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
Sensitivity Analysis and Densi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Volatility
41,061
Volatilität
40,792
Theorie
20,856
Theory
20,354
Stochastischer Prozess
17,274
Stochastic process
16,828
Optionspreistheorie
14,839
Option pricing theory
14,378
Börsenkurs
9,979
Share price
9,819
Schätzung
9,600
Estimation
9,379
Capital income
7,460
ARCH-Modell
6,680
ARCH model
6,607
Aktienmarkt
6,016
Stock market
5,951
USA
5,182
Welt
5,052
United States
5,021
World
4,955
Wechselkurs
4,781
Exchange rate
4,681
Prognoseverfahren
4,310
Forecasting model
4,243
Portfolio-Management
4,176
Zeitreihenanalyse
4,152
Portfolio selection
4,145
Time series analysis
4,038
Risk
3,700
Risiko
3,669
Derivat
3,382
Derivative
3,372
Optionsgeschäft
3,367
Option trading
3,346
CAPM
2,722
volatility
2,657
Finanzmarkt
2,572
Financial market
2,509
more ...
less ...
Online availability
All
Free
2,611
Undetermined
2,512
Type of publication
All
Article
4,771
Book / Working Paper
2,718
Type of publication (narrower categories)
All
Article in journal
4,651
Aufsatz in Zeitschrift
4,651
Graue Literatur
1,042
Non-commercial literature
1,042
Working Paper
1,021
Arbeitspapier
993
Aufsatz im Buch
116
Book section
116
Hochschulschrift
109
Thesis
87
Collection of articles written by one author
42
Sammlung
42
Conference paper
20
Konferenzbeitrag
20
Aufsatzsammlung
10
Collection of articles of several authors
8
Sammelwerk
8
Lehrbuch
5
Textbook
5
Bibliografie enthalten
4
Bibliography included
4
Konferenzschrift
4
Case study
3
Fallstudie
3
Forschungsbericht
3
Systematic review
3
Übersichtsarbeit
3
Conference proceedings
2
Reprint
2
Adressbuch
1
Directory
1
Glossar enthalten
1
Glossary included
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
7,458
German
18
Spanish
6
French
4
Italian
2
Czech
1
Dutch
1
more ...
less ...
Author
All
Gupta, Rangan
103
Bollerslev, Tim
70
McAleer, Michael
56
Caporale, Guglielmo Maria
52
Diebold, Francis X.
48
Bouri, Elie
42
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
Yılmaz, Kamil
23
Gil-Alaña, Luis A.
22
Wang, Yudong
21
Asai, Manabu
20
Caporin, Massimiliano
20
Christoffersen, Peter F.
20
Kumar, Dilip
20
Campbell, John Y.
18
Prokopczuk, Marcel
18
Wohar, Mark E.
18
Zaremba, Adam
18
Andersen, Torben G.
17
Demirer, Rıza
17
Harvey, Campbell R.
17
Koopman, Siem Jan
17
Kočenda, Evžen
17
Meddahi, Nour
17
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
16
Balcilar, Mehmet
16
Jacobs, Kris
16
Jiang, George J.
16
more ...
less ...
Institution
All
National Bureau of Economic Research
76
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
Institute of Finance and Accounting <London>
2
Judge Institute of Management Studies
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
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
Harvard Institute of Economic Research
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
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Universität Duisburg <1980-2002>
1
Universität Mannheim
1
Universität Ulm
1
more ...
less ...
Published in...
All
Finance research letters
169
International review of financial analysis
130
Journal of banking & finance
117
International review of economics & finance : IREF
109
Journal of empirical finance
107
Energy economics
97
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of financial economics
93
Research in international business and finance
87
Applied financial economics
80
Applied economics
79
NBER working paper series
75
Economic modelling
72
Journal of econometrics
72
Journal of international financial markets, institutions & money
71
Working paper / National Bureau of Economic Research, Inc.
66
Journal of risk and financial management : JRFM
64
Pacific-Basin finance journal
64
Applied economics letters
61
NBER Working Paper
59
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
47
Journal of forecasting
44
Economics letters
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Research paper series / Swiss Finance Institute
38
Working paper
38
The journal of finance : the journal of the American Finance Association
37
International journal of finance & economics : IJFE
36
Journal of financial markets
36
Investment management and financial innovations
35
Journal of international money and finance
35
The journal of futures markets
34
Review of quantitative finance and accounting
33
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
31
more ...
less ...
Source
All
ECONIS (ZBW)
7,460
EconStor
28
OLC EcoSci
1
Showing
1
-
10
of
7,489
Sort
relevance
articles prioritized
date (newest first)
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:
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...
