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~subject:"Volatilität"
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Volatilität
Autokorrelation
2,732
Autocorrelation
2,727
Theorie
1,147
Theory
1,139
Zeitreihenanalyse
964
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957
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433
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312
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312
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USA
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Lévy process
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Regressionsanalyse
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Bollerslev, Tim
7
Kim, Young Shin
6
Calvet, Laurent E.
5
Aguilar, Jean-Philippe
4
Andersen, Torben
4
Clark, Todd E.
4
Fisher, Adlai
4
Koopman, Siem Jan
4
Ravazzolo, Francesco
4
Banerjee, Snehal
3
Barbaglia, Luca
3
Bohl, Martin T.
3
Bonato, Matteo
3
Brzeszczyński, Janusz
3
Chou, Ray Yeutien
3
Cordis, Adriana S.
3
Croux, Christophe
3
Diebold, Francis X.
3
Härdle, Wolfgang
3
Izzeldin, Marwan
3
Kinnunen, Jyri
3
Kirby, Chris
3
Lanne, Markku
3
Medeiros, Marcelo C.
3
Nielsen, Jens Perch
3
Qu, Hui
3
Steinmetz, Alexander
3
Wilms, Ines
3
Asai, Manabu
2
Caporin, Massimiliano
2
Carnero, M. Angeles
2
Chen, Carl R.
2
Chen, Yan
2
Chevallier, Julien
2
Chowdhury, Shah Saeed Hassan
2
Cotter, John
2
Döpke, Jörg
2
Fabozzi, Frank J.
2
Fisher, Adlai J.
2
Gottschalk, Jan
2
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European University Institute / Department of Economics
1
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1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
1
The Wharton Financial Institutions Center
1
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1
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International journal of theoretical and applied finance
9
Energy economics
7
Economic modelling
5
International review of financial analysis
5
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
The European journal of finance
5
Computational economics
4
Discussion paper / Tinbergen Institute
4
Finance research letters
4
International journal of forecasting
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of financial econometrics
3
Journal of risk
3
Review of quantitative finance and accounting
3
Risks : open access journal
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics
2
Applied mathematical finance
2
CFS working paper series
2
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
2
Econometrics : open access journal
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of money, credit and banking : JMCB
2
Review of Pacific Basin financial markets and policies
2
Swiss Finance Institute Research Paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advanced texts in econometrics
1
Agrekon
1
American journal of agricultural economics
1
Annals of economics and statistics
1
Applied economics letters
1
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ECONIS (ZBW)
257
USB Cologne (business full texts)
1
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1
Volatility analysis in international indices
Altin, Hakan
- In:
International journal of sustainable economies …
11
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014290701
Saved in:
2
Option pricing in the variance-gamma model under the drift jump
Ivanov, Roman V.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011892547
Saved in:
3
Locally risk-neutral valuation of options in GARCH models based on variance-gamma process
Kao, Lie Jane
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009624510
Saved in:
4
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
5
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
6
Local stochastic volatility with jumps : analytical approximations
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
International journal of theoretical and applied finance
16
(
2013
)
8
,
pp. 1-35
Persistent link: https://www.econbiz.de/10010243616
Saved in:
7
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
8
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
9
Small-maturity asymptotics for the at-the-money implied volatility Slope in Lévy Models
Gerhold, Stefan
;
Gülüm, I. Cetin
;
Pinter, Arpad
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10011547000
Saved in:
10
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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