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~isPartOf:"Journal of banking & finance"
~subject:"Aufsatzsammlung"
~subject:"Landwirtschaft"
~subject:"Volatilität"
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Aufsatzsammlung
Landwirtschaft
Volatilität
Stochastic process
71
Stochastischer Prozess
71
Volatility
35
Option pricing theory
31
Optionspreistheorie
31
Theorie
25
Theory
25
Estimation
17
Portfolio selection
17
Portfolio-Management
17
Schätzung
17
Stochastic volatility
13
Derivat
12
Derivative
12
Yield curve
10
Zinsstruktur
10
Time series analysis
9
Zeitreihenanalyse
9
CAPM
8
Option trading
8
Optionsgeschäft
8
Capital income
7
Kapitaleinkommen
7
Black-Scholes model
6
Black-Scholes-Modell
6
Jumps
6
Estimation theory
5
Financial market
5
Finanzmarkt
5
Hedging
5
Option pricing
5
Risikoprämie
5
Risk premium
5
Schätztheorie
5
Bayes-Statistik
4
Bayesian inference
4
Börsenkurs
4
Interest rate
4
Markov chain
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35
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35
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English
35
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Baldeaux, Jan
2
Branger, Nicole
2
Kaeck, Andreas
2
Platen, Eckhard
2
Alexander, Carol
1
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Barro, Diana
1
Bregantini, Daniele
1
Caldana, Ruggero
1
Casassus, Jaime
1
Chang, Charles
1
Chavez-Demoulin, Valerie
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Cui, Zhenyu
1
Elliott, Robert J.
1
Erdemlioglu, Deniz
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Feunou, Bruno
1
Fuh, Cheng-der
1
Fusai, Gianluca
1
Ge̜bka, Bartosz
1
Goldstein, Bob
1
Grasselli, Martino
1
Hain, Martin
1
Hansis, Alexandra
1
He, Xue-zhong
1
Horny, Guillaume
1
Hull, John
1
Ignatieva, Ekaterina
1
Jeon, Yoontae
1
Jessen, Cathrine
1
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Journal of banking & finance
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
84
Applied mathematical finance
61
Discussion paper / Tinbergen Institute
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
The journal of computational finance
49
Finance and stochastics
47
Computational economics
46
Journal of economic dynamics & control
46
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Finance research letters
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
30
Journal of empirical finance
29
Research paper series / Swiss Finance Institute
29
The journal of futures markets
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
Econometrics : open access journal
17
The European journal of finance
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ECONIS (ZBW)
35
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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
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:
6
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:
7
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
8
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
9
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
10
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
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