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~subject:"Volatilität"
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Volatilität
Optionspreistheorie
14,850
Option pricing theory
14,389
Theorie
7,075
Theory
6,783
Statistischer Test
6,743
Statistical test
6,430
Volatility
4,074
Stochastischer Prozess
3,669
Stochastic process
3,608
Optionsgeschäft
2,903
Option trading
2,886
Derivat
2,438
Derivative
2,434
Schätztheorie
2,206
Estimation theory
2,165
Schätzung
1,983
Estimation
1,923
Portfolio-Management
1,427
Portfolio selection
1,410
Hedging
1,304
CAPM
1,290
Zeitreihenanalyse
1,245
Time series analysis
1,198
USA
1,191
United States
1,144
Martingale
1,139
Black-Scholes-Modell
1,131
Black-Scholes model
1,077
Martingal
1,074
Prognoseverfahren
1,005
Zinsstruktur
993
Statistische Verteilung
992
Yield curve
983
Forecasting model
982
Statistical distribution
972
Monte-Carlo-Simulation
929
Monte Carlo simulation
922
Nichtparametrisches Verfahren
852
Börsenkurs
833
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Free
1,510
Undetermined
1,189
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2,395
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1,747
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2,293
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7
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3
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English
4,087
German
54
French
2
Spanish
1
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Cui, Zhenyu
45
Carr, Peter
26
Todorov, Viktor
26
Härdle, Wolfgang
25
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Gatheral, Jim
22
Nguyen, Duy
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Zhang, Jin E.
20
Guyon, Julien
19
Christoffersen, Peter F.
18
Benth, Fred Espen
16
Escobar, Marcos
16
Tauchen, George Eugene
16
Wang, Xingchun
16
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Elliott, Robert J.
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Schlag, Christian
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
Fabozzi, Frank J.
12
Heston, Steven L.
12
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
7
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Brown University / Department of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Hochschule für Bankwirtschaft
1
INSEAD
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
National Centre of Competence in Research North South <Bern>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
University of California, San Diego / Department of Economics
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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International journal of theoretical and applied finance
158
Quantitative finance
106
The journal of futures markets
79
Journal of banking & finance
76
Applied mathematical finance
75
Journal of econometrics
67
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Finance research letters
50
Review of derivatives research
49
International journal of financial engineering
47
Finance and stochastics
44
European journal of operational research : EJOR
42
Computational economics
41
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of mathematical finance
35
Risks : open access journal
30
Annals of finance
29
Research paper series / Swiss Finance Institute
28
Journal of financial economics
27
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
The European journal of finance
26
Applied economics
23
Energy economics
23
International review of economics & finance : IREF
23
Journal of risk and financial management : JRFM
20
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Economic modelling
19
Journal of empirical finance
19
Economics letters
18
International review of financial analysis
18
Asia-Pacific financial markets
17
CREATES research paper
17
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
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ECONIS (ZBW)
4,082
EconStor
36
USB Cologne (business full texts)
16
USB Cologne (EcoSocSci)
8
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1
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
2
A new class of discrete-time stochastic volatility model with correlated errors
Mukhoti, Sujay
;
Ranjan, Pritam
- In:
Applied economics
51
(
2019
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
Saved in:
3
A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009785770
Saved in:
4
A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean
;
Podolskij, Mark
-
2012
Persistent link: https://www.econbiz.de/10009682608
Saved in:
5
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
6
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
7
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
8
From implied to spot volatilities
Durrleman, Valdo
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10003951488
Saved in:
9
Exact solution of a
martingale
stochastic volatility option problem and its empirical evaluation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10003543128
Saved in:
10
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Saved in:
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