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Capital income
Volatility
40,917
Volatilität
40,649
Theorie
20,808
Theory
20,306
Stochastischer Prozess
17,210
Stochastic process
16,769
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14,809
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14,350
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4,222
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4,153
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4,122
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4,122
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4,009
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3,667
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3,634
Derivat
3,378
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3,370
Optionsgeschäft
3,356
Option trading
3,334
CAPM
2,710
volatility
2,646
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Gupta, Rangan
101
Bollerslev, Tim
70
McAleer, Michael
52
Caporale, Guglielmo Maria
51
Diebold, Francis X.
47
Bekaert, Geert
41
Bouri, Elie
41
Andersen, Torben
33
Pierdzioch, Christian
29
Ma, Feng
28
Lux, Thomas
27
McMillan, David G.
26
Spagnolo, Nicola
26
Todorov, Viktor
26
Bali, Turan G.
24
Chang, Chia-Lin
24
Chiang, Thomas C.
23
Engle, Robert F.
23
Yılmaz, Kamil
22
Gil-Alaña, Luis A.
21
Wang, Yudong
21
Christoffersen, Peter F.
20
Kumar, Dilip
20
Asai, Manabu
19
Caporin, Massimiliano
19
Campbell, John Y.
18
Prokopczuk, Marcel
18
Wohar, Mark E.
18
Zaremba, Adam
18
Andersen, Torben G.
17
Demirer, Rıza
17
Harvey, Campbell R.
17
Kočenda, Evžen
17
Meddahi, Nour
17
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
16
Balcilar, Mehmet
16
Jacobs, Kris
16
Jiang, George J.
16
Tiwari, Aviral Kumar
16
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National Bureau of Economic Research
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Rodney L. White Center for Financial Research
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The Wharton Financial Institutions Center
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Erasmus Research Institute of Management
2
Federal Reserve Bank of St. Louis
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2
Judge Institute of Management Studies
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Svenska Handelshögskolan <Helsinki>
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William Davidson Institute <Ann Arbor, Mich.>
2
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Banca nazionale del lavoro / Ufficio studi
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Banco Central do Brasil
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Center for Economic Research <Tilburg>
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Centro de Estudios Macroeconómicos de Argentina / Universidad
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of Cleveland
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Harvard Institute of Economic Research
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Internationaler Währungsfonds / Western Hemisphere Department
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Johns Hopkins University / Department of Economics
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Karlsruher Institut für Technologie
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
Salomon Center
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Duisburg <1980-2002>
1
Universität Mannheim
1
Universität Ulm
1
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Finance research letters
169
International review of financial analysis
130
Journal of banking & finance
117
International review of economics & finance : IREF
109
Journal of empirical finance
107
Energy economics
97
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of financial economics
90
Research in international business and finance
88
Applied financial economics
80
Applied economics
78
NBER working paper series
75
Economic modelling
72
Journal of econometrics
71
Journal of international financial markets, institutions & money
71
Working paper / National Bureau of Economic Research, Inc.
66
Journal of risk and financial management : JRFM
64
Pacific-Basin finance journal
64
Applied economics letters
61
NBER Working Paper
59
The European journal of finance
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of forecasting
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Journal of forecasting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Economics letters
40
Research paper series / Swiss Finance Institute
38
Working paper
38
The journal of finance : the journal of the American Finance Association
37
International journal of finance & economics : IJFE
36
Journal of financial markets
36
Journal of international money and finance
35
Investment management and financial innovations
34
The journal of futures markets
34
Review of quantitative finance and accounting
33
The review of financial studies
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Discussion paper / Tinbergen Institute
31
Journal of financial econometrics
31
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ECONIS (ZBW)
7,450
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1
Volatility
is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
2
Exploring time-varying jump intensities : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2008
Persistent link: https://www.econbiz.de/10003861266
Saved in:
3
Levy processes : theory and financial applications
Raccuglia, Benedetto
-
2006
Persistent link: https://www.econbiz.de/10003413591
Saved in:
4
The Heston stochastic
volatility
model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
Saved in:
5
Optionsbewertung unter Lévy-Prozessen : eine Analyse für den deutschen Aktienindex
Rathgeber, Andreas
- In:
Kredit und Kapital
40
(
2007
)
3
,
pp. 451-484
Persistent link: https://www.econbiz.de/10003564452
Saved in:
6
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
7
Stochastic
volatility
jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
8
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
Saved in:
9
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
10
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
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