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~subject:"Volatilität"
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Volatilität
Copula
594
derivatives
473
Multivariate Verteilung
451
Multivariate distribution
451
Derivat
426
copula
425
Derivative
424
Derivatives
414
Theorie
305
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288
Hedging
172
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169
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150
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147
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145
Volatility
145
Risikomaß
111
Kapitaleinkommen
107
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107
Capital income
106
Welt
99
Statistische Verteilung
95
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95
Option pricing theory
92
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89
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83
ARCH-Modell
82
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82
ARCH model
81
risk management
81
Kreditrisiko
79
Zeitreihenanalyse
79
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72
hedging
72
Börsenkurs
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English
139
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Kim, Jong-Min
5
Mensi, Walid
5
Al-Yahyaee, Khamis Hamed
3
Dyachenko, Artem
3
Hammoudeh, Shawkat
3
Jung, Hojin
3
Rieger, Marc Oliver
3
Shahzad, Syed Jawad Hussain
3
Allen, David E.
2
Amengual, Dante
2
Anatolyev, Stanislav
2
Bali, Turan G.
2
Bouri, Elie
2
Ehouman, Yao Axel
2
Farkas, Walter
2
Gospodinov, Nikolaj
2
Hwang, Sun Young
2
Keffala, Mohamed Rochdi
2
Liu, Jinan
2
Manner, Hans
2
McAleer, Michael
2
Muck, Matthias
2
Mykland, Per A.
2
Nguyen, Hoang
2
Power, Gabriel J.
2
Rodriguez, Gabriel
2
Sentana, Enrique
2
Serletis, Apostolos
2
Shahbaz, Muhammad
2
Shiraya, Kenichiro
2
Stöckler, Florian
2
Tian, Zhanyuan
2
Weigert, Florian
2
Wu, Tao L.
2
Wu, Ximing
2
Yamakami, Tomohisa
2
Zhang, Lan
2
Abanto Salcedo, Flavio
1
Abbara, Omar
1
Abdelkafi, Samar Zlitni
1
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Leibniz-Institut für Wirtschaftsforschung Halle
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
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Energy economics
11
Applied economics
5
Finance research letters
5
Economic modelling
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
European journal of operational research : EJOR
3
International journal of bonds and derivatives
3
The journal of derivatives : JOD
3
Asia-Pacific journal of financial studies
2
Discussion paper / Tinbergen Institute
2
Econometric reviews
2
Global business & economics review
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of financial econometrics
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Research in international business and finance
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
American journal of finance and accounting
1
Applied economics letters
1
BestMasters
1
CARF working paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Central European journal of economic modelling and econometrics
1
China finance review international
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion papers / CEPR
1
Document de travail
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economics letters
1
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú
1
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ECONIS (ZBW)
138
EconStor
1
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1
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
2
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
3
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
4
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
5
Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011419309
Saved in:
6
The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate
derivatives
Harris, Geoffrey R.
;
Wu, Tao L.
;
Yang, Jiarui
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
Saved in:
7
A study of the lead-lag relationship between price change and trading volume in futures market using high-frequency data
Streeter, Denise W.
;
Najand, Mohammad
;
Dondeti, V. Reddy
; …
- In:
International journal of bonds and derivatives
1
(
2015
)
4
,
pp. 284-301
Persistent link: https://www.econbiz.de/10011546737
Saved in:
8
How integrated is the European carbon
derivatives
market?
Mazza, Paolo
;
Petitjean, Mikael
- In:
Finance research letters
15
(
2015
),
pp. 18-30
Persistent link: https://www.econbiz.de/10011552920
Saved in:
9
Nonparametric interest rate cap pricing : implications for the "unspanned stochastic volatility" puzzle
Wu, Tao L.
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
4
,
pp. 577-598
Persistent link: https://www.econbiz.de/10009388552
Saved in:
10
Volatility targeting : the bridge between options-based and traditional defensive strategies
Poirier, Ryan
- In:
The journal of portfolio management : JPM
47
(
2021
)
6
,
pp. 156-173
Persistent link: https://www.econbiz.de/10012517349
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