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Theorie
Volatility
40,422
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20,129
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16,628
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4,166
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3,334
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3,320
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2,688
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2,617
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Bollerslev, Tim
79
Phillips, Peter C. B.
69
Diebold, Francis X.
66
Koopman, Siem Jan
66
Härdle, Wolfgang
63
Lux, Thomas
63
McAleer, Michael
62
Chiarella, Carl
56
Andersen, Torben
45
Platen, Eckhard
43
Sethi, Suresh
42
Yu, Jun
42
Escudero, Laureano F.
40
Pierdzioch, Christian
36
Wystup, Uwe
36
Hautsch, Nikolaus
34
Aizenman, Joshua
33
Barndorff-Nielsen, Ole E.
33
Caporale, Guglielmo Maria
33
Caporin, Massimiliano
33
Gupta, Rangan
33
Hafner, Christian M.
33
Kohlmann, Michael
33
Post, Thierry
33
Schlag, Christian
32
Engle, Robert F.
31
Hull, John
31
Linton, Oliver
31
Madan, Dilip B.
31
Renault, Eric
31
Bauwens, Luc
30
Bekaert, Geert
30
Lucas, André
30
Fabozzi, Frank J.
29
Aït-Sahalia, Yacine
28
Asai, Manabu
27
Branger, Nicole
27
Christoffersen, Peter F.
27
Herwartz, Helmut
27
Liesenfeld, Roman
27
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Springer-Verlag GmbH
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3
Federal Reserve Bank of San Francisco
3
Goethe-Universität Frankfurt am Main
3
Københavns Universitet / Økonomisk Institut
3
School of Economics and Finance <Brisbane>
3
Social Systems Research Institute
3
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European journal of operational research : EJOR
466
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
International journal of theoretical and applied finance
218
Finance and stochastics
216
Working paper / National Bureau of Economic Research, Inc.
208
Journal of econometrics
200
NBER working paper series
197
NBER Working Paper
182
Journal of economic dynamics & control
162
Insurance / Mathematics & economics
159
Journal of banking & finance
158
Computers & operations research : and their applications to problems of world concern ; an international journal
148
International journal of production research
128
Economics letters
121
Discussion paper / Tinbergen Institute
120
Operations research
115
Economic modelling
111
Discussion paper / Centre for Economic Policy Research
106
The journal of derivatives : the official publication of the International Association of Financial Engineers
106
Applied mathematical finance
105
The review of financial studies
104
Operations research letters
103
Finance research letters
102
The journal of futures markets
102
Journal of financial economics
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
91
Journal of empirical finance
89
Working paper
87
The journal of computational finance
86
International journal of forecasting
85
Quantitative finance
85
The European journal of finance
84
Risks : open access journal
82
Journal of international money and finance
81
Econometric reviews
80
Energy economics
80
Journal of economic theory
80
Mathematics of operations research
80
The journal of finance : the journal of the American Finance Association
78
Computational economics
77
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Source
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ECONIS (ZBW)
20,128
EconStor
483
USB Cologne (EcoSocSci)
11
OLC EcoSci
6
ArchiDok
1
RePEc
1
Showing
1
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10
of
20,630
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1
Pricing options under generalised GARCH and stochastic
volatility
processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
2
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
3
Stochastic
volatility
with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer
;
Zhu, Jianwei
-
1998
-
Rev.
Persistent link: https://www.econbiz.de/10000676009
Saved in:
4
An empirical comparison of alternative stochastic
volatility
models
Belledin, Michael
;
Schlag, Christian
-
1999
-
Current Version: June 1, 1999
Persistent link: https://www.econbiz.de/10001403468
Saved in:
5
Pricing options under generalized GARCH and stochastic
volatility
processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
6
A market model for stochastic implied
volatility
Schönbucher, Philipp J.
-
1999
Persistent link: https://www.econbiz.de/10001392968
Saved in:
7
Stock evolution under stochastic
volatility
: a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001392972
Saved in:
8
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
9
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
10
Complete models with stochastic
volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
Saved in:
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