//--> //--> //--> //-->
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
Accounting for Stochastic Inte...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
Volatility
41,070
Volatilität
40,801
Theorie
21,967
Theory
21,427
Stochastischer Prozess
17,281
Stochastic process
16,835
Optionspreistheorie
14,841
Option pricing theory
14,380
Börsenkurs
10,216
Share price
10,056
Schätzung
9,804
Estimation
9,570
Kapitaleinkommen
7,646
Capital income
7,617
ARCH-Modell
6,707
ARCH model
6,633
Aktienmarkt
6,134
Stock market
6,069
USA
5,512
Welt
5,183
Optionsgeschäft
5,145
World
5,077
Option trading
4,936
Wechselkurs
4,805
Exchange rate
4,704
Portfolio-Management
4,466
Prognoseverfahren
4,447
Portfolio selection
4,433
Forecasting model
4,377
Zeitreihenanalyse
4,285
Time series analysis
4,163
Risk
3,805
Risiko
3,773
Derivat
3,714
Derivative
3,702
CAPM
2,793
Schätztheorie
2,661
volatility
2,657
Finanzmarkt
2,651
more ...
less ...
Online availability
All
Free
1,267
Undetermined
842
Type of publication
All
Article
3,375
Book / Working Paper
1,958
Journal
1
Other
1
Type of publication (narrower categories)
All
Article in journal
3,177
Aufsatz in Zeitschrift
3,177
Graue Literatur
1,458
Non-commercial literature
1,458
Working Paper
1,338
Arbeitspapier
1,336
Aufsatz im Buch
187
Book section
187
Hochschulschrift
168
Thesis
144
Collection of articles written by one author
71
Sammlung
71
Lehrbuch
29
Textbook
29
Collection of articles of several authors
16
Sammelwerk
16
Amtsdruckschrift
14
Bibliografie enthalten
14
Bibliography included
14
Conference paper
14
Government document
14
Konferenzbeitrag
14
Glossar enthalten
12
Glossary included
12
Aufsatzsammlung
7
Forschungsbericht
5
Handbook
5
Handbuch
5
Systematic review
5
Übersichtsarbeit
5
CD-ROM, DVD
4
Bibliografie
3
Guidebook
3
Ratgeber
3
Case study
2
Diskette
2
Fallstudie
2
Festschrift
2
Floppy disk
2
Konferenzschrift
2
more ...
less ...
Language
All
English
5,264
German
47
French
13
Spanish
8
Undetermined
5
Danish
1
Author
All
Gupta, Rangan
55
McAleer, Michael
52
Bahmani-Oskooee, Mohsen
33
Bollerslev, Tim
31
Caporale, Guglielmo Maria
24
Andersen, Torben
23
Engle, Robert F.
22
Bali, Turan G.
19
Moffitt, Robert A.
18
Chang, Chia-Lin
17
Davis, Steven J.
17
Gil-Alaña, Luis A.
17
Hammoudeh, Shawkat
17
Pierdzioch, Christian
17
Balcilar, Mehmet
15
Bouri, Elie
15
Castelnuovo, Efrem
15
Diebold, Francis X.
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
Ang, Andrew
14
Asai, Manabu
14
Bartram, Söhnke M.
14
Hegerty, Scott W.
14
Wohar, Mark E.
14
Brandt, Michael W.
13
Fleming, Jeff
13
Härdle, Wolfgang
13
Lettau, Martin
13
Sill, D. Keith
13
Stulz, René M.
13
Bekaert, Geert
12
Caggiano, Giovanni
12
Ederington, Louis H.
12
Ghysels, Eric
12
Guerrón-Quintana, Pablo A.
12
Guo, Hui
12
Jaimovich, Nir
12
Kelly, Bryan T.
12
Koopman, Siem Jan
12
more ...
less ...
Institution
All
National Bureau of Economic Research
28
Federal Reserve Bank of St. Louis
13
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Rodney L. White Center for Financial Research
6
Federal Reserve Bank of New York
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
European University Institute / Department of Economics
4
Federal Reserve Bank of Cleveland
4
University of Canterbury / Dept. of Economics and Finance
4
Federal Reserve System / Division of Research and Statistics
3
New York Stock Exchange
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Columbia University / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
International Monetary Fund (IMF)
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
The Wharton Financial Institutions Center
2
Transportation, Water, and Telecommunications Department, The World Bank
2
USA / General Accounting Office
2
Weltbank
2
American Finance Association
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
Center for International Development <Cambridge, Mass.>
1
Chambre de commerce et d'industrie de Paris
1
Chicago, Ill. / Board of Trade
1
Columbia University / Center on Global Energy Policy
1
Deutsches Institut für Wirtschaftsforschung
1
Ecole des hautes études commerciales <Montréal> / Institut d'économie appliquée
1
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
204
The journal of futures markets
183
The review of financial studies
127
The journal of finance : the journal of the American Finance Association
78
Discussion paper / Centre for Economic Policy Research
75
Journal of banking & finance
74
Journal of financial and quantitative analysis : JFQA
74
Applied financial economics
53
Energy economics
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Working paper
47
Journal of financial economics
46
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of empirical finance
42
International review of economics & finance : IREF
40
Finance and economics discussion series
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
The review of economics and statistics
35
Applied economics
33
Journal of money, credit and banking : JMCB
32
The journal of real estate finance and economics
32
Economic modelling
31
Economics letters
31
Finance research letters
31
Journal of international money and finance
31
Journal of international financial markets, institutions & money
30
CESifo working papers
29
Journal of econometrics
29
NBER working paper series
28
The journal of fixed income
28
Global finance journal
27
Journal of economics & business
27
Econometric Institute research papers
26
The American economic review
26
Applied economics letters
24
Discussion paper / Tinbergen Institute
24
Staff reports / Federal Reserve Bank of New York
24
Journal of economics and finance
23
more ...
less ...
Source
All
ECONIS (ZBW)
5,326
RePEc
6
EconStor
2
BASE
1
Showing
1
-
10
of
5,335
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
3
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
4
Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N.
-
1999
Persistent link: https://www.econbiz.de/10001375629
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Volatility
and price information contained in selected agricultural futures options
Egelkraut, Thorsten Michael
-
2005
Persistent link: https://www.econbiz.de/10003380192
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...
//-->