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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Volatility
41,061
Volatilität
40,792
Zeitreihenanalyse
29,849
Time series analysis
28,828
Theorie
25,465
Theory
24,827
Optionspreistheorie
14,840
Option pricing theory
14,379
Schätzung
13,713
Estimation
13,406
Börsenkurs
11,281
Share price
11,103
Prognoseverfahren
9,055
Forecasting model
8,875
Kapitaleinkommen
8,383
Capital income
8,351
USA
7,947
United States
7,703
ARCH-Modell
7,377
ARCH model
7,285
Schätztheorie
7,132
Estimation theory
7,043
Aktienmarkt
6,647
Stock market
6,570
Stochastic process
6,073
Welt
5,943
World
5,824
Wechselkurs
5,360
Exchange rate
5,247
Optionsgeschäft
5,142
Option trading
4,933
Konjunktur
3,838
Derivat
3,802
Derivative
3,791
Portfolio-Management
3,770
Portfolio selection
3,737
Business cycle
3,720
Risk
3,383
Risiko
3,342
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Free
2,317
Undetermined
1,765
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Article
3,481
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2,719
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Article in journal
3,282
Aufsatz in Zeitschrift
3,282
Working Paper
1,171
Graue Literatur
1,122
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1,122
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1,069
Aufsatz im Buch
188
Book section
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Hochschulschrift
148
Thesis
111
Lehrbuch
44
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40
Conference paper
29
Konferenzbeitrag
29
Collection of articles of several authors
26
Sammelwerk
26
Collection of articles written by one author
20
Sammlung
20
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15
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15
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10
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10
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9
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9
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7
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6
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5
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4
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4
Handbuch
4
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4
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4
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3
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2
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English
6,103
German
89
French
6
Undetermined
3
Polish
1
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McAleer, Michael
74
Koopman, Siem Jan
57
Phillips, Peter C. B.
44
Asai, Manabu
41
Chiarella, Carl
39
Chan, Joshua
37
Cui, Zhenyu
36
Todorov, Viktor
34
Takahashi, Akihiko
30
Yu, Jun
29
Escobar, Marcos
28
Benth, Fred Espen
27
Gil-Alaña, Luis A.
27
Madan, Dilip B.
27
Shephard, Neil G.
27
Clark, Todd E.
26
Gao, Jiti
26
Barndorff-Nielsen, Ole E.
25
Bos, Charles S.
25
Carr, Peter
25
Fabozzi, Frank J.
25
Mumtaz, Haroon
25
Tauchen, George Eugene
24
Fouque, Jean-Pierre
22
Marcellino, Massimiliano
22
Nguyen, Duy
22
Hainaut, Donatien
21
Platen, Eckhard
21
Alòs, Elisa
20
Andersen, Torben
20
Carriero, Andrea
20
Elliott, Robert J.
20
Wong, Hoi Ying
20
Caporale, Guglielmo Maria
19
Hafner, Christian M.
19
Lucas, André
19
Oosterlee, Cornelis W.
19
Grasselli, Martino
18
Martin, Gael M.
18
Rodriguez, Gabriel
18
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Centre for Analytical Finance <Århus>
8
Nuffield College
4
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Queen Mary College / Department of Economics
3
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
International Center for Financial Asset Management and Engineering
2
Springer International Publishing
2
University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Cowles Commission for Research in Economics
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
International Statistical Institute
1
London School of Economics and Political Science
1
Rodney L. White Center for Financial Research
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Society of Actuaries
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Swiss Finance Institute
1
Taylor and Francis.
1
Thailand Econometric Society
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 California Davis / Department of Economics
1
University of Chicago / Graduate School of Business
1
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Published in...
All
International journal of theoretical and applied finance
233
Journal of econometrics
153
Quantitative finance
127
Applied mathematical finance
103
Finance and stochastics
102
The journal of computational finance
94
Insurance / Mathematics & economics
81
Discussion paper / Tinbergen Institute
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Computational economics
75
European journal of operational research : EJOR
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Econometric reviews
62
Journal of economic dynamics & control
61
International journal of financial engineering
60
Journal of mathematical finance
57
Risks : open access journal
57
Finance research letters
52
Journal of banking & finance
49
The journal of futures markets
48
Working paper
45
Energy economics
44
Economics letters
43
Review of derivatives research
43
Annals of finance
42
Research paper series / Swiss Finance Institute
40
The North American journal of economics and finance : a journal of financial economics studies
38
Economic modelling
37
Journal of risk and financial management : JRFM
35
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
CREATES research paper
33
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Econometric theory
31
Journal of empirical finance
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Asia-Pacific financial markets
29
SFB 649 discussion paper
29
The European journal of finance
29
Applied economics
28
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ECONIS (ZBW)
6,085
EconStor
103
USB Cologne (EcoSocSci)
12
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1
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
2
Hedging strategy comparisons of
volatility
index options using diffusion models
Lin, Jun-Biao
- In:
The international journal of business and finance …
9
(
2015
)
3
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
Saved in:
3
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
4
Performance of the Heston's stochastic
volatility
model : a study in Indian index options market
Singh, Shivam
;
Dixit, Alok
- In:
Theoretical economics letters
6
(
2016
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10011545451
Saved in:
5
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
6
Using VIX futures to hedge forward implied
volatility
risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
7
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:
8
Index options and
volatility
derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
Regime-switching stochastic
volatility
model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
10
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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