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Capital income
Volatility
40,903
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40,635
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24,733
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Gupta, Rangan
99
Bollerslev, Tim
70
McAleer, Michael
52
Caporale, Guglielmo Maria
51
Diebold, Francis X.
47
Bekaert, Geert
41
Bouri, Elie
40
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
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23
Engle, Robert F.
23
Wang, Yudong
22
Yılmaz, Kamil
22
Gil-Alaña, Luis A.
21
Christoffersen, Peter F.
20
Kumar, Dilip
20
Asai, Manabu
19
Caporin, Massimiliano
19
Campbell, John Y.
18
Harvey, Campbell R.
18
Prokopczuk, Marcel
18
Wohar, Mark E.
18
Zaremba, Adam
18
Andersen, Torben G.
17
Demirer, Rıza
17
Kočenda, Evžen
17
Meddahi, Nour
17
Tauchen, George Eugene
17
Ang, Andrew
16
Aït-Sahalia, Yacine
16
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16
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16
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16
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Judge Institute of Management Studies
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Svenska Handelshögskolan <Helsinki>
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Karlsruher Institut für Technologie
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Salomon Center
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Duisburg <1980-2002>
1
Universität Mannheim
1
Universität Ulm
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Finance research letters
170
International review of financial analysis
130
Journal of banking & finance
117
International review of economics & finance : IREF
110
Journal of empirical finance
109
Energy economics
97
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of financial economics
91
Research in international business and finance
89
Applied financial economics
80
Applied economics
78
NBER working paper series
76
Economic modelling
72
Journal of international financial markets, institutions & money
72
Journal of econometrics
71
Working paper / National Bureau of Economic Research, Inc.
67
Journal of risk and financial management : JRFM
65
Pacific-Basin finance journal
65
Applied economics letters
62
NBER Working Paper
60
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
Journal of financial markets
39
Working paper
39
Research paper series / Swiss Finance Institute
38
The journal of finance : the journal of the American Finance Association
37
International journal of finance & economics : IJFE
36
Investment management and financial innovations
35
Journal of international money and finance
35
The journal of futures markets
35
Review of quantitative finance and accounting
34
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
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ECONIS (ZBW)
7,487
RePEc
1
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1
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10
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7,488
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date (oldest first)
1
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:
2
Levy processes : theory and financial applications
Raccuglia, Benedetto
-
2006
Persistent link: https://www.econbiz.de/10003413591
Saved in:
3
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:
4
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:
5
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:
6
Stochastic
volatility
jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
7
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:
8
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:
9
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
Saved in:
10
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
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