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~subject:"Volatilität"
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Volatilität
Theorie
18,719
Theory
18,202
Stochastischer Prozess
17,130
Stochastic process
16,690
Optionspreistheorie
14,758
Option pricing theory
14,300
Statistische Verteilung
8,471
Statistical distribution
8,262
Volatility
7,345
Correlation
6,925
Korrelation
6,784
Schätzung
4,342
Estimation
4,234
Portfolio-Management
3,865
Portfolio selection
3,821
Schätztheorie