//--> //--> //--> //-->
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:"und"
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
Asymptotics of Implied Volatil...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
volatility
929
Volatility
862
GARCH
129
growth
46
VOLATILITY
40
exchange rates
37
risk
37
EGARCH
34
GARCH models
31
Growth
29
Risk and Uncertainty
29
Demand and Price Analysis
27
Risk
26
liquidity
26
Inflation
24
stock returns
24
trade
23
ARCH
22
exchange rate
22
persistence
22
stock markets
22
Econophysics
21
Liquidity
21
Optionspreistheorie
20
forecasting
20
risk management
20
Stock returns
19
emerging markets
19
financial markets
19
International Relations/Trade
18
PRICES
18
shocks
18
Correlation
17
Forecasting
17
Stock market
17
economic growth
17
exports
17
financial crisis
17
food security
17
inflation
17
more ...
less ...
Online availability
All
Free
970
Undetermined
639
Type of publication
All
Book / Working Paper
1,009
Article
867
Other
32
Journal
2
Type of publication (narrower categories)
All
Dissertation u.a. Prüfungsschriften
18
Thesis
6
Congress Report
3
Report
3
Bibliografie enthalten
1
Bibliography included
1
Hochschulschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
Undetermined
English
84,405
German
1,949
French
371
Spanish
228
Italian
70
Portuguese
65
Polish
50
Russian
16
Czech
15
Hungarian
12
Chinese
10
Dutch
9
Romanian
7
Danish
6
Finnish
6
Norwegian
4
Swedish
4
Japanese
3
Croatian
2
Turkish
2
Slovak
1
Serbian
1
more ...
less ...
Author
All
McAleer, Michael
48
Chang, Chia-Lin
20
Chen, Chi-Chung
14
Caiado, Jorge
8
Chen, Ping-Yu
8
Hammoudeh, Shawkat
8
Karali, Berna
8
Shephard, Neil
8
Cermeño, Rodolfo
7
Diebold, Francis X.
7
Floros, Christos
7
Narayan, Paresh Kumar
7
Arezki, Rabah
6
Bolinger, Mark
6
Crato, Nuno
6
Fostel, Ana
6
Mazzucato, Mariana
6
McAleer, M.J.
6
Onour, Ibrahim
6
Szafarz, Ariane
6
Varvarigos, Dimitrios
6
Camilleri, Silvio John
5
Chen, Chen, C-C.
5
Chevallier, Julien
5
Christoffersen, Peter F.
5
Coates, Dennis
5
Dumitriu, Ramona
5
Geanakoplos, John
5
Imbs, Jean
5
Koopman, Siem Jan
5
Linton, Oliver
5
Mariano, Roberto S.
5
Masih, Mansur
5
Sinha, Pankaj
5
Stefanescu, Razvan
5
Sévi, Benoît
5
Wilson, Bonnie
5
Wiser, Ryan
5
Aboura, Sofiane
4
Allen, David
4
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
171
C.E.P.R. Discussion Papers
57
EconWPA
29
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
22
HAL
22
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
European Association of Agricultural Economists - EAAE
13
Society for Computational Economics - SCE
12
Institute of Economic Research, Kyoto University
11
Tilburg University, Center for Economic Research
11
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
10
Inter-American Development Bank
10
London School of Economics (LSE)
10
Tinbergen Instituut
10
Erasmus University Rotterdam, Econometric Institute
9
International Monetary Fund (IMF)
9
Reserve Bank of Australia
9
Centro de Investigación y Docencia Económicas (CIDE)
8
Cowles Foundation for Research in Economics, Yale University
8
Department of Economics, Oxford University
8
Department of Economics and Finance, College of Business and Economics
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
CESifo
6
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
6
Finance Discipline Group, Business School
6
School of Economics, University of Manchester
6
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
5
East Asian Bureau of Economic Research (EABER)
5
Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Institute for the Study of Labor (IZA)
5
International Food Policy Research Institute (IFPRI)
5
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
5
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
4
Department of Agricultural and Resource Economics, University of California-Berkeley
4
Department of Economics and Finance, La Trobe Business School
4
Department of Economics, John Cook School of Business
4
Department of Economics, University of California-San Diego (UCSD)
4
Department of Economics, University of California-Santa Barbara (UCSB)
4
Department of Economics, University of Pennsylvania
4
more ...
less ...
