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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
289
Stochastischer Prozess
289
Volatility
139
Theorie
131
Theory
131
Time series analysis
79
Zeitreihenanalyse
79
Estimation theory
67
Schätztheorie
67
Estimation
63
Schätzung
63
Option pricing theory
57
Optionspreistheorie
57
Stochastic volatility
43
ARCH model
30
ARCH-Modell
30
Statistical distribution
30
Statistische Verteilung
30
Börsenkurs
29
Share price
29
Capital income
26
Kapitaleinkommen
26
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Bayes-Statistik
25
Bayesian inference
25
Derivat
23
Derivative
23
Statistical test
23
Statistischer Test
23
Portfolio selection
22
Portfolio-Management
22
Forecasting model
20
Prognoseverfahren
20
Markov chain
17
Markov-Kette
17
Bootstrap approach
16
Bootstrap-Verfahren
16
Option trading
16
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Undetermined
84
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Article
139
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Article in journal
139
Aufsatz in Zeitschrift
139
Language
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English
139
Author
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Todorov, Viktor
11
Tauchen, George Eugene
8
McAleer, Michael
5
Asai, Manabu
4
Bollerslev, Tim
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Clark, Todd E.
3
Li, Jia
3
Marcellino, Massimiliano
3
Renò, Roberto
3
Shephard, Neil G.
3
Xiu, Dacheng
3
Yu, Jun
3
Amengual, Dante
2
Baldeaux, Jan
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Branger, Nicole
2
Chan, Joshua
2
Chang, Chia-Lin
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Francq, Christian
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Jensen, Mark J.
2
Kaeck, Andreas
2
Kim, Donggyu
2
Laurent, Sébastien
2
Leippold, Markus
2
Maheu, John M.
2
Park, Joon Y.
2
Platen, Eckhard
2
Poon, Aubrey
2
Renault, Eric
2
Swanson, Norman R.
2
Varneskov, Rasmus Tangsgaard
2
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Published in...
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Journal of banking & finance
Journal of econometrics
International journal of theoretical and applied finance
135
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
Economic modelling
20
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
18
Econometrics : open access journal
17
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ECONIS (ZBW)
139
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1
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:
2
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:
3
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:
4
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:
5
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
6
Nonparametric specification tests for stochastic volatility models based on volatility density
Zu, Yang
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10011499459
Saved in:
7
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
8
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
9
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
10
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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