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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Börsenkurs
51,760
Share price
50,225
Volatility
40,240
Volatilität
40,049
Kapitaleinkommen
38,866
Capital income
38,766
Theorie
31,926
Theory
31,134
Schätzung
20,366
Estimation
19,930
Aktienmarkt
18,659
Stock market
18,465
USA
14,915
Optionspreistheorie
14,687
United States
14,558
Option pricing theory
14,229
Portfolio-Management
10,192
Portfolio selection
10,143
Prognoseverfahren
9,142
Forecasting model
9,024
Nichtparametrisches Verfahren
8,692
Welt
8,685
CAPM
8,566
World
8,524
Nonparametric statistics
8,322
ARCH-Modell
7,406
ARCH model
7,302
Anlageverhalten
7,281
Behavioural finance
7,216
Schätztheorie
7,129
Estimation theory
6,983
Statistischer Test
6,663
Ankündigungseffekt
6,451
Zeitreihenanalyse
6,437
Announcement effect
6,401
Statistical test
6,350
Time series analysis
6,249
Risk
5,971
Stochastic process
5,943
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Free
2,309
Undetermined
1,696
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Article
3,399
Book / Working Paper
2,675
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Article in journal
3,216
Aufsatz in Zeitschrift
3,216
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1,156
Graue Literatur
1,103
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1,042
Aufsatz im Buch
175
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151
Thesis
114
Lehrbuch
36
Textbook
34
Conference paper
26
Konferenzbeitrag
26
Collection of articles written by one author
22
Sammlung
22
Collection of articles of several authors
21
Sammelwerk
21
Forschungsbericht
16
Bibliografie enthalten
14
Bibliography included
14
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12
Amtsdruckschrift
10
Government document
10
Systematic review
8
Übersichtsarbeit
8
Konferenzschrift
5
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4
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4
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4
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4
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4
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4
Dissertation u.a. Prüfungsschriften
3
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3
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3
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3
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English
5,996
German
75
French
2
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1
Undetermined
1
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McAleer, Michael
75
Asai, Manabu
40
Koopman, Siem Jan
40
Chiarella, Carl
38
Cui, Zhenyu
36
Todorov, Viktor
34
Chan, Joshua
33
Linton, Oliver
30
Escobar, Marcos
29
Madan, Dilip B.
29
Takahashi, Akihiko
29
Barndorff-Nielsen, Ole E.
27
Platen, Eckhard
26
Shephard, Neil G.
26
Clark, Todd E.
25
Mumtaz, Haroon
25
Carr, Peter
24
Fabozzi, Frank J.
24
Tauchen, George Eugene
24
Yu, Jun
23
Fouque, Jean-Pierre
22
Nguyen, Duy
22
Bos, Charles S.
21
Elliott, Robert J.
21
Hainaut, Donatien
21
Andersen, Torben
20
Benth, Fred Espen
20
Lux, Thomas
20
Whang, Yoon-jae
20
Alòs, Elisa
19
Carriero, Andrea
19
Oosterlee, Cornelis W.
19
Wong, Hoi Ying
19
Grasselli, Martino
18
Härdle, Wolfgang
18
Marcellino, Massimiliano
18
Scaillet, Olivier
18
Branger, Nicole
17
Hafner, Christian M.
17
Martin, Gael M.
17
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National Bureau of Economic Research
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Nuffield College
3
Queen Mary College / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Centre for Economic Policy Research
2
Erasmus Research Institute of Management
2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
2
University of Essex / Department of Economics
2
University of Exeter / Department of Economics
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
Judge Institute of Management Studies
1
Rodney L. White Center for Financial Research
1
School of Finance and Business Economics <Perth, Western Australia>
1
Society of Actuaries
1
Springer International Publishing
1
Swiss Finance Institute
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
University of Queensland / School of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
236
Journal of econometrics
135
Quantitative finance
123
Finance and stochastics
104
Applied mathematical finance
103
The journal of computational finance
95
Insurance / Mathematics & economics
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
European journal of operational research : EJOR
71
Computational economics
66
Discussion paper / Tinbergen Institute
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Journal of economic dynamics & control
61
Journal of mathematical finance
60
International journal of financial engineering
59
Risks : open access journal
57
Econometric reviews
53
Finance research letters
53
Journal of banking & finance
48
The journal of futures markets
48
Annals of finance
45
Research paper series / Swiss Finance Institute
45
Review of derivatives research
43
Working paper
41
Energy economics
39
Economics letters
38
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Journal of risk and financial management : JRFM
35
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
34
The European journal of finance
34
Economic modelling
32
Journal of empirical finance
32
Asia-Pacific financial markets
31
SFB 649 discussion paper
30
Applied economics
29
CREATES research paper
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Swiss Finance Institute Research Paper
27
CAMA working paper series
24
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ECONIS (ZBW)
5,950
EconStor
115
USB Cologne (EcoSocSci)
9
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91
Risk-neutral momentum and market fear
Schadner, Wolfgang
-
2019
Persistent link: https://www.econbiz.de/10012133935
Saved in:
92
Option valuation with observable
volatility
and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
93
Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
Saved in:
94
Stochastic idiosyncratic cash flow risk and real options : implications for stock returns
Bhamra, Harjoat Singh
;
Shim, Kyung Hwan
- In:
Journal of economic theory
168
(
2017
),
pp. 400-431
Persistent link: https://www.econbiz.de/10011747518
Saved in:
95
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic
volatility
models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
96
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
97
Underlying assets distribution in derivatives : the BRIC case
Núñez, José A.
;
Contreras-Valdez, Mario I.
; …
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 502-513
Persistent link: https://www.econbiz.de/10011822832
Saved in:
98
A correlated stochastic
volatility
model measuring leverage and other stylized facts
Masoliver, Jaume
;
Perelló, Josep
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001687146
Saved in:
99
Multiple time scales in
volatility
and leverage correlations : a stochastic
volatility
model
Perelló, Josep
;
Masoliver, Jaume
;
Bouchaud, Jean-Philippe
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10002001537
Saved in:
100
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:
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