//--> //--> //--> //-->
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 empirical finance"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Option pricing theory
Volatility
265
Volatilität
264
Capital income
112
Kapitaleinkommen
112
Estimation
104
Schätzung
104
ARCH model
98
ARCH-Modell
98
Share price
98
Theorie
94
Theory
94
Forecasting model
62
Prognoseverfahren
62
Aktienmarkt
56
Stock market
56
Time series analysis
52
Zeitreihenanalyse
52
USA
49
United States
49
Optionspreistheorie
40
CAPM
31
Portfolio selection
31
Portfolio-Management
31
Welt
31
World
31
Deutschland
30
Germany
30
Risikoprämie
30
Risk premium
30
Stochastic process
30
Stochastischer Prozess
30
Risk
29
Risiko
28
Exchange rate
27
Wechselkurs
27
Estimation theory
22
Schätztheorie
22
Correlation
21
more ...
less ...
Online availability
All
Undetermined
71
Type of publication
All
Article
134
Type of publication (narrower categories)
All
Article in journal
134
Aufsatz in Zeitschrift
134
Language
All
English
134
Author
All
Frijns, Bart
3
Christiansen, Charlotte
2
Conrad, Christian
2
Dendramis, Yiannis
2
Hasan, Iftekhar
2
Indriawan, Ivan
2
Jiang, George J.
2
Karanasos, Menelaos
2
Schlag, Christian
2
Stentoft, Lars
2
Tourani Rad, Alireza
2
Tzavalis, Elias
2
Aboulamer, Anas
1
Afik, Zvika
1
Al Zaman, Ashraf
1
Alexeev, Vitali
1
Ali, Faek Menla
1
Alt, Raimund
1
Amado, Cristina
1
Ammann, Manuel
1
Arad, Ohad
1
Aretz, Kevin
1
Bams, Dennis
1
Bauwens, Luc
1
Bec, Frédérique
1
BenSaïda, Ahmed
1
Bernales, Alejandro
1
Blanchard, Gildas
1
Bollen, Bernard
1
Brailsford, Timothy J.
1
Brandt, Michael W.
1
Brownlees, Christian
1
Bu, Ruijun
1
Bui, Dien Giau
1
Byun, Suk Joon
1
Byun, Sung Je
1
Cao, Jie
1
Chan, Ka Kei
1
Chang, Li-Han
1
Chen Zhou
1
more ...
less ...
Published in...
All
Journal of empirical finance
International journal of theoretical and applied finance
480
Finance research letters
339
The journal of futures markets
334
Journal of banking & finance
320
Mathematical finance : an international journal of mathematics, statistics and financial theory
261
The journal of computational finance
257
Applied mathematical finance
249
Quantitative finance
229
Finance and stochastics
221
The North American journal of economics and finance : a journal of financial economics studies
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
210
Energy economics
207
International review of financial analysis
203
NBER working paper series
193
Working paper / National Bureau of Economic Research, Inc.
178
International review of economics & finance : IREF
176
Review of derivatives research
173
Applied economics
158
Journal of economic dynamics & control
155
Economic modelling
154
Journal of financial economics
149
Insurance / Mathematics & economics
141
The European journal of finance
140
European journal of operational research : EJOR
135
NBER Working Paper
134
Applied economics letters
132
Journal of econometrics
128
Journal of risk and financial management : JRFM
126
International journal of financial engineering
124
Applied financial economics
123
Risks : open access journal
123
Computational economics
122
Research paper series / Swiss Finance Institute
122
Research in international business and finance
119
Journal of mathematical finance
115
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
109
The journal of finance : the journal of the American Finance Association
102
Journal of international financial markets, institutions & money
101
Review of quantitative finance and accounting
98
more ...
less ...
Source
All
ECONIS (ZBW)
134
Showing
1
-
10
of
134
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
2
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
3
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
4
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
5
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
6
No-arbitrage implied
volatility
functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
7
Risk-adjusted implied
volatility
and its performance in forecasting realized
volatility
in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
8
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
9
A generalized partially linear model of asymmetric
volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
10
Estimation and empirical performance of Heston's stochastic
volatility
model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
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...
//-->