Published in...
All
MPRA Paper
171
Physica A: Statistical Mechanics and its Applications
68
CEPR Discussion Papers
57
Economics Papers from University Paris Dauphine
25
Economic Modelling
18
Energy Economics
18
Econometric Institute Research Papers
15
Post-Print / HAL
14
Tinbergen Institute Discussion Papers
14
Studies in Nonlinear Dynamics & Econometrics
13
Journal of Banking & Finance
12
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
12
Discussion Paper / Tilburg University, Center for Economic Research
11
Economics Bulletin
11
Global Business and Economics Review
11
KIER Working Papers
11
The European Journal of Finance
11
Theoretical and Applied Economics
11
123rd Seminar, February 23-24, 2012, Dublin, Ireland
10
CORE Discussion Papers
10
Emerging Markets Finance and Trade
10
Finance
10
LSE Research Online Documents on Economics
10
Managerial Finance
10
Mathematics and Computers in Simulation (MATCOM)
10
2014–2015 Global Food Policy Report
9
Econometric Institute Report
9
Econometrics
9
Journal of Emerging Market Finance
9
Journal of International Money and Finance
9
Swiss Finance Institute Research Paper Series
9
The International Journal of Business and Finance Research
9
Asia-Pacific Financial Markets
8
Cowles Foundation Discussion Papers
8
Economics Letters
8
Economics Series Working Papers / Department of Economics, Oxford University
8
IDB Publications (Working Papers)
8
International Journal of Economics and Financial Issues
8
Working Papers / HAL
8
Working Papers in Economics
8
more ...
less ...
Source
All
RePEc
1,810
BASE
51
USB Cologne (EcoSocSci)
47
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
10
of
1,910
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset price
volatility
and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10004299305
Saved in:
2
Optionen und unvollständige Märkte
Binggeli, Alfred Werner
-
1998
Persistent link: https://www.econbiz.de/10004040472
Saved in:
3
Bewertung multivariater Derivate : zeit- und zustandsdiskrete Modellierungen
Kobel, Michael
-
1996
Persistent link: https://www.econbiz.de/10004302148
Saved in:
4
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff
;
Howison, Sam
-
1993
Persistent link: https://www.econbiz.de/10004182984
Saved in:
5
Optimierungsprobleme bei Wertpapierhandel in stetiger Zeit
Korn, Ralf
-
1992
Persistent link: https://www.econbiz.de/10004191491
Saved in:
6
DTB-Optionsanalyse
Müller, Thomas
;
Flemisch, Marcus
-
1993
-
1. Aufl.
Persistent link: https://www.econbiz.de/10004243424
Saved in:
7
Strategische Optionen : eine kapitalmarktorientierte Bewertung von Investitionen unter Unsicherheit
Liebler, Hans
-
1996
Persistent link: https://www.econbiz.de/10004310193
Saved in:
8
Devisenoptionen: Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B.
-
1996
Persistent link: https://www.econbiz.de/10004310384
Saved in:
9
Kurssprünge und der Wert deutscher Aktienoptionen : Auswirkungen von Aktienkurssprüngen auf den Optionswert im Zeitraum 1983 - 1991
Beinert, Michaela
-
1997
Persistent link: https://www.econbiz.de/10004315034
Saved in:
10
Optionsbewertungen : Bewertung von Aktienoptionen
Dittmar, Jochen
-
1996
-
1. Aufl.
Persistent link: https://www.econbiz.de/10004566701
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...
//-->