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
~language:"eng"
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
VIX derivatives, hedging and v...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
21
Volatility
20
Theorie
15
Theory
15
Stochastic process
14
Stochastischer Prozess
14
Option pricing theory
11
Optionspreistheorie
11
Capital income
9
Kapitaleinkommen
9
Aktienindex
8
Hedging
8
Stock index
8
Börsenkurs
7
Share price
7
Jump-diffusion models
6
Markov chain
6
Markov-Kette
6
Modellierung
6
Scientific modelling
6
Statistical distribution
6
Statistische Verteilung
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option trading
5
Optionsgeschäft
5
USA
5
United States
5
Aktienmarkt
4
Estimation
4
Markov Chain Monte Carlo
4
Risiko
4
Risk
4
Schätzung
4
Stock market
4
EU countries
3
EU-Staaten
3
Forecasting model
3
Prognoseverfahren
3
Risikomanagement
3
more ...
less ...
Online availability
All
Free
16
Undetermined
8
Type of publication
All
Book / Working Paper
20
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Arbeitspapier
5
Collection of articles written by one author
1
Dissertation u.a. Prüfungsschriften
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
Undetermined
26
Author
All
Kaeck, Andreas
24
Seeger, Norman
20
Alexander, Carol
16
Rodrigues, Paulo Jorge Maurício
7
Schlag, Christian
5
Pollastri, Alessandro
4
Rodrigues, Paulo
3
Frey, Roman
2
Heck, Daniel F.
2
Johannes, Michael S.
2
Nigbur, Tobias
2
Nogueira, Leonardo M.
2
Branger, Nicole
1
Dubinsky, Andrew
1
Fries, Christian
1
Fries, Christian P.
1
Ignatieva, Ekaterina
1
Johannes, Michael
1
Krautheim, Eva
1
Leur, Michiel van de
1
Lucas, André
1
Schwarz, Claudia
1
Stroud, Jonathan R
1
Sumawong, Anannit
1
van Kervel, Vincent
1
more ...
less ...
Institution
All
Henley Business School, University of Reading
1
Published in...
All
Journal of banking & finance
4
Discussion paper / ICMA Centre, Henley Business School, University of Reading
3
The journal of futures markets
3
Journal of economic dynamics & control
2
Journal of empirical finance
2
Review of finance : journal of the European Finance Association
2
Applied mathematical finance
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Georgetown McDonough School of Business Research Paper
1
Henley University ICMA Centre Discussion Paper in Finance
1
ICMA Centre Discussion Papers in Finance
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Netspar academic series
1
SAFE Working Paper
1
SAFE working paper
1
TILEC Discussion Paper
1
The review of financial studies
1
University of Reading Henley Business School ICMA Centre Discussion Paper in Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
EconStor
1
RePEc
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing of earnings announcement risks
Dubinsky, Andrew
;
Johannes, Michael
;
Kaeck, Andreas
; …
- In:
The review of financial studies
32
(
2019
)
2
,
pp. 646-687
Persistent link: https://www.econbiz.de/10012033514
Saved in:
2
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
3
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
4
Variance-of-variance risk premium
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
4
,
pp. 1549-1579
Persistent link: https://www.econbiz.de/10012005754
Saved in:
5
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
6
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
Saved in:
7
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
8
Displaced relative changes in historical simulation : application to risk measures of interest rates with phases of negative rates
Fries, Christian
;
Nigbur, Tobias
;
Seeger, Norman
- In:
Journal of empirical finance
42
(
2017
),
pp. 175-198
Persistent link: https://www.econbiz.de/10011808562
Saved in:
9
Network, market, and book-based systemic risk rankings
Leur, Michiel van de
;
Lucas, André
;
Seeger, Norman
- In:
Journal of banking & finance
78
(
2017
),
pp. 84-90
Persistent link: https://www.econbiz.de/10011815120
Saved in:
10
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
