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Volatilität
Theorie
622,279
Theory
607,191
USA
40,923
United States
39,850
Schätzung
29,741
Estimation
29,014
Welt
24,674
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22,397
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20,938
Portfolio-Management
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Portfolio selection
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Risiko
17,850
Risk
17,641
Mathematische Optimierung
16,943
Mathematical programming
16,837
Optionspreistheorie
14,730
Prognoseverfahren
14,350
Option pricing theory
14,272
Forecasting model
14,072
Wirtschaftswachstum
13,200
Volatility
13,157
Zeitreihenanalyse
13,121
Time series analysis
12,730
Spieltheorie
12,710
Economic growth
12,593
Stochastischer Prozess
12,277
Stochastic process
11,996
Game theory
11,990
Experiment
11,514
Börsenkurs
11,335
Share price
11,135
Schätztheorie
10,578
Asymmetrische Information
10,548
CAPM
10,319
Asymmetric information
10,266
Wettbewerb
10,199
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Bollerslev, Tim
83
McAleer, Michael
77
Diebold, Francis X.
63
Härdle, Wolfgang
58
Andersen, Torben
55
Chiarella, Carl
49
Cui, Zhenyu
46
Koopman, Siem Jan
46
Lux, Thomas
46
Caporin, Massimiliano
40
Christoffersen, Peter F.
39
Todorov, Viktor
38
Aizenman, Joshua
33
Asai, Manabu
32
Gupta, Rangan
32
Carr, Peter
31
Fengler, Matthias R.
31
Hautsch, Nikolaus
31
Schlag, Christian
31
Bekaert, Geert
30
Pierdzioch, Christian
30
Herwartz, Helmut
29
Jacquier, Antoine (Jack)
29
Engle, Robert F.
28
Hafner, Christian M.
27
Branger, Nicole
26
Fernández-Villaverde, Jesús
26
Andersen, Torben G.
25
Escobar, Marcos
25
Ghysels, Eric
25
Jacobs, Kris
25
Meddahi, Nour
25
Aït-Sahalia, Yacine
24
Fabozzi, Frank J.
24
Fouque, Jean-Pierre
24
Madan, Dilip B.
24
Platen, Eckhard
24
Yu, Jun
24
Benth, Fred Espen
23
Lucas, André
23
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National Bureau of Economic Research
191
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
11
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Institut für Schweizerisches Bankwesen <Zürich>
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
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International journal of theoretical and applied finance
208
NBER working paper series
184
Journal of banking & finance
174
Working paper / National Bureau of Economic Research, Inc.
167
Journal of econometrics
165
NBER Working Paper
161
Quantitative finance
152
Finance research letters
131
The journal of futures markets
115
Applied mathematical finance
106
Journal of economic dynamics & control
104
Journal of empirical finance
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Economics letters
95
Economic modelling
94
Discussion paper / Tinbergen Institute
92
Journal of financial economics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
The North American journal of economics and finance : a journal of financial economics studies
83
Working paper
83
Computational economics
82
Discussion paper / Centre for Economic Policy Research
82
International journal of forecasting
81
International review of economics & finance : IREF
81
Applied economics
79
The European journal of finance
79
International review of financial analysis
78
Energy economics
77
The journal of computational finance
74
Finance and stochastics
70
Journal of international money and finance
68
Research paper series / Swiss Finance Institute
68
The review of financial studies
63
Review of derivatives research
62
Journal of forecasting
61
European journal of operational research : EJOR
59
Econometric reviews
57
Journal of risk and financial management : JRFM
57
Risks : open access journal
56
Applied economics letters
55
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Source
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ECONIS (ZBW)
13,173
EconStor
233
USB Cologne (business full texts)
17
USB Cologne (EcoSocSci)
12
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Modeling and implementation of local volatility surfaces in Bayesian framework
Animoku, Abdulwahab
;
Uğur, Ömür
;
Yolcu-Okur, Yeliz
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 239-258
Persistent link: https://www.econbiz.de/10011876581
Saved in:
2
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
3
Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
Saved in:
4
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
5
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
6
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
7
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
8
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
9
Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 43-87)
.
1997
Persistent link: https://www.econbiz.de/10001321784
Saved in:
10
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
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