//--> //--> //--> //-->
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:"Working paper / National Bureau of Economic Research, Inc."
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
Fourier Integration and Stocha...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
467
Volatility
466
Theorie
208
Theory
208
USA
193
United States
193
Börsenkurs
118
Share price
118
Estimation
89
Schätzung
89
Business cycle
67
Konjunktur
67
Capital income
66
Kapitaleinkommen
66
Welt
58
World
58
Option pricing theory
50
Optionspreistheorie
50
Stochastic process
48
Stochastischer Prozess
48
Exchange rate
47
Wechselkurs
47
Financial market
45
Finanzmarkt
45
Aktienmarkt
44
Schock
44
Shock
44
Stock market
44
CAPM
36
Risiko
33
Risk
33
Risikoprämie
32
Risk premium
32
Economic growth
30
Wirtschaftswachstum
30
Geldpolitik
26
Monetary policy
26
Financial crisis
24
Finanzkrise
24
Interest rate
21
more ...
less ...
Online availability
All
Free
242
Undetermined
170
Type of publication
All
Book / Working Paper
545
Type of publication (narrower categories)
All
Arbeitspapier
545
Working Paper
545
Graue Literatur
472
Non-commercial literature
472
Systematic review
5
Übersichtsarbeit
5
Language
All
English
545
Author
All
Aizenman, Joshua
16
Andersen, Torben
15
Aït-Sahalia, Yacine
13
Diebold, Francis X.
12
Bekaert, Geert
10
Bollerslev, Tim
9
Engle, Robert F.
8
Schwert, George William
8
Caballero, Ricardo J.
7
Edwards, Sebastian
7
Ang, Andrew
6
Campbell, John Y.
6
Davis, Steven J.
6
Itō, Takatoshi
6
Lustig, Hanno
6
Rose, Andrew
6
Bansal, Ravi
5
Bates, David S.
5
Bloom, Nicholas
5
Dumas, Bernard
5
Engel, Charles
5
Farmer, Roger E. A.
5
Fernández-Villaverde, Jesús
5
Giglio, Stefano
5
Gorodnichenko, Yuriy
5
Kelly, Bryan T.
5
Rubio-Ramírez, Juan Francisco
5
Veronesi, Pietro
5
Wei, Shang-jin
5
Barro, Robert J.
4
Christiano, Lawrence J.
4
Collin-Dufresne, Pierre
4
Comin, Diego
4
Devereux, Michael B.
4
Forbes, Kristin
4
Gabaix, Xavier
4
Glaeser, Edward L.
4
Guerrón-Quintana, Pablo A.
4
Harvey, Campbell R.
4
Jaimovich, Nir
4
more ...
less ...
Institution
All
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
746
Energy economics
726
Finance research letters
686
International journal of theoretical and applied finance
650
NBER working paper series
573
The journal of futures markets
553
Journal of banking & finance
533
NBER Working Paper
490
International review of financial analysis
461
Journal of econometrics
457
Applied economics
426
Economic modelling
425
International review of economics & finance : IREF
406
The North American journal of economics and finance : a journal of financial economics studies
380
Insurance / Mathematics & economics
361
Finance and stochastics
349
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Economics letters
328
Journal of economic dynamics & control
328
Quantitative finance
327
Working paper
318
Applied economics letters
311
Applied mathematical finance
302
Applied financial economics
299
Journal of empirical finance
299
Discussion paper / Tinbergen Institute
285
Discussion paper / Centre for Economic Policy Research
283
The journal of computational finance
282
Research in international business and finance
263
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Journal of risk and financial management : JRFM
250
Journal of international financial markets, institutions & money
249
Journal of international money and finance
249
Journal of financial economics
246
Risks : open access journal
242
The European journal of finance
234
Computational economics
233
CESifo working papers
214
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
206
more ...
less ...
Source
All
ECONIS (ZBW)
545
Showing
1
-
10
of
545
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
-
2013
Persistent link: https://www.econbiz.de/10010210684
Saved in:
2
Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
-
2002
Persistent link: https://www.econbiz.de/10001661181
Saved in:
3
Jumps and stochastic
volatility
: exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
4
Index-option pricing with stochastic
volatility
and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
5
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
Saved in:
6
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000584825
Saved in:
7
Construction and interpretation of model-free implied
volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
8
Jump and
volatility
risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro
;
Yan, Shu
-
2004
Persistent link: https://www.econbiz.de/10002485074
Saved in:
9
Unspanned stochastic
volatility
and the pricing of commodity derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
-
2006
Persistent link: https://www.econbiz.de/10003399801
Saved in:
10
Transform analysis and asset pricing for affine jump-diffusions
Duffie, Darrell
;
Pan, Jun
;
Singleton, Kenneth J.
-
1999
Persistent link: https://www.econbiz.de/10001388790
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...
//-->