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Kapitaleinkommen
Volatility
40,945
Volatilität
40,677
Theorie
18,064
Theory
17,563
Optionspreistheorie
14,814
Option pricing theory
14,355
ARCH-Modell
10,588
Schätzung
10,536
ARCH model
10,407
Börsenkurs
10,317
Estimation
10,288
Share price
10,156
Statistische Verteilung
8,510
Capital income
8,306
Statistical distribution
8,301
Aktienmarkt
6,489
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6,419
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5,802
Stochastic process
5,693
USA
5,573
United States
5,389
Welt
5,315
World
5,201
Prognoseverfahren
5,144
Forecasting model
5,071
Wechselkurs
4,878
Exchange rate
4,778
Zeitreihenanalyse
4,434
Time series analysis
4,314
Portfolio-Management
4,077
Portfolio selection
4,045
Risk
3,772
Risiko
3,734
Schätztheorie
3,634
Estimation theory
3,566
Optionsgeschäft
3,347
Derivat
3,345
Derivative
3,335
Option trading
3,325
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Free
2,878
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Article
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5,218
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1,099
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118
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94
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44
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24
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10
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9
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9
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5
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4
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4
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4
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3
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3
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2
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1
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English
8,309
German
17
Spanish
7
French
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Italian
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Gupta, Rangan
105
Bollerslev, Tim
70
McAleer, Michael
56
Caporale, Guglielmo Maria
51
Diebold, Francis X.
48
Bekaert, Geert
41
Bouri, Elie
41
Andersen, Torben
33
Engle, Robert F.
30
Pierdzioch, Christian
29
Chiang, Thomas C.
28
Ma, Feng
28
McMillan, David G.
27
Bali, Turan G.
26
Spagnolo, Nicola
26
Todorov, Viktor
26
Lux, Thomas
25
Chang, Chia-Lin
24
Asai, Manabu
23
Yılmaz, Kamil
23
Caporin, Massimiliano
22
Fabozzi, Frank J.
22
Christoffersen, Peter F.
21
Gil-Alaña, Luis A.
21
Wang, Yudong
21
Zaremba, Adam
21
Kumar, Dilip
20
Demirer, Rıza
19
Harvey, Campbell R.
19
Wohar, Mark E.
19
Bohl, Martin T.
18
Campbell, John Y.
18
Elyasiani, Elyas
18
Jacobs, Kris
18
Prokopczuk, Marcel
18
Andersen, Torben G.
17
Balcilar, Mehmet
17
Baruník, Jozef
17
Kočenda, Evžen
17
Meddahi, Nour
17
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National Bureau of Economic Research
75
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
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Rodney L. White Center for Financial Research
3
Svenska Handelshögskolan <Helsinki>
3
The Wharton Financial Institutions Center
3
Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
William Davidson Institute <Ann Arbor, Mich.>
2
American Finance Association
1
Australien / Division of Regional Development
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banco Central do Brasil
1
Centre for Analytical Finance <Århus>
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
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
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
Harvard Institute of Economic Research
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
Nationalekonomiska Institutionen <Lund>
1
Rutgers University / Department of Economics
1
Salomon Center
1
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Published in...
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Finance research letters
181
International review of financial analysis
142
Journal of banking & finance
137
Journal of empirical finance
122
International review of economics & finance : IREF
121
The North American journal of economics and finance : a journal of financial economics studies
109
Applied financial economics
100
Energy economics
99
Research in international business and finance
99
Journal of financial economics
94
Applied economics
90
Journal of international financial markets, institutions & money
81
Economic modelling
80
Applied economics letters
76
Journal of econometrics
75
NBER working paper series
74
Pacific-Basin finance journal
71
The European journal of finance
67
Working paper / National Bureau of Economic Research, Inc.
64
International journal of forecasting
62
Journal of risk and financial management : JRFM
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
NBER Working Paper
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of forecasting
50
Economics letters
49
Research paper series / Swiss Finance Institute
45
Working paper
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Review of quantitative finance and accounting
41
International journal of finance & economics : IJFE
39
Journal of financial econometrics
39
Journal of international money and finance
38
The review of financial studies
37
Investment management and financial innovations
36
Journal of financial markets
36
The journal of futures markets
36
Discussion paper / Tinbergen Institute
35
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The journal of finance : the journal of the American Finance Association
35
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ECONIS (ZBW)
8,306
EconStor
33
OLC EcoSci
2
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1
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8,341
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date (oldest first)
1
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
2
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
3
Option Valuation with
Volatility
Components, Fat Tails, and Non-Monotonic Pricing Kernels
Babaoglu, Kadir
-
2017
We nest multiple
volatility
components, fat tails and a U-shaped pricing kernel in a single option model and compare … two-factor models. A second
volatility
component improves the option fit by 9% on average. Fat tails improve option fit by …
Persistent link: https://www.econbiz.de/10012970627
Saved in:
4
Option valuation with
volatility
components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
5
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
6
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
7
Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie
;
Westgaard, Sjur
;
Gjølberg, Ole
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
Saved in:
8
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
9
Volatility
modeling with leverage effect under laplace errors
Jiang, Zhengjun
;
Xia, Weixuan
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011817685
Saved in:
10
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the
volatility
of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
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