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Subject
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Theory
Volatility
41,013
Volatilität
40,743
Theorie
22,813
Optionspreistheorie
14,821
Option pricing theory
14,362
Derivat
13,967
Derivative
13,933
Börsenkurs
11,697
Share price
11,522
Schätzung
11,079
Estimation
10,837
Hedging
10,240
Kapitaleinkommen
8,860
Capital income
8,828
USA
8,537
United States
8,298
Welt
7,498
World
7,352
ARCH-Modell
7,250
ARCH model
7,166
Aktienmarkt
7,149
Stock market
7,068
Correlation
6,989
Korrelation
6,847
Energiemarkt
6,684
Portfolio-Management
6,490
Portfolio selection
6,435
Stochastischer Prozess
5,836
Stochastic process
5,735
Energy market
5,179
Optionsgeschäft
5,132
Wechselkurs
5,114
Prognoseverfahren
5,088
Forecasting model
5,019
Exchange rate
5,011
Option trading
4,923
Zeitreihenanalyse
4,592
Time series analysis
4,472
Risk
4,385
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All
Free
6,897
Undetermined
3,667
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Article
11,322
Book / Working Paper
10,965
Journal
22
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Article in journal
10,322
Aufsatz in Zeitschrift
10,322
Graue Literatur
4,835
Non-commercial literature
4,835
Arbeitspapier
4,345
Working Paper
4,345
Hochschulschrift
1,180
Thesis
1,028
Aufsatz im Buch
894
Book section
894
Lehrbuch
279
Textbook
256
Bibliografie enthalten
212
Bibliography included
212
Collection of articles written by one author
202
Sammlung
202
Collection of articles of several authors
200
Sammelwerk
200
Aufsatzsammlung
93
Forschungsbericht
70
Konferenzschrift
66
Glossar enthalten
57
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57
Systematic review
53
Übersichtsarbeit
53
Amtsdruckschrift
50
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50
Conference paper
40
Konferenzbeitrag
40
Handbook
38
Handbuch
38
Conference proceedings
33
Reprint
32
Mehrbändiges Werk
22
Multi-volume publication
22
CD-ROM, DVD
16
Rezension
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14
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12
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English
20,818
German
1,242
French
109
Spanish
68
Italian
47
Polish
12
Portuguese
11
Dutch
8
Norwegian
4
Russian
3
Swedish
3
Undetermined
3
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2
Hungarian
2
Czech
1
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1
Japanese
1
Chinese
1
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Author
All
Broll, Udo
167
Bollerslev, Tim
79
McAleer, Michael
72
Härdle, Wolfgang
68
Diebold, Francis X.
67
Kit, Pong Wong
66
Lien, Da-hsiang Donald
61
Wahl, Jack E.
61
Chiarella, Carl
56
Jarrow, Robert A.
51
Andersen, Torben
47
Madan, Dilip B.
47
Koopman, Siem Jan
46
Gouriéroux, Christian
45
Engle, Robert F.
44
Hull, John
43
Caporin, Massimiliano
42
Lux, Thomas
42
Fabozzi, Frank J.
41
Herwartz, Helmut
39
Carr, Peter
38
Gupta, Rangan
37
Platen, Eckhard
36
Caballero, Ricardo J.
35
Hafner, Christian M.
35
Renault, Eric
35
Benth, Fred Espen
34
Aizenman, Joshua
33
Zilcha, Itzhak
33
Bekaert, Geert
32
Eckwert, Bernhard
32
Asai, Manabu
31
Hautsch, Nikolaus
31
Pierdzioch, Christian
31
Schlag, Christian
31
Lucas, André
30
Todorov, Viktor
30
Aït-Sahalia, Yacine
29
Yu, Jun
29
Bauwens, Luc
28
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Institution
All
National Bureau of Economic Research
256
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
Centre for Analytical Finance <Århus>
28
Ekonomiska forskningsinstitutet <Stockholm>
19
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Institute of Finance and Accounting <London>
11
Center for Economic Research <Tilburg>
9
Rodney L. White Center for Financial Research
9
The Wharton Financial Institutions Center
9
Birkbeck College / Department of Economics
7
Bonn Graduate School of Economics
7
Internationaler Währungsfonds / Research Department
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
International Monetary Fund
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Centre for Economic Policy Research
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve System / Division of Research and Statistics
5
Frank J. Fabozzi Associates <New Hope, Pa.>
5
Instituto Valenciano de Investigaciones Económicas
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
University of British Columbia / Finance Division
5
Verlag Dr. Kovač
5
De Gruyter Oldenbourg
4
Eric Cuvillier <Firma>
4
International Center for Financial Asset Management and Engineering
4
Johannes Gutenberg-Universität Mainz
4
Massachusetts Institute of Technology / Department of Economics
4
Pensions Institute
4
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of Cambridge / Department of Applied Economics
4
World Bank
4
Brown University / Department of Economics
3
Centre for Actuarial Studies
3
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Published in...
All
The journal of futures markets
323
Mathematical finance : an international journal of mathematics, statistics and financial theory
276
Journal of banking & finance
258
NBER working paper series
247
Working paper / National Bureau of Economic Research, Inc.
244
International journal of theoretical and applied finance
243
NBER Working Paper
217
Finance and stochastics
206
Journal of econometrics
181
Economics letters
180
Journal of economic dynamics & control
165
Energy economics
164
Journal of financial economics
153
The review of financial studies
149
The journal of derivatives : the official publication of the International Association of Financial Engineers
146
Finance research letters
144
The journal of finance : the journal of the American Finance Association
139
Discussion paper / Centre for Economic Policy Research
124
Applied mathematical finance
123
Discussion paper / Tinbergen Institute
122
Economic modelling
118
Working paper
115
Journal of empirical finance
112
The European journal of finance
109
International review of economics & finance : IREF
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
International journal of forecasting
104
Journal of international money and finance
103
International review of financial analysis
100
European journal of operational research : EJOR
99
Journal of financial and quantitative analysis : JFQA
97
The journal of computational finance
94
Applied economics
91
Journal of forecasting
87
Review of derivatives research
82
Advances in futures and options research : a research annual
77
Quantitative finance
76
SFB 649 discussion paper
76
Econometric reviews
75
Research paper series / Swiss Finance Institute
74
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Source
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ECONIS (ZBW)
22,306
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1
ArchiDok
1
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1
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1
Volatility
and
correlation
in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
2
Implied
correlation
indices and
volatility
forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
3
Four contributions to quantitative financial risk management
Detering, Nils
-
2014
Persistent link: https://www.econbiz.de/10010403476
Saved in:
4
Dynamic conditional copula
correlation
and optimal
hedge
ratios with currency futures
Kotkatvuori-Örnberg, Juha
- In:
International review of financial analysis
47
(
2016
),
pp. 60-69
Persistent link: https://www.econbiz.de/10011624046
Saved in:
5
Riemannian-geometric regime-switching covariance
hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
Saved in:
6
Mean-variance
hedging
and optimal investment in Heston's model with
correlation
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 473-492
Persistent link: https://www.econbiz.de/10003752317
Saved in:
7
Understanding and managing interest rate risks
Chen, Ren-Raw
-
1996
Persistent link: https://www.econbiz.de/10000620475
Saved in:
8
Interest-rate derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001548972
Saved in:
9
Bewertung multivariater Derivate : zeit- und zustandsdiskrete Modellierungen
Kobel, Michael
-
1996
Persistent link: https://www.econbiz.de/10000562865
Saved in:
10
Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
Saved in:
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