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Stochastic Volatility : Option...
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ARCH model
Volatility
40,965
Volatilität
40,697
Theorie
21,195
Theory
20,673
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Börsenkurs
10,003
Share price
9,841
Schätzung
9,684
Estimation
9,454
Kapitaleinkommen
7,509
Capital income
7,478
ARCH-Modell
6,675
Aktienmarkt
6,023
Stock market
5,957
USA
5,224
Welt
5,081
United States
5,055
World
4,981
Wechselkurs
4,782
Exchange rate
4,682
Prognoseverfahren
4,322
Forecasting model
4,253
Portfolio-Management
4,242
Portfolio selection
4,206
Zeitreihenanalyse
4,155
Time series analysis
4,043
Risk
3,703
Risiko
3,670
Derivat
3,432
Derivative
3,424
Optionsgeschäft
3,416
Option trading
3,392
CAPM
2,748
volatility
2,648
Finanzmarkt
2,578
Financial market
2,513
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2,397
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2,008
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Article
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4,645
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50
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26
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23
Sammlung
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13
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13
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7
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29
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2
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2
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1
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1
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McAleer, Michael
131
Gupta, Rangan
70
Chang, Chia-Lin
68
Ma, Feng
65
Bouri, Elie
43
Bauwens, Luc
38
Caporale, Guglielmo Maria
33
Engle, Robert F.
33
Zhang, Yaojie
33
Kumar, Dilip
32
Hansen, Peter Reinhard
26
Hafner, Christian M.
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
24
Caporin, Massimiliano
23
Kang, Sang Hoon
23
Liang, Chao
23
Mittnik, Stefan
23
Bollerslev, Tim
22
Conrad, Christian
22
Herwartz, Helmut
22
Wei, Yu
22
Hammoudeh, Shawkat
21
Wu, Xinyu
21
Christoffersen, Peter F.
20
Salisu, Afees A.
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Stentoft, Lars
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Degiannakis, Stavros
19
Huang, Zhuo
19
Laurent, Sébastien
19
Molnár, Peter
19
Paolella, Marc S.
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Floros, Christos
18
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National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Econometric Society
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
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Published in...
All
Energy economics
229
Finance research letters
161
Economic modelling
113
International review of financial analysis
113
Applied economics
107
The North American journal of economics and finance : a journal of financial economics studies
105
International review of economics & finance : IREF
99
Research in international business and finance
99
Journal of empirical finance
95
Journal of econometrics
77
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
International journal of forecasting
65
Applied financial economics
61
Journal of banking & finance
60
Journal of forecasting
57
Discussion paper / Tinbergen Institute
55
Economics letters
54
Applied economics letters
51
International Journal of Energy Economics and Policy : IJEEP
50
The journal of futures markets
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of finance & economics : IJFE
43
The European journal of finance
43
Econometric Institute research papers
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Working paper
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
International journal of economics and financial issues : IJEFI
33
Cogent economics & finance
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Review of quantitative finance and accounting
30
Journal of international money and finance
28
Pacific-Basin finance journal
28
The empirical economics letters : a monthly international journal of economics
28
CREATES research paper
25
Computational economics
25
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Source
All
ECONIS (ZBW)
6,595
RePEc
4
ArchiDok
2
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1
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10
of
6,601
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date (newest first)
date (oldest first)
1
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
2
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
3
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
4
Capturing the
volatility
smile : parametric
volatility
models versus stochastic
volatility
models
Blanco, Belen
- In:
Public and municipal finance : PMF ; international …
5
(
2016
)
4
,
pp. 15-22
Persistent link: https://www.econbiz.de/10011776077
Saved in:
5
Exploring option pricing and hedging via
volatility
asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
6
Volatility
analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
7
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
8
Implied
volatility
index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
Saved in:
9
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
10
Information content in sneer asymmetry : an application to out-of-sample implied
volatility
forecasting
Choi, Youngsoo
;
Jordan, Steven J.
;
Lee, Wonchang
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
3
,
pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
Saved in:
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