//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"United States"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
At least-squares approach for...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
Volatility
40,923
Volatilität
40,655
Theorie
22,238
Theory
21,846
CAPM
19,023
Optionspreistheorie
14,810
Option pricing theory
14,351
Börsenkurs
12,980
Share price
12,824
Kapitaleinkommen
11,697
Capital income
11,660
Schätzung
11,516
Estimation
11,301
Aktienmarkt
7,545
Stock market
7,446
ARCH-Modell
6,747
ARCH model
6,674
Portfolio-Management
6,673
Portfolio selection
6,635
USA
6,587
Welt
5,659
Stochastischer Prozess
5,647
World
5,557
Stochastic process
5,550
Optionsgeschäft
5,127
Option trading
4,918
Wechselkurs
4,861
Risk
4,852
Risiko
4,799
Exchange rate
4,761
Prognoseverfahren
4,590
Forecasting model
4,532
Risikoprämie
4,498
Risk premium
4,467
Derivat
3,976
Derivative
3,966
Zeitreihenanalyse
3,608
Time series analysis
3,525
Finanzmarkt
3,389
more ...
less ...
Online availability
All
Free
1,347
Undetermined
961
Type of publication
All
Article
4,148
Book / Working Paper
2,267
Journal
1
Other
1
Type of publication (narrower categories)
All
Article in journal
3,932
Aufsatz in Zeitschrift
3,932
Graue Literatur
1,722
Non-commercial literature
1,722
Working Paper
1,525
Arbeitspapier
1,523
Hochschulschrift
260
Thesis
236
Aufsatz im Buch
200
Book section
200
Collection of articles written by one author
105
Sammlung
105
Lehrbuch
29
Textbook
29
Bibliografie enthalten
20
Bibliography included
20
Collection of articles of several authors
20
Sammelwerk
20
Amtsdruckschrift
14
Government document
14
Conference paper
13
Konferenzbeitrag
13
Glossar enthalten
12
Glossary included
12
Aufsatzsammlung
10
Systematic review
7
Übersichtsarbeit
7
Konferenzschrift
6
Reprint
6
Forschungsbericht
5
Handbook
5
Handbuch
5
CD-ROM, DVD
4
Bibliografie
3
Conference proceedings
3
Guidebook
3
Ratgeber
3
Case study
2
Diskette
2
Fallstudie
2
more ...
less ...
Language
All
English
6,330
German
61
French
14
Spanish
10
Undetermined
5
Danish
2
Author
All
Gupta, Rangan
57
McAleer, Michael
46
Bollerslev, Tim
35
Bahmani-Oskooee, Mohsen
33
Campbell, John Y.
29
Andersen, Torben
25
Engle, Robert F.
25
Guo, Hui
24
Bali, Turan G.
21
Pástor, Ľuboš
21
Caporale, Guglielmo Maria
20
Lustig, Hanno
20
Ferson, Wayne E.
19
Hammoudeh, Shawkat
18
Moffitt, Robert A.
18
Ang, Andrew
17
Chang, Chia-Lin
17
Davis, Steven J.
17
Diebold, Francis X.
17
Ghysels, Eric
17
Nieuwerburgh, Stijn van
17
Pierdzioch, Christian
17
Stambaugh, Robert F.
17
Stulz, René M.
17
Brandt, Michael W.
16
Bekaert, Geert
15
Bouri, Elie
15
Castelnuovo, Efrem
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Kōnstantinidēs, Giōrgos
15
Longstaff, Francis A.
15
Wohar, Mark E.
15
Asai, Manabu
14
Bartram, Söhnke M.
14
Hegerty, Scott W.
14
Kelly, Bryan T.
14
Ammann, Manuel
13
Ederington, Louis H.
13
Fleming, Jeff
13
more ...
less ...
Institution
All
National Bureau of Economic Research
32
Federal Reserve Bank of St. Louis
16
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Rodney L. White Center for Financial Research
9
Centre for Analytical Finance <Århus>
5
European University Institute / Department of Economics
5
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of New York
5
University of Chicago / Center for Research in Security Prices
5
Centre for Growth and Business Cycle Research <Manchester>
4
The Wharton Financial Institutions Center
4
University of Canterbury / Dept. of Economics and Finance
4
American Finance Association
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Institute of Finance and Accounting <London>
3
New York Stock Exchange
3
Boston College / Department of Economics
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve System / Board of Governors
2
Forschungsinstitut zur Zukunft der Arbeit
2
Harvard Institute of Economic Research
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
Queen Mary College / Department of Economics
2
Rutgers University / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
Transportation, Water, and Telecommunications Department, The World Bank
2
USA / General Accounting Office
2
Université de Montréal / Département de sciences économiques
2
Weltbank
2
Association for Investment Management and Research
1
Birkbeck College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
276
The review of financial studies
211
The journal of futures markets
206
The journal of finance : the journal of the American Finance Association
186
Journal of financial and quantitative analysis : JFQA
105
Journal of banking & finance
99
Discussion paper / Centre for Economic Policy Research
90
Journal of financial economics
87
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Applied financial economics
62
Journal of empirical finance
57
Working paper
55
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Energy economics
49
International review of financial analysis
49
The North American journal of economics and finance : a journal of financial economics studies
49
Journal of international money and finance
46
Finance and economics discussion series
43
International review of economics & finance : IREF
43
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Applied economics
41
The journal of real estate finance and economics
41
Journal of international financial markets, institutions & money
38
Finance research letters
36
The journal of fixed income
36
Journal of economics & business
35
Journal of money, credit and banking : JMCB
34
The journal of business : B
34
The review of economics and statistics
34
Global finance journal
33
NBER working paper series
32
Real estate economics : journal of the American Real Estate and Urban Economics Association
32
Review of quantitative finance and accounting
32
Economic modelling
31
The American economic review
30
Journal of political economy
29
Economics letters
28
American journal of agricultural economics
27
Journal of econometrics
26
Applied economics letters
25
more ...
less ...
Source
All
ECONIS (ZBW)
6,409
RePEc
5
EconStor
2
BASE
1
Showing
1
-
10
of
6,417
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.
;
Serur, Juan A.
;
Dapena, José P.
-
2017
Conventional financial theory considers ex-ante that risk, generally measured by the
volatility
, has to be …
Persistent link: https://www.econbiz.de/10011757486
Saved in:
2
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
3
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
4
Option markets and implied
volatility
: past versus present
Mixon, Scott
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 171-191
Persistent link: https://www.econbiz.de/10003906341
Saved in:
5
Intermediate
volatility
forecasts using implied forward
volatility
: the performance of selected agricultural commodity options
Egelkraut, Thorsten Michael
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
31
(
2006
)
3
,
pp. 508-528
Persistent link: https://www.econbiz.de/10003416262
Saved in:
6
The
volatility
edge in options trading : new technical strategies for investing in unstable markets
Augen, Jeff
-
2008
Persistent link: https://www.econbiz.de/10003479607
Saved in:
7
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
Saved in:
8
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
Saved in:
9
Improved implementation of local
volatility
and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
10
Smiling less at LIFFE
Lin, Bing-huei
;
Chang, Ing-jye
;
Paxson, Dean A.
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 57-81
Persistent link: https://www.econbiz.de/10003746339
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->