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Statistische Verteilung
Volatility
40,417
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40,239
Theorie
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Theory
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CAPM
18,891
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Wechselkurs
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Exchange rate
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Zeitreihenanalyse
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Time series analysis
4,697
Risikoprämie
4,569
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4,534
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Dijk, Herman K. van
47
Ravazzolo, Francesco
45
Fabozzi, Frank J.
43
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
McAleer, Michael
33
Opschoor, Anne
33
Lucas, André
31
Casarin, Roberto
30
Mitchell, James
30
Paolella, Marc S.
30
Einmahl, John H. J.
29
Hoogerheide, Lennart
28
Nadarajah, Saralees
27
Phillips, Peter C. B.
27
Hoogerheide, Lennart F.
26
Landsman, Zinoviy
25
Bottazzi, Giulio
24
Linton, Oliver
24
Ardia, David
23
Griffiths, William E.
23
Swanson, Norman R.
22
Corradi, Valentina
21
Koopman, Siem Jan
20
Kotz, Samuel
20
Perote, Javier
20
Diebold, Francis X.
19
Fischer, Matthias
19
Bollerslev, Tim
18
Dijk, Dick van
18
Fagiolo, Giorgio
18
Furman, Edward
18
Grassi, Stefano
18
Kim, Young Shin
18
Lux, Thomas
18
Madan, Dilip B.
18
Segers, Johan
18
Wu, Ximing
18
Okhrin, Yarema
17
van Dijk, H. K.
17
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
7
London School of Economics and Political Science
6
European University Institute / Department of Economics
5
Centre for Analytical Finance <Århus>
4
Econometrisch Instituut <Rotterdam>
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Rutgers University / Department of Economics
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Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of St. Louis
3
Robert Schuman Centre for Advanced Studies
3
State University of New York at Albany / Department of Economics
3
University of California Davis / Department of Economics
3
University of Cambridge / Department of Applied Economics
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University of Cambridge / Faculty of Economics
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University of Canterbury / Dept. of Economics and Finance
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University of York / Department of Economics and Related Studies
3
World Bank
3
Boston College / Department of Economics
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Microdata Methods and Practice <London>
2
Chamber of Commerce of the United States of America
2
Deutsches Institut für Wirtschaftsforschung
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of New York
2
International Center for Financial Asset Management and Engineering
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OECD
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Suntory-Toyota International Centre for Economics and Related Disciplines
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The Wharton Financial Institutions Center
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Trinity College Dublin / Department of Economics
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Umeå Universitet / Institutionen för Nationalekonomi
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of New England / Department of Econometrics
2
University of Southampton / Department of Economics
2
University of Warwick / Department of Economics
2
Arbeitsmarktservice Österreich
1
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Insurance / Mathematics & economics
195
Journal of econometrics
169
Discussion paper / Tinbergen Institute
113
Economics letters
94
International journal of forecasting
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Risks : open access journal
76
European journal of operational research : EJOR
66
International journal of theoretical and applied finance
62
Econometric reviews
57
Journal of banking & finance
56
Applied economics
51
Econometric theory
51
Finance research letters
46
Working paper
44
Discussion paper / Center for Economic Research, Tilburg University
43
Economic modelling
43
Journal of forecasting
43
NBER Working Paper
43
Applied economics letters
42
NBER working paper series
42
Tinbergen Institute Discussion Paper
42
CEMMAP working papers / Centre for Microdata Methods and Practice
41
Quantitative finance
41
The journal of operational risk
41
Working paper / National Bureau of Economic Research, Inc.
41
Computational economics
40
Journal of empirical finance
40
Working papers
40
International review of financial analysis
37
Scandinavian actuarial journal
37
Statistical papers
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
Statistics in transition : an international journal of the Polish Statistical Association
34
The European journal of finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of economic dynamics & control
31
Management science : journal of the Institute for Operations Research and the Management Sciences
31
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ECONIS (ZBW)
8,217
EconStor
221
OLC EcoSci
4
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1
Analysis of stochastic PDEs arising from large portfolios of stochastic
volatility
models
Kolliopoulos, Nikolaos
-
2018
Persistent link: https://www.econbiz.de/10012386950
Saved in:
2
Dissecting skewness under affine
jump
-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
Saved in:
3
Model-free implied
volatility
under
jump
-diffusion models
Choi, Seung-mook S.
;
Yang, Hongtao
- In:
Review of economics & finance
16
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012030898
Saved in:
4
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:
5
Switching to nonaffine stochastic
volatility
: a closed-form expansion for the inverse gamma model
Langrené, Nicolas
;
Lee, Geoffrey
;
Zhu, Zili
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
Saved in:
6
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
7
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
8
Integral representations of probability density of stochastic
volatility
models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
9
Modeling intraday stochastic
volatility
and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
10
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
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