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~isPartOf:"Journal of economic dynamics & control"
~subject:"Aufsatzsammlung"
~subject:"Volatilität"
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Aufsatzsammlung
Volatilität
Stochastic process
213
Stochastischer Prozess
213
Theorie
99
Theory
99
Volatility
82
Option pricing theory
69
Optionspreistheorie
69
Portfolio selection
42
Portfolio-Management
42
Stochastic volatility
34
CAPM
26
Estimation
25
Schätzung
25
Derivat
23
Derivative
23
Dynamic programming
21
Dynamische Optimierung
21
Option trading
19
Optionsgeschäft
19
Time series analysis
18
Yield curve
18
Zeitreihenanalyse
18
Zinsstruktur
18
Börsenkurs
14
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14
Hedging
13
Risikoprämie
13
Risk premium
13
Capital income
12
Control theory
12
Kapitaleinkommen
12
Kontrolltheorie
12
Markov chain
12
Markov-Kette
12
Dynamic equilibrium
10
Dynamisches Gleichgewicht
10
Jumps
10
Black-Scholes model
9
Black-Scholes-Modell
9
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82
Aufsatz in Zeitschrift
82
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English
82
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Branger, Nicole
6
Cui, Zhenyu
3
Baldeaux, Jan
2
Cai, Ning
2
Elliott, Robert J.
2
Escobar, Marcos
2
Ferrando, Sebastian
2
Grasselli, Martino
2
He, Xue-zhong
2
Ielpo, Florian
2
Kaeck, Andreas
2
Kim, Bara
2
Kim, Jerim
2
Leippold, Markus
2
Li, Chenxu
2
Li, Kai
2
Lian, Guanghua
2
Mahayni, Antje
2
Muck, Matthias
2
Platen, Eckhard
2
Renò, Roberto
2
Rodrigues, Paulo Jorge Maurício
2
Rubtsov, Alexey
2
Wan, Xiangwei
2
Yang, Nian
2
Zhu, Song-Ping
2
Aihara, ShinIchi
1
Alexander, Carol
1
Amir Ahmadi, Pooyan
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Badescu, Alexandru
1
Bagchi, Arunabha
1
Barro, Diana
1
Benati, Luca
1
Berger, Tino
1
Bo, Lijun
1
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Journal of banking & finance
Journal of economic dynamics & control
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
57
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
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Finance research letters
36
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
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
20
Economic modelling
20
Econometrics : open access journal
18
Journal of financial economics
18
NBER working paper series
18
The European journal of finance
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ECONIS (ZBW)
82
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1
Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
Saved in:
2
Filtering and identification of Heston's stochastic volatility model and its market risk
Aihara, ShinIchi
;
Bagchi, Arunabha
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2363-2388
Persistent link: https://www.econbiz.de/10003395572
Saved in:
3
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
4
Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca
- In:
Journal of economic dynamics & control
35
(
2011
)
7
,
pp. 1106-1125
Persistent link: https://www.econbiz.de/10009241494
Saved in:
5
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
6
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:
7
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:
8
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:
9
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
10
Valuation of power options under Heston’s stochastic volatility model
Kim, Jerim
;
Kim, Bara
;
Moon, Kyoung-sook
;
Wee, In-suk
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1796-1813
Persistent link: https://www.econbiz.de/10009701929
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