//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
~subject:"Volatility"
~type:"article"
~type_genre:"Article in journal"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
153
Theory
153
Volatilität
151
Option pricing theory
128
Optionspreistheorie
128
Stochastic process
57
Stochastischer Prozess
57
Estimation
56
Schätzung
56
Arbeitsmarkt
54
Labour market
54
Business cycle
43
Konjunktur
43
Option trading
38
Optionsgeschäft
38
Portfolio selection
32
Portfolio-Management
32
Schock
32
Shock
32
Börsenkurs
27
CAPM
27
Share price
27
Cointegration
24
Kointegration
24
Derivat
23
Derivative
23
Geldpolitik
23
Monetary policy
23
Stochastic volatility
23
Capital income
21
Hedging
21
Kapitaleinkommen
21
USA
21
United States
21
Time series analysis
20
Zeitreihenanalyse
20
Deutschland
19
Germany
19
VAR model
19
more ...
less ...
Online availability
All
Undetermined
81
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
151
Language
All
English
151
Author
All
Branger, Nicole
4
Chang, Chien-hung
3
Leippold, Markus
3
Lin, Yueh-neng
3
Westerhoff, Frank H.
3
Cai, Ning
2
Cheng, Jun
2
Cui, Zhenyu
2
Elliott, Robert J.
2
He, Xue-zhong
2
Huber, Jürgen
2
Ibraimi, Meriton
2
Ielpo, Florian
2
Kalev, Petko S.
2
Kim, Bara
2
Kim, Jerim
2
Kirchler, Michael
2
Kollmann, Robert
2
Li, Chenxu
2
Li, Kai
2
Liu, Xiaochun
2
Mahayni, Antje
2
Rodrigues, Paulo Jorge Maurício
2
Thille, Henry
2
Verschoor, Willem F. C.
2
Wan, Xiangwei
2
Weinbaum, David
2
Yang, Nian
2
Zhang, Jin E.
2
Zwinkels, Remco C. J.
2
Adams, Jonathan J.
1
Agliardi, Elettra
1
Agnolucci, Paolo
1
Aihara, ShinIchi
1
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Andrés, Javier
1
Ang, Andrew
1
Backus, David
1
Bacry, E.
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Energy economics
642
Finance research letters
589
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
318
Applied financial economics
265
Journal of empirical finance
263
Applied economics letters
261
Research in international business and finance
255
Economics letters
245
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
Pacific-Basin finance journal
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
171
The European journal of finance
156
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
International journal of forecasting
145
Journal of forecasting
130
The review of financial studies
126
Computational economics
119
Applied mathematical finance
117
The journal of finance : the journal of the American Finance Association
117
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
109
Global finance journal
107
International journal of economics and financial issues : IJEFI
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of financial and quantitative analysis : JFQA
103
more ...
less ...
Source
All
ECONIS (ZBW)
151
Showing
1
-
10
of
151
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Consistent modeling of S&P 500 and VIX derivatives
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2302-2319
Persistent link: https://www.econbiz.de/10009008878
Saved in:
3
Jump and
volatility
risk premiums implied by VIX
Duan, Jin-Chuan
;
Yeh, Chung-ying
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2232-2244
Persistent link: https://www.econbiz.de/10009008897
Saved in:
4
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:
5
Consistent modeling of S&P 500 and VIX derivatives : a remark on Lin and Chang's paper
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-715
Persistent link: https://www.econbiz.de/10009554315
Saved in:
6
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:
7
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
Saved in:
8
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
9
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
10
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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...
//-->