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:"Volatilität"
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
Statistics for economists
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Polen
10
Entscheidung
7
Programming
4
Spieltheorie
4
Option pricing theory
3
Optionspreistheorie
3
Statistiktheorie
3
Ökonometrie
3
Estimation
2
Event study
2
Futurologie
2
Implied volatilty smile
2
Informationstheorie
2
Leverage effect
2
Operations Research
2
Schätzung
2
Theorie
2
Theory
2
Tick data
2
Volatility
2
Ökonometrik
2
2009-2013
1
Betriebsorganisation
1
Betriebswirtschaftliche Verfahrensforschung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Buyer-/seller-motivated trades
1
Capital income
1
Decision
1
Decision theory
1
Derivat
1
Derivative
1
Deutschland
1
Empirical data
1
Entscheidungsmodell
1
Entscheidungstheorie
1
Estimation theory
1
Experiment
1
Financial econometrics
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Hochschulschrift
1
Thesis
1
Language
All
English
3
Author
All
Stadler, Johannes
3
Rathgeber, A. W.
1
Rathgeber, Andreas W.
1
Stöckl, S.
1
Ulze, Markus
1
Institution
All
Verlag Dr. Kovač
1
Published in...
All
Review of derivatives research
1
Schriftenreihe Finanzmanagement
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
2
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
3
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
-
2017
Persistent link: https://www.econbiz.de/10011638660
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
