//--> //--> //--> //-->
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 volatility models in com...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
188
Volatilität
188
Theorie
103
Theory
103
Capital income
97
Kapitaleinkommen
97
Option pricing theory
79
Optionspreistheorie
79
Börsenkurs
78
Share price
78
CAPM
56
Risikoprämie
50
Risk premium
50
Estimation
46
Schätzung
46
USA
44
United States
44
Portfolio selection
34
Portfolio-Management
34
Risiko
33
Risk
33
Forecasting model
25
Option trading
25
Optionsgeschäft
25
Prognoseverfahren
25
Stochastic process
22
Stochastischer Prozess
22
Yield curve
19
Zinsstruktur
19
Aktienmarkt
17
Stock market
17
Anlageverhalten
16
Behavioural finance
16
Ankündigungseffekt
14
Announcement effect
14
Financial market
14
Finanzmarkt
14
Aktienoption
13
Business cycle
13
Konjunktur
13
more ...
less ...
Online availability
All
Undetermined
115
Type of publication
All
Article
253
Type of publication (narrower categories)
All
Article in journal
252
Aufsatz in Zeitschrift
252
Language
All
English
253
Author
All
Bakshi, Gurdip S.
6
Christoffersen, Peter F.
6
Jacobs, Kris
6
Bollerslev, Tim
5
Ornthanalai, Chayawat
4
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Carr, Peter
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Kelly, Bryan T.
3
Li, Sophia Zhengzi
3
Newton, David P.
3
Pan, Jun
3
Panayotov, George
3
Robotti, Cesare
3
Sarno, Lucio
3
Wu, Liuren
3
Zhang, Chu
3
Ai, Hengjie
2
Andersen, Torben
2
Andricopoulos, Ari D.
2
Bai, Jennie
2
Bali, Turan G.
2
Bandi, Federico M.
2
Barras, Laurent
2
Bekaert, Geert
2
Brandt, Michael W.
2
Brockman, Paul
2
Carpenter, Jennifer N.
2
Chung, Kee H.
2
Dew-Becker, Ian
2
Du, Du
2
Duck, Peter W.
2
Durham, Garland B.
2
Engle, Robert F.
2
more ...
less ...
Published in...
All
Journal of financial economics
Energy economics
847
Finance research letters
738
The journal of futures markets
705
NBER working paper series
624
Working paper / National Bureau of Economic Research, Inc.
580
International journal of theoretical and applied finance
565
Journal of banking & finance
555
NBER Working Paper
519
International review of financial analysis
486
Applied economics
470
Journal of econometrics
457
Economic modelling
431
International review of economics & finance : IREF
426
The North American journal of economics and finance : a journal of financial economics studies
385
Working paper
356
Applied economics letters
325
Economics letters
321
Research in international business and finance
320
Applied financial economics
318
Discussion paper / Centre for Economic Policy Research
313
Journal of empirical finance
307
Quantitative finance
301
Mathematical finance : an international journal of mathematics, statistics and financial theory
296
Applied mathematical finance
290
Journal of economic dynamics & control
274
Journal of international money and finance
271
The journal of computational finance
271
Discussion paper / Tinbergen Institute
270
Finance and stochastics
258
Journal of international financial markets, institutions & money
253
The journal of derivatives : the official publication of the International Association of Financial Engineers
250
Journal of risk and financial management : JRFM
241
The European journal of finance
232
CESifo working papers
212
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Computational economics
204
IMF working papers
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
201
European journal of operational research : EJOR
196
more ...
less ...
Source
All
ECONIS (ZBW)
253
Showing
1
-
10
of
253
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 441-465
Persistent link: https://www.econbiz.de/10009784180
Saved in:
2
Option valuation with long-run and short-run
volatility
components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
3
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
4
Cross-section of option returns and
volatility
Goyal, Amit
;
Saretto, Alessio
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 310-326
Persistent link: https://www.econbiz.de/10003906353
Saved in:
5
Jump risk, stock returns, and slope of implied
volatility
smile
Yan, Shu
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 216-233
Persistent link: https://www.econbiz.de/10009242390
Saved in:
6
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
7
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
8
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
9
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
10
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
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...
//-->