//--> //--> //--> //-->
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
~subject:"Derivat"
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
Price discovery in bitcoin spo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Derivat
Börsenkurs
52,662
Share price
51,139
Volatility
41,083
Volatilität
40,814
Theorie
38,593
Theory
37,918
Coronavirus
36,597
Schätzung
20,471
Estimation
20,018
Kapitaleinkommen
18,763
Capital income
18,715
Stochastischer Prozess
17,294
Aktienmarkt
17,091
Stock market
16,934
Stochastic process
16,848
USA
16,328
Wirkungsanalyse
15,990
United States
15,898
Impact assessment
15,893
Welt
15,272
World
15,077
VAR-Modell
14,061
Derivative
13,943
VAR model
13,908
COVID-19
13,834
Epidemie
12,671
Epidemic
12,535
Prognoseverfahren
9,296
Forecasting model
9,153
Geldpolitik
8,066
Markov chain
7,911
Monetary policy
7,881
Optionspreistheorie
7,731
Portfolio-Management
7,679
Portfolio selection
7,642
Markov-Kette
7,618
Option pricing theory
7,601
Zeitreihenanalyse
7,598
Time series analysis
7,417
more ...
less ...
Online availability
All
Free
3,586
Undetermined
2,165
Type of publication
All
Article
7,345
Book / Working Paper
6,562
Journal
42
Type of publication (narrower categories)
All
Article in journal
6,518
Aufsatz in Zeitschrift
6,518
Graue Literatur
1,710
Non-commercial literature
1,710
Working Paper
1,389
Arbeitspapier
1,385
Aufsatz im Buch
748
Book section
748
Hochschulschrift
572
Thesis
472
Lehrbuch
251
Collection of articles of several authors
234
Sammelwerk
234
Textbook
230
Bibliografie enthalten
125
Bibliography included
125
Glossar enthalten
105
Glossary included
105
Aufsatzsammlung
93
Konferenzschrift
84
Handbook
69
Handbuch
69
Collection of articles written by one author
67
Sammlung
67
Conference proceedings
63
Amtsdruckschrift
50
Government document
50
Ratgeber
45
Guidebook
32
Mehrbändiges Werk
27
Multi-volume publication
27
Conference paper
25
Konferenzbeitrag
25
Bibliografie
24
Systematic review
23
Übersichtsarbeit
23
Case study
21
Fallstudie
21
Wörterbuch
13
Einführung
12
more ...
less ...
Language
All
English
12,298
German
1,301
French
135
Spanish
104
Italian
47
Polish
26
Dutch
18
Swedish
14
Portuguese
11
Norwegian
8
Russian
8
Danish
4
Hungarian
4
Finnish
3
Czech
2
Croatian
2
Afrikaans
1
Arabic
1
Modern Greek (1453-)
1
Ukrainian
1
more ...
less ...
Author
All
Fabozzi, Frank J.
67
Lien, Da-hsiang Donald
50
Hull, John
47
Benth, Fred Espen
41
Broll, Udo
40
Jarrow, Robert A.
40
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Shiller, Robert J.
25
Platen, Eckhard
24
White, Alan
24
Wolfers, Justin
24
Brigo, Damiano
23
Carr, Peter
23
Chance, Don M.
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Irwin, Scott H.
22
Kolb, Robert W.
22
McAleer, Michael
22
Stulz, René M.
22
Acharya, Viral V.
21
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Brooks, Robert
20
Leung, Tim
20
Prokopczuk, Marcel
20
Whaley, Robert E.
20
Duffie, Darrell
19
Choudhry, Moorad
18
García, Philip
18
Lee, Cheng F.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
Chiarella, Carl
17
more ...
less ...
Institution
All
National Bureau of Economic Research
65
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
International Organization of Securities Commissions
12
Devlet İstatistik Enstitüsü
9
Indien / Registrar General
9
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
7
Bank für Internationalen Zahlungsausgleich
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
International Accounting Standards Board
6
OECD
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Großbritannien / Government / Statistical Service
5
Großbritannien / Office of Population Censuses and Surveys
5
Philippinen / Bureau of the Census and Statistics
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Australien / Bureau of Mineral Resources, Geology and Geophysics
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
more ...
less ...
Published in...
All
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
122
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
77
International review of financial analysis
70
Finance research letters
69
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
57
SpringerLink / Bücher
55
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
41
Economics letters
40
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Risks : open access journal
37
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
more ...
less ...
Source
All
ECONIS (ZBW)
13,941
EconStor
7
OLC EcoSci
1
Showing
1
-
10
of
13,949
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
2
The pricing of single name credit default swap based on jump-diffusion process and
volatility
with Markov regime shift
Liu, Xianghua
;
Xiao, Xueping
- In:
International journal of services technology and management
20
(
2014
)
1/2/3
,
pp. 71-84
Persistent link: https://www.econbiz.de/10010505392
Saved in:
3
The impact of expected and unexpected events on
Bitcoin
price development : introduction of
futures
market and COVID-19
Cevik, Emrah Ismail
;
Gunay, Samet
;
Dibooglu, Sel
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472736
Saved in:
4
Monte Carlo derivative pricing with partial information in a class of doubly stochastic poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624500
Saved in:
5
Scientific stochastic
volatility
models for the European energy market : forecasting and extracting conditional
volatility
Dahlen, Kai Erik
;
Solibakke, Per Bjarte
- In:
The journal of risk model validation
6
(
2012
)
4
,
pp. 17-66
Persistent link: https://www.econbiz.de/10009692962
Saved in:
6
Information transmission between
bitcoin
derivatives and spot markets : high-frequency causality analysis with Fourier approximation
Cagli, Efe Çaglar
;
Mandacı, Pınar Evrım
- In:
Economics and Business Letters : EBL
10
(
2021
)
4
,
pp. 394-402
Persistent link: https://www.econbiz.de/10013169260
Saved in:
7
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
8
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
9
Model based Monte Carlo pricing of energy and temperature Quanto options
Caporin, Massimiliano
;
Preś, Juliusz
;
Torro, Hipolit
- In:
Energy economics
34
(
2012
)
5
,
pp. 1700-1712
Persistent link: https://www.econbiz.de/10009687956
Saved in:
10
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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...
//-->