//--> //--> //--> //-->
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 financial economics"
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
Local parametric analysis of h...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
184
Volatilität
184
Theorie
110
Theory
110
Capital income
99
Kapitaleinkommen
99
Börsenkurs
83
Share price
83
CAPM
66
Hedging
62
Risikoprämie
53
Risk premium
53
Estimation
51
Schätzung
51
USA
47
United States
47
Portfolio selection
45
Portfolio-Management
45
Risk
36
Risiko
35
Estimation theory
29
Option pricing theory
29
Optionspreistheorie
29
Schätztheorie
29
Forecasting model
27
Prognoseverfahren
27
Stochastic process
21
Stochastischer Prozess
21
Yield curve
21
Zinsstruktur
21
Aktienmarkt
18
Derivat
18
Derivative
18
Stock market
18
Anlageverhalten
17
Behavioural finance
17
Welt
17
World
17
Option trading
16
Optionsgeschäft
16
more ...
less ...
Online availability
All
Undetermined
121
Type of publication
All
Article
268
Type of publication (narrower categories)
All
Article in journal
267
Aufsatz in Zeitschrift
267
Language
All
English
268
Author
All
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Ang, Andrew
4
Bali, Turan G.
4
Lo, Andrew W.
4
Pearson, Neil D.
4
Todorov, Viktor
4
Agarwal, Vikas
3
Aït-Sahalia, Yacine
3
Bekaert, Geert
3
Brown, Gregory W.
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Li, Sophia Zhengzi
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Sarno, Lucio
3
Acharya, Viral V.
2
Adrian, Tobias
2
Andersen, Torben
2
Aragon, George O.
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Bandi, Federico M.
2
Bessembinder, Hendrik
2
Brandt, Michael W.
2
Carr, Peter
2
Chung, Kee H.
2
Crump, Richard K.
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Engle, Robert F.
2
Ermolov, Andrey
2
Fama, Eugene F.
2
Fernando, Chitru S.
2
Fleming, Jeff
2
more ...
less ...
Published in...
All
Journal of financial economics
Journal of econometrics
1,851
Economics letters
1,217
NBER working paper series
836
NBER Working Paper
781
Econometric theory
742
Finance research letters
739
Energy economics
735
Working paper / National Bureau of Economic Research, Inc.
728
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
712
The journal of futures markets
705
Applied economics
595
Journal of banking & finance
542
Econometric reviews
514
Economic modelling
507
International review of financial analysis
504
Discussion paper / Tinbergen Institute
494
Applied economics letters
475
International review of economics & finance : IREF
454
Working paper
431
International journal of theoretical and applied finance
396
The North American journal of economics and finance : a journal of financial economics studies
381
CEMMAP working papers / Centre for Microdata Methods and Practice
366
Journal of empirical finance
348
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
340
Discussion paper / Centre for Economic Policy Research
339
Journal of the American Statistical Association : JASA
326
Applied financial economics
325
European journal of operational research : EJOR
296
Journal of applied econometrics
296
Journal of international money and finance
291
Research in international business and finance
289
The econometrics journal
287
CESifo working papers
285
International journal of forecasting
285
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
282
Journal of economic dynamics & control
279
Journal of international financial markets, institutions & money
279
Journal of risk and financial management : JRFM
276
Computational economics
261
more ...
less ...
Source
All
ECONIS (ZBW)
268
Showing
1
-
10
of
268
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing American options under stochastic
volatility
and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
Saved in:
2
Realizing smiles : options pricing with relized
volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
3
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
4
Hedging
options
Chen, Nai-fu
;
Johnson, Herb
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
Saved in:
5
Estimation of continuous-time models with an application to equity
volatility
dynamics
Bakshi, Gurdip S.
;
Ju, Nengjiu
;
Ou-Yang, Hui
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
Saved in:
6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
7
Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen
- In:
Journal of financial economics
42
(
1996
)
1
,
pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
Saved in:
8
Treasury yield implied
volatility
and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
Hedging
macroeconomic and financial uncertainty and
volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
10
Volatility
risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
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...
//-->