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Capital income
Volatility
41,047
Volatilität
40,778
Theorie
27,382
Theory
26,763
Stochastischer Prozess
17,272
Stochastic process
16,826
Optionspreistheorie
14,838
Option pricing theory
14,377
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10,864
Estimation
10,629
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10,306
Share price
10,144
Markov chain
7,895
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7,772
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7,602
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6,840
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6,764
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6,207
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6,143
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5,993
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5,968
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5,788
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5,761
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5,341
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5,240
Wechselkurs
4,937
Exchange rate
4,837
Prognoseverfahren
4,806
Zeitreihenanalyse
4,763
Forecasting model
4,733
Portfolio-Management
4,665
Time series analysis
4,641
Portfolio selection
4,634
Risk
4,083
Risiko
4,053
Finanzmarkt
3,900
Financial market
3,804
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3,487
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Gupta, Rangan
106
Bollerslev, Tim
70
McAleer, Michael
52
Caporale, Guglielmo Maria
51
Diebold, Francis X.
48
Bouri, Elie
44
Bekaert, Geert
41
Andersen, Torben
33
Pierdzioch, Christian
30
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
Gil-Alaña, Luis A.
22
Yılmaz, Kamil
22
Wang, Yudong
21
Christoffersen, Peter F.
20
Kumar, Dilip
20
Asai, Manabu
19
Caporin, Massimiliano
19
Zaremba, Adam
19
Campbell, John Y.
18
Demirer, Rıza
18
Prokopczuk, Marcel
18
Wohar, Mark E.
18
Andersen, Torben G.
17
Calvet, Laurent E.
17
Guidolin, Massimo
17
Harvey, Campbell R.
17
Jacobs, Kris
17
Kočenda, Evžen
17
Meddahi, Nour
17
Tauchen, George Eugene
17
Xing, Yuhang
17
Aït-Sahalia, Yacine
16
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National Bureau of Economic Research
79
University of Canterbury / Dept. of Economics and Finance
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Rodney L. White Center for Financial Research
3
The Wharton Financial Institutions Center
3
Erasmus Research Institute of Management
2
Federal Reserve Bank of St. Louis
2
Harvard Institute of Economic Research
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
William Davidson Institute <Ann Arbor, Mich.>
2
American Finance Association
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Brown University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
1
Conference on Realized Volatility <2006, Montréal>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
Massachusetts Institute of Technology / Department of Economics
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
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Duisburg <1980-2002>
1
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Finance research letters
176
International review of financial analysis
136
Journal of banking & finance
120
Journal of empirical finance
113
International review of economics & finance : IREF
110
Energy economics
97
The North American journal of economics and finance : a journal of financial economics studies
97
Journal of financial economics
95
Research in international business and finance
89
Applied economics
84
Applied financial economics
83
NBER working paper series
78
Economic modelling
76
Journal of econometrics
74
Journal of international financial markets, institutions & money
72
Working paper / National Bureau of Economic Research, Inc.
69
Journal of risk and financial management : JRFM
67
Pacific-Basin finance journal
66
Applied economics letters
65
NBER Working Paper
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
The European journal of finance
56
International journal of forecasting
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of forecasting
46
Economics letters
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Research paper series / Swiss Finance Institute
40
The journal of finance : the journal of the American Finance Association
38
Working paper
38
Journal of international money and finance
37
International journal of finance & economics : IJFE
36
Journal of financial markets
36
Review of quantitative finance and accounting
36
Investment management and financial innovations
35
The review of financial studies
35
Discussion paper / Tinbergen Institute
34
The journal of futures markets
34
Journal of financial econometrics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
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ECONIS (ZBW)
7,740
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1
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7,740
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1
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic
volatility
models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
2
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:
3
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:
4
Stochastic
volatility
models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi
;
Xu, Li
- In:
The quarterly journal of finance
4
(
2014
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
Saved in:
5
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
6
A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet
;
Karahan, Mehmet Oğuz
;
Kuzubaş, Tolga Umut
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
Saved in:
7
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
8
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
9
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
10
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:
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