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~subject:"Stochastische Volatilität"
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Stochastische Volatilität
Stochastic volatility
144
Volatilität
113
Volatility
109
Stochastic process
107
Stochastischer Prozess
107
Optionspreistheorie
86
Option pricing theory
85
Theorie
85
Characteristic function
84
Theory
82
characteristic function
79
Stochastic volatility model
64
stochastic volatility model
40
Prognoseverfahren
39
Forecasting model
37
Estimation theory
33
Schätztheorie
33
Estimation
31
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Schätzung
29
Bayesian inference
26
Zeitreihenanalyse
25
Bayes-Statistik
24
Characteristic Function
24
Time series analysis
24
ARCH model
21
ARCH-Modell
21
Markov chain
20
Option trading
20
Optionsgeschäft
20
VAR model
20
VAR-Modell
20
Markov-Kette
19
Welt
19
World
19
stochastic volatility
18
Economic forecast
17
Statistical distribution
17
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Free
71
Undetermined
27
Type of publication
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Book / Working Paper
94
Article
48
Type of publication (narrower categories)
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Graue Literatur
64
Non-commercial literature
64
Arbeitspapier
56
Working Paper
56
Article in journal
42
Aufsatz in Zeitschrift
42
Hochschulschrift
10
Aufsatz im Buch
6
Book section
6
Collection of articles written by one author
4
Sammlung
4
Thesis
4
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
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1
Übersichtsarbeit
1
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English
139
German
3
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McAleer, Michael
17
Clark, Todd E.
14
Asai, Manabu
13
Huber, Florian
12
McCracken, Michael W.
8
Mertens, Elmar
8
Chang, Chia-Lin
7
Diebold, Francis X.
7
Schorfheide, Frank
7
Shin, Minchul
7
Aastveit, Knut Are
6
Carriero, Andrea
6
Chiarella, Carl
6
Crespo Cuaresma, Jesús
6
Peiris, Shelton
6
Chen, Jinghui
4
Kang, Boda
4
Kobayashi, Masahito
4
Marcellino, Massimiliano
4
Doppelhofer, Gernot
3
Feldkircher, Martin
3
Onorante, Luca
3
Reif, Magnus
3
Amin, Ahsan
2
Amir Ahmadi, Pooyan
2
Bates, David S.
2
Berger, Tino
2
Chakrabarti, Binay Bhushan
2
Chan, Jiun Hong
2
Den Haan, Wouter J.
2
Deschamps, Philippe J.
2
Dufrénot, Gilles
2
Elliott, Robert J.
2
Grasselli, Martino
2
Joshi, Mark S.
2
Li, Minqiang
2
Marcellino, Massimiliano Giuseppe
2
Matsuki, Takashi
2
Matthes, Christian
2
Nishide, Katsumasa
2
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Institution
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National Bureau of Economic Research
2
Technische Universität Dresden
1
Universität Trier
1
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The journal of futures markets
11
International journal of theoretical and applied finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Department of Economics working paper
6
Discussion paper / Tinbergen Institute
6
Econometric Institute research papers
6
Discussion paper / Centre for Economic Policy Research
4
Federal Reserve Bank of Cleveland working paper series
3
Journal of econometrics
3
Journal of risk
3
Working paper
3
CESifo working papers
2
CORE discussion papers : DP
2
Interest rate modelling after the financial crisis
2
NBER working paper series
2
Tinbergen Institute research series
2
Wiley finance series
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series : WPS
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
Applied quantitative finance
1
Applied quantitative finance series
1
BIS Working Paper
1
CESifo Working Paper
1
CFM discussion paper series
1
CFS Working Paper
1
CFS working paper series
1
Chapman & Hall/CRC financial mathematics series
1
Chapman and Hall/CRC financial mathematics series
1
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Economic modelling
1
Economics letters
1
Economies et sociétés ; 49,6
1
FRB St. Louis Working Paper
1
FRB of Cleveland Working Paper
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
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2
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
3
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
4
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
5
Efficient, almost exact simulation of the heston stochastic volatility model
van Haastrecht, Alexander
;
Pelsser, Antoon André Jean
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10008860425
Saved in:
6
Alternative tilts for nonparametric option pricing
Haley, M. Ryan
;
Walker, Todd B.
- In:
The journal of futures markets
30
(
2010
)
10
,
pp. 983-1006
Persistent link: https://www.econbiz.de/10008900930
Saved in:
7
Computation of volatility in stochastic volatility models with high frequency data
Barucci, Emilio
;
Mancino, Maria Elvira
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 767-787
Persistent link: https://www.econbiz.de/10008904328
Saved in:
8
Regime-switching recombining tree for option pricing
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 479-499
Persistent link: https://www.econbiz.de/10008904355
Saved in:
9
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
10
Exact pricing with stochastic volatility and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
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