//--> //--> //--> //-->
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"
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
Deep local volatility
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
265
Volatilität
264
Capital income
106
Kapitaleinkommen
106
ARCH model
94
ARCH-Modell
94
Börsenkurs
92
Share price
92
Estimation
85
Schätzung
85
Theorie
85
Theory
85
Forecasting model
59
Prognoseverfahren
59
Aktienmarkt
49
Stock market
49
Time series analysis
48
Zeitreihenanalyse
48
USA
41
United States
41
Option pricing theory
40
Optionspreistheorie
40
CAPM
30
Portfolio selection
30
Portfolio-Management
30
Stochastic process
30
Stochastischer Prozess
30
Risikoprämie
28
Risk premium
28
Risk
25
Risiko
24
Welt
24
World
24
Exchange rate
22
Wechselkurs
22
Estimation theory
21
Schätztheorie
21
Correlation
19
Korrelation
19
Markov chain
17
more ...
less ...
Online availability
All
Undetermined
136
Type of publication
All
Article
292
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
292
Aufsatz in Zeitschrift
292
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
293
Author
All
Christiansen, Charlotte
4
Frijns, Bart
4
Gospodinov, Nikolaj
3
Karanasos, Menelaos
3
Wang, Yudong
3
Wu, Chongfeng
3
Ammann, Manuel
2
Baillie, Richard
2
Bali, Turan G.
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Chen, Yu-Lun
2
Chourdakis, Kyriakos
2
Conrad, Christian
2
Dendramis, Yiannis
2
Dijk, Dick van
2
Fałdziński, Marcin
2
Fiszeder, Piotr
2
Ho, Kin-Yip
2
Huang, Ho-chuan
2
Indriawan, Ivan
2
Jiang, George J.
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Kun Ho
2
Laurent, Sébastien
2
Lehnert, Thorsten
2
Liao, Yin
2
Mazouz, Khelifa
2
Molnár, Peter
2
Morana, Claudio
2
Neely, Christopher J.
2
Nelson, Charles R.
2
Nielsen, Morten Ørregaard
2
Nonejad, Nima
2
Opong, Kwaku K.
2
Opschoor, Anne
2
Rieger, Marc Oliver
2
Santucci de Magistris, Paolo
2
Schotman, Peter C.
2
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Journal of economic behavior & organization : JEBO
1,514
NBER working paper series
1,127
Discussion paper series / IZA
1,052
Working paper / National Bureau of Economic Research, Inc.
919
NBER Working Paper
906
CESifo working papers
880
Energy economics
761
Finance research letters
731
Economics letters
697
Experimental economics : a journal of the Economic Science Association
654
Games and economic behavior
596
International journal of theoretical and applied finance
582
IZA Discussion Paper
579
Working paper
576
Journal of behavioral and experimental economics
568
Discussion paper / Tinbergen Institute
567
The journal of futures markets
553
Journal of banking & finance
551
Management science : journal of the Institute for Operations Research and the Management Sciences
527
Applied economics
511
Journal of economic psychology : research in economic psychology and behavioral economics
498
Discussion paper / Centre for Economic Policy Research
470
International review of financial analysis
463
Applied economics letters
444
IZA Discussion Papers
433
Discussion paper
407
International review of economics & finance : IREF
404
Economic modelling
400
Journal of econometrics
399
CESifo Working Paper
379
The North American journal of economics and finance : a journal of financial economics studies
375
Journal of economic dynamics & control
359
European economic review : EER
352
CESifo Working Paper Series
331
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Research in international business and finance
314
Quantitative finance
312
Applied financial economics
302
Applied mathematical finance
295
more ...
less ...
Source
All
ECONIS (ZBW)
293
Showing
1
-
10
of
293
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
2
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:
3
Cross-sectional tests of deterministic
volatility
functions
Brandt, Michael W.
;
Wu, Tao
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
Saved in:
4
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:
5
An artificial neural network-GARCH model for international stock return
volatility
Donaldson, R. Glen
- In:
Journal of empirical finance
4
(
1997
)
1
,
pp. 17-46
Persistent link: https://www.econbiz.de/10001224775
Saved in:
6
Forecasting realized
volatility
with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
7
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:
8
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
Saved in:
9
Option valuation via nonaffine dynamics with realized
volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
10
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
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...
//-->