRFM
265
Journal of financial and quantitative analysis : JFQA
262
The journal of derivatives : the official publication of the International Association of Financial Engineers
262
Discussion paper / Tinbergen Institute
260
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
260
Research paper series / Swiss Finance Institute
258
more ...
less ...
Source
All
ECONIS (ZBW)
846
Showing
1
-
10
of
846
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An idea of risk-neutral momentum and market fear
Schadner, Wolfgang
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484870
Saved in:
2
Volatility
discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
3
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
4
Whose sentiment explains implied
volatility
change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
5
Rescaling the double-mean-reverting 4/2 stochastic
volatility
model for derivative pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Liu, Wenqiang
;
Zhang, WenJun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
Saved in:
6
A note on the Wang transform for stochastic
volatility
pricing models
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Finance research letters
19
(
2016
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011657622
Saved in:
7
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
8
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
9
Attainability of European path-independent claims in incomplete markets
Branger, Nicole
;
Esser, Angelika
;
Schlag, Christian
- In:
Finance research letters
1
(
2004
)
3
,
pp. 190-195
Persistent link: https://www.econbiz.de/10003307291
Saved in:
10
What is the correct meaning of implied
volatility
?
Kim, In-joon
;
Gun Youb Park
;
Hyun, Jung-Soon
- In:
Finance research letters
4
(
2007
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003702383
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->