//--> //--> //--> //-->
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:"Kapitaleinkommen"
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
Piecewise linear double barrie...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Stochastischer Prozess
17,191
Stochastic process
16,750
Optionspreistheorie
14,803
Option pricing theory
14,344
Theorie
13,268
Theory
12,929
Volatilität
6,395
Volatility
6,285
Optionsgeschäft
5,121
Option trading
4,912
Derivat
2,902
Derivative
2,896
Portfolio-Management
2,499
Portfolio selection
2,479
Schätzung
2,263
Mathematische Optimierung
2,240
Mathematical programming
2,227
Estimation
2,212
Hedging
1,663
USA
1,641
United States
1,585
Zeitreihenanalyse
1,551
Time series analysis
1,501
CAPM
1,447
Risiko
1,426
Risk
1,411
Börsenkurs
1,408
Share price
1,370
Schätztheorie
1,313
Zinsstruktur
1,301
Estimation theory
1,289
Yield curve
1,285
Black-Scholes-Modell
1,261
Black-Scholes model
1,203
Capital income
1,117
Prognoseverfahren
1,109
Statistische Verteilung
1,104
Forecasting model
1,087
Statistical distribution
1,083
more ...
less ...
Online availability
All
Free
418
Undetermined
342
Type of publication
All
Article
650
Book / Working Paper
472
Type of publication (narrower categories)
All
Article in journal
623
Aufsatz in Zeitschrift
623
Graue Literatur
185
Non-commercial literature
185
Working Paper
166
Arbeitspapier
161
Hochschulschrift
36
Thesis
28
Aufsatz im Buch
23
Book section
23
Collection of articles written by one author
13
Sammlung
13
Aufsatzsammlung
5
Lehrbuch
4
Textbook
4
Bibliografie enthalten
3
Bibliography included
3
Conference paper
3
Konferenzbeitrag
3
Systematic review
2
Übersichtsarbeit
2
Adressbuch
1
Collection of articles of several authors
1
Directory
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
1,117
German
5
French
1
Author
All
Jacobs, Kris
14
Madan, Dilip B.
13
McAleer, Michael
12
Chernov, Mikhail
11
Goyal, Amit
11
Todorov, Viktor
11
Asai, Manabu
10
Christoffersen, Peter F.
10
Heston, Steven L.
10
Tauchen, George Eugene
10
Bali, Turan G.
9
Bollerslev, Tim
8
Caporin, Massimiliano
8
Feunou, Bruno
8
Fodor, Andy
8
Benzoni, Luca
7
Cao, Jie
7
Han, Bing
7
Jones, Christopher S.
7
Muravyev, Dmitriy
7
Vasquez, Aurelio
7
Xiao, Xiao
7
Andersen, Torben
6
Goldstein, Robert S.
6
Li, Jia
6
Martin, Ian
6
Murray, Scott
6
Schlag, Christian
6
Stübinger, Johannes
6
Zhan, Xintong
6
Backus, David
5
Choy, Siu Kai
5
Collin-Dufresne, Pierre
5
Endres, Sylvia
5
Frazzini, Andrea
5
Härdle, Wolfgang
5
Koopman, Siem Jan
5
Korn, Olaf
5
Li, Kai
5
Liesenfeld, Roman
5
more ...
less ...
Institution
All
National Bureau of Economic Research
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Karlsruher Institut für Technologie
2
American Finance Association
1
Chambre de commerce et d'industrie de Paris
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of St. Louis
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Svenska Handelshögskolan <Helsinki>
1
University of Canterbury / Dept. of Economics and Finance
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
more ...
less ...
Published in...
All
Journal of banking & finance
29
Journal of econometrics
21
Journal of financial economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of empirical finance
17
Quantitative finance
17
The journal of futures markets
14
Finance research letters
13
Insurance / Mathematics & economics
13
The journal of finance : the journal of the American Finance Association
13
International review of financial analysis
12
The European journal of finance
12
Econometric reviews
11
Journal of risk and financial management : JRFM
11
The review of financial studies
11
Journal of financial markets
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
10
Discussion paper / Tinbergen Institute
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
NBER working paper series
9
International journal of theoretical and applied finance
8
Journal of financial econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Applied financial economics
7
Energy economics
7
International journal of forecasting
7
International review of economics & finance : IREF
7
NBER Working Paper
7
Swiss Finance Institute Research Paper
7
Economics letters
6
Finance and stochastics
6
Research in international business and finance
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics
5
Cogent economics & finance
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of forecasting
5
Journal of international financial markets, institutions & money
5
more ...
less ...
Source
All
ECONIS (ZBW)
1,117
EconStor
5
Showing
1
-
10
of
1,122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
2
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:
3
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:
4
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
5
A tale of two regimes : theory and empirical evidence for a Markov-modulated jump diffusion model of equity returns and derivative pricing implications
Chang, Charles
;
Fuh, Cheng-der
;
Lin, Shih-kuei
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3204-3217
Persistent link: https://www.econbiz.de/10009778451
Saved in:
6
Jump, diffusion, and long-term volatility risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
7
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
5
,
pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Saved in:
8
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:
9
An institutional evaluation of pension funds and life insurance companies
Broeders, Dirk
;
Chen, An
;
Koos, Birgit
-
2009
Persistent link: https://www.econbiz.de/10003912624
Saved in:
10
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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...
//-->