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Theorie
Volatility
40,903
Volatilität
40,635
Optionspreistheorie
14,803
Option pricing theory
14,344
Theory
13,119
Börsenkurs
9,714
Share price
9,570
Schätzung
8,999
Estimation
8,807
Kapitaleinkommen
7,318
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7,291
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6,576
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6,505
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5,915
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5,851
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5,380
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5,282
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4,950
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4,852
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4,819
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4,686
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4,675
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4,591
Prognoseverfahren
3,993
Forecasting model
3,939
Optionsgeschäft
3,393
Option trading
3,369
Derivat
3,318
Zeitreihenanalyse
3,317
Derivative
3,310
Time series analysis
3,234
Portfolio-Management
3,172
Portfolio selection
3,144
Risk
3,076
Risiko
3,033
volatility
2,646
CAPM
2,458
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2,424
Ölpreis
2,387
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Free
4,484
Undetermined
2,256
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Book / Working Paper
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6,698
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13
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2,808
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25
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English
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638
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52
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5
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Bollerslev, Tim
79
Diebold, Francis X.
63
Härdle, Wolfgang
61
McAleer, Michael
58
Lux, Thomas
47
Koopman, Siem Jan
46
Andersen, Torben
45
Chiarella, Carl
43
Wystup, Uwe
41
Pierdzioch, Christian
36
Aizenman, Joshua
33
Schlag, Christian
33
Hafner, Christian M.
32
Caporin, Massimiliano
31
Gupta, Rangan
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
Hull, John
30
Renault, Eric
28
Todorov, Viktor
28
Asai, Manabu
27
Aït-Sahalia, Yacine
27
Engle, Robert F.
27
Herwartz, Helmut
27
Madan, Dilip B.
27
Yu, Jun
27
Carr, Peter
26
Christoffersen, Peter F.
26
Branger, Nicole
25
Fernández-Villaverde, Jesús
25
Kohlmann, Michael
25
Lucas, André
25
Schöbel, Rainer
25
Mittnik, Stefan
24
Platen, Eckhard
24
Andersen, Torben G.
23
Ghysels, Eric
23
Jarrow, Robert A.
23
Vorst, Ton
23
Caballero, Ricardo J.
22
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National Bureau of Economic Research
180
Centre for Analytical Finance <Århus>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Ekonomiska forskningsinstitutet <Stockholm>
14
Svenska Handelshögskolan <Helsinki>
11
European University Institute / Department of Economics
8
Birkbeck College / Department of Economics
7
Rodney L. White Center for Financial Research
7
Bonn Graduate School of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Internationaler Währungsfonds / Research Department
6
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Center for Economic Research <Tilburg>
5
Institute of Finance and Accounting <London>
5
The Wharton Financial Institutions Center
5
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Verlag Dr. Kovač
4
Centre for Economic Policy Research
3
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of San Francisco
3
Goethe-Universität Frankfurt am Main
3
International Monetary Fund
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
Associazione Operatori Bancari in Titoli
2
Australian National University / Faculty of Economics and Commerce
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Actuarial Studies
2
Centre for Growth and Business Cycle Research <Manchester>
2
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
242
Working paper / National Bureau of Economic Research, Inc.
180
NBER working paper series
173
International journal of theoretical and applied finance
164
NBER Working Paper
155
Journal of banking & finance
148
Finance and stochastics
143
Journal of econometrics
136
Journal of economic dynamics & control
114
The journal of derivatives : the official publication of the International Association of Financial Engineers
113
The journal of futures markets
106
Applied mathematical finance
98
Finance research letters
97
The review of financial studies
95
Journal of financial economics
93
Discussion paper / Centre for Economic Policy Research
90
Economics letters
89
International journal of forecasting
85
Discussion paper / Tinbergen Institute
84
Journal of empirical finance
83
Economic modelling
82
The journal of computational finance
82
Working paper
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Journal of international money and finance
75
The journal of finance : the journal of the American Finance Association
75
The European journal of finance
74
International review of financial analysis
69
Review of derivatives research
68
International review of economics & finance : IREF
66
Energy economics
65
Applied economics
60
Journal of forecasting
58
SFB 649 discussion paper
55
Computational economics
52
Quantitative finance
52
Research paper series / Swiss Finance Institute
52
Econometric reviews
51
Applied economics letters
47
Journal of financial and quantitative analysis : JFQA
47
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Source
All
ECONIS (ZBW)
13,117
EconStor
348
USB Cologne (EcoSocSci)
9
OLC EcoSci
5
ArchiDok
1
RePEc
1
Showing
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1
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
2
Derivative asset analysis in models with level-dependent and stochastic
volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
3
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
4
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
5
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
6
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
Saved in:
7
On the qualitative effect of
volatility
and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
8
Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
1
,
pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
Saved in:
9
Canonical valuation of options in the presence of stochastic
volatility
Gray, Philip K.
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Saved in:
10
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
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