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
Rough-heston local-volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
Volatility
40,495
Volatilität
40,317
Theorie
17,352
Theory
16,953
Optionspreistheorie
14,734
Option pricing theory
14,276
Schätzung
10,720
Estimation
10,483
ARCH-Modell
10,482
ARCH model
10,301
Börsenkurs
10,204
Share price
10,046
Kapitaleinkommen
7,975
Capital income
7,941
Markov chain
7,826
Markov-Kette
7,539
Aktienmarkt
6,436
Stock market
6,368
Stochastischer Prozess
5,914
Stochastic process
5,813
USA
5,617
Welt
5,165
World
5,063
Wechselkurs
4,917
Exchange rate
4,820
Prognoseverfahren
4,772
Forecasting model
4,705
Zeitreihenanalyse
4,599
Time series analysis
4,488
Portfolio-Management
3,655
Portfolio selection
3,631
Risk
3,365
Risiko
3,328
Derivat
3,323
Derivative
3,314
Optionsgeschäft
3,306
Option trading
3,285
Schätztheorie
2,691
Finanzmarkt
2,666
more ...
less ...
Online availability
All
Free
1,313
Undetermined
834
Type of publication
All
Article
3,455
Book / Working Paper
1,995
Journal
1
Other
1
Type of publication (narrower categories)
All
Article in journal
3,256
Aufsatz in Zeitschrift
3,256
Graue Literatur
1,532
Non-commercial literature
1,532
Working Paper
1,406
Arbeitspapier
1,404
Aufsatz im Buch
187
Book section
187
Hochschulschrift
170
Thesis
149
Collection of articles written by one author
72
Sammlung
72
Collection of articles of several authors
16
Sammelwerk
16
Bibliografie enthalten
14
Bibliography included
14
Conference paper
14
Konferenzbeitrag
14
Amtsdruckschrift
12
Government document
12
Lehrbuch
11
Textbook
11
Aufsatzsammlung
7
Forschungsbericht
6
Glossar enthalten
6
Glossary included
6
Systematic review
5
Übersichtsarbeit
5
Bibliografie
3
CD-ROM, DVD
2
Case study
2
Fallstudie
2
Reprint
2
Accompanied by computer file
1
Bibliography
1
Biografie
1
Biography
1
Diskette
1
Elektronischer Datenträger
1
Elektronischer Datenträger als Beilage
1
more ...
less ...
Language
All
English
5,372
German
47
French
18
Spanish
10
Undetermined
5
Danish
1
Portuguese
1
more ...
less ...
Author
All
Gupta, Rangan
60
McAleer, Michael
51
Bollerslev, Tim
35
Bahmani-Oskooee, Mohsen
33
Andersen, Torben
27
Lanne, Markku
23
Piger, Jeremy Max
23
Caporale, Guglielmo Maria
20
Diebold, Francis X.
20
Engle, Robert F.
20
Bali, Turan G.
19
Chang, Chia-Lin
19
Castelnuovo, Efrem
18
Miller, Stephen M.
18
Moffitt, Robert A.
18
Davis, Steven J.
17
Hammoudeh, Shawkat
17
Kim, Chang-jin
17
Pierdzioch, Christian
17
Ang, Andrew
16
Asai, Manabu
16
Balcilar, Mehmet
15
Chauvet, Marcelle
15
Ciecka, James E.
15
Fernández-Villaverde, Jesús
15
Giot, Pierre
15
Hautsch, Nikolaus
15
Bouri, Elie
14
Hegerty, Scott W.
14
Weber, Enzo
14
Bartram, Söhnke M.
13
Bekaert, Geert
13
Fleming, Jeff
13
Guidolin, Massimo
13
Hamori, Shigeyuki
13
Stulz, René M.
13
Wohar, Mark E.
13
Caggiano, Giovanni
12
Chatrath, Arjun
12
Cheung, Yin-Wong
12
more ...
less ...
Institution
All
National Bureau of Economic Research
26
Federal Reserve Bank of St. Louis
18
Federal Reserve Bank of New York
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Centre for Growth and Business Cycle Research <Manchester>
5
European University Institute / Department of Economics
5
Centre for Analytical Finance <Århus>
4
Federal Reserve Bank of Cleveland
4
University of Canterbury / Dept. of Economics and Finance
4
Center for Economic Research <Tilburg>
3
European University Institute / Department of Law
3
Federal Reserve System / Division of Research and Statistics
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Brown University / Department of Economics
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Forschungsinstitut zur Zukunft der Arbeit
2
International Monetary Fund (IMF)
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
Nationalekonomiska Institutionen <Lund>
2
Queen Mary College / Department of Economics
2
Rutgers University / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
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
Zentrum für Europäische Wirtschaftsforschung
2
American Finance Association
1
Birkbeck College / Department of Economics
1
Bonn Graduate School 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
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
196
The journal of futures markets
170
The review of financial studies
100
Journal of banking & finance
81
Discussion paper / Centre for Economic Policy Research
77
The journal of finance : the journal of the American Finance Association
71
Journal of financial and quantitative analysis : JFQA
61
Applied financial economics
60
Working paper
59
Energy economics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International review of financial analysis
46
Journal of empirical finance
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The North American journal of economics and finance : a journal of financial economics studies
44
Applied economics
43
Economics letters
43
Economic modelling
42
Finance and economics discussion series
42
Journal of financial economics
42
International review of economics & finance : IREF
40
Journal of econometrics
37
Journal of international financial markets, institutions & money
36
Journal of international money and finance
35
Journal of money, credit and banking : JMCB
35
The journal of real estate finance and economics
35
The review of economics and statistics
34
Journal of applied econometrics
33
Finance research letters
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Econometric Institute research papers
27
Global finance journal
26
NBER working paper series
26
Applied economics letters
25
Discussion paper / Tinbergen Institute
25
Journal of economics & business
25
Journal of multinational financial management
25
The American economic review
25
International finance discussion papers
24
more ...
less ...
Source
All
ECONIS (ZBW)
5,443
RePEc
6
EconStor
2
BASE
1
Showing
1
-
10
of
5,452
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spot market
volatility
and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.
;
Diesteldorf, Jeanne
;
Salm, Christian
; …
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Measuring and trading
volatility
on the US stock market : a regime switching approach
Dapena, José P.
;
Serur, Juan A.
;
Siri, Julián R.
-
2018
Persistent link: https://www.econbiz.de/10011905061
Saved in:
4
A Markov switching model of the conditional
volatility
of crude oil futures prices
Fong, Wai-mun
;
See, Kim Hock
- In:
Energy economics
24
(
2002
)
1
,
pp. 71-95
Persistent link: https://www.econbiz.de/10001652763
Saved in:
5
Improving GARCH
volatility
forecasts with regime-switching GARCH
Klaassen, Franc
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
2
,
pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
Saved in:
6
Volatility
dynamics under duration-dependent mixing
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
Saved in:
7
Volatiliy and growth : an alternative interpretation
Kim, Jangryoul
;
Kim, Jonghoon
- In:
Journal of economic research
15
(
2010
)
3
,
pp. 233-247
Persistent link: https://www.econbiz.de/10008778138
Saved in:
8
Bayesian analysis of generalized autoregressive conditional heteroskedasticity and stochastic
volatility
: modeling leverage, jumps and heavy-tails for financial time series
Nakajima, Jouchi
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
1
,
pp. 81-103
Persistent link: https://www.econbiz.de/10009564869
Saved in:
9
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
10
Volatility
dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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...
