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~subject:"Volatilität"
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Volatilität
Portfolio-Management
44,274
Portfolio selection
43,929
Theorie
23,070
Theory
22,720
Optionspreistheorie
14,839
Option pricing theory
14,378
Kapitaleinkommen
7,298
Capital income
7,286
Volatility
5,880
Anlageverhalten
5,667
Behavioural finance
5,567
Risiko
5,233
Risk
5,207
CAPM
4,761
Stochastischer Prozess
4,507
Stochastic process
4,441
USA
3,925
Schätzung
3,923
Risikomanagement
3,897
Estimation
3,853
Investmentfonds
3,840
United States
3,807
Investment Fund
3,778
Kapitalanlage
3,699
Risk management
3,630
Financial investment
3,479
Hedging
3,341
Derivat
3,310
Derivative
3,304
Börsenkurs
3,228
Share price
3,188
Optionsgeschäft
3,097
Option trading
3,075
Welt
2,997
World
2,951
Risikomaß
2,895
Risk measure
2,871
Aktienmarkt
2,697
Stock market
2,650
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All
Free
2,122
Undetermined
1,906
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Article
3,553
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2,411
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Article in journal
3,397
Aufsatz in Zeitschrift
3,397
Graue Literatur
739
Non-commercial literature
739
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711
Arbeitspapier
667
Hochschulschrift
160
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145
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119
Collection of articles written by one author
32
Sammlung
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24
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24
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Forschungsbericht
11
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10
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10
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10
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9
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5
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5
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4
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4
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4
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4
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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English
5,863
German
94
French
3
Italian
3
Spanish
2
Undetermined
2
Croatian
1
Serbian
1
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Author
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Cui, Zhenyu
44
Härdle, Wolfgang
30
McAleer, Michael
30
Carr, Peter
26
Chiarella, Carl
26
Christoffersen, Peter F.
26
Escobar, Marcos
26
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Fabozzi, Frank J.
23
Gatheral, Jim
22
Lorig, Matthew
22
Takahashi, Akihiko
22
Zhang, Jin E.
22
Nguyen, Duy
21
Alòs, Elisa
20
Fengler, Matthias R.
20
Guyon, Julien
19
Hammoudeh, Shawkat
19
Dumas, Bernard
18
Mensi, Walid
18
Wong, Hoi Ying
18
Branger, Nicole
17
Chang, Chia-Lin
17
Fouque, Jean-Pierre
17
Skiadopoulos, George
17
Benth, Fred Espen
16
Engle, Robert F.
16
Grasselli, Martino
16
Leippold, Markus
16
Platen, Eckhard
16
Wang, Xingchun
16
Kang, Boda
15
Kang, Sang Hoon
15
Schlag, Christian
15
Todorov, Viktor
15
Trojani, Fabio
15
Elliott, Robert J.
14
Forde, Martin
14
Jacquier, Antoine
14
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National Bureau of Economic Research
33
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Institut für Schweizerisches Bankwesen <Zürich>
8
Centre for Analytical Finance <Århus>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Federal Reserve Bank of St. Louis
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Swiss National Centre of Competence in Research North South <Bern>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Centro Studi Luca d'Agliano <Turin>
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
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institut für Weltwirtschaft
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
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
National Centre of Competence in Research North South <Bern>
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Princeton University / International Finance Section
1
SUERF - The European Money and Finance Forum
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
University of Canterbury / Dept. of Economics and Finance
1
Universität Mannheim
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
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Published in...
All
International journal of theoretical and applied finance
166
Quantitative finance
120
Journal of banking & finance
110
Finance research letters
93
Applied mathematical finance
80
The journal of futures markets
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
66
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of econometrics
57
Energy economics
55
European journal of operational research : EJOR
52
Journal of financial economics
52
Computational economics
51
International journal of financial engineering
50
International review of economics & finance : IREF
49
Review of derivatives research
49
Journal of empirical finance
48
Journal of economic dynamics & control
46
Research paper series / Swiss Finance Institute
46
Finance and stochastics
45
International review of financial analysis
45
Risks : open access journal
44
Journal of mathematical finance
41
Applied economics
37
The journal of derivatives : the official publication of the International Association of Financial Engineers
37
Journal of risk and financial management : JRFM
36
The European journal of finance
36
Insurance / Mathematics & economics
34
Economic modelling
33
Annals of finance
32
NBER working paper series
32
Review of quantitative finance and accounting
32
Swiss Finance Institute Research Paper
31
Journal of international financial markets, institutions & money
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of asset management
27
Working paper
27
Working paper / National Bureau of Economic Research, Inc.
27
Research in international business and finance
25
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Source
All
ECONIS (ZBW)
5,886
EconStor
45
USB Cologne (business full texts)
20
USB Cologne (EcoSocSci)
13
Showing
1
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10
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5,964
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date (newest first)
date (oldest first)
1
Current volatility as a measure of market risk
Kussy, Mikhail
- In:
International journal of risk assessment and management …
20
(
2017
)
4
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011859119
Saved in:
2
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
3
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
-
2002
Persistent link: https://www.econbiz.de/10009581661
Saved in:
4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
5
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
6
Volatility analysis of Shanghai composite index and financial crises
Sheraz, Muhammad
;
Breda, Vasile
-
2016
Persistent link: https://www.econbiz.de/10013164574
Saved in:
7
A mean bound financial model and options pricing
Li, Yu
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011807105
Saved in:
8
Quantifying the model risk inherent in the calibration and recalibration of option pricing models
Feng, Yu
;
Rudd, Ralph
;
Baker, Christopher
;
Mashalaba, …
- In:
Risks : open access journal
9
(
2021
)
1/13
,
pp. 1-20
the model assumptions). In this context, we use relative
entropy
as a pre-metric in order to quantify these two sources of …
Persistent link: https://www.econbiz.de/10012422987
Saved in:
9
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
10
Option pricing with maximum
entropy
densities : the inclusion of higher-order moments
Ardakani, Omid M.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1821-1836
Persistent link: https://www.econbiz.de/10013465823
Saved in:
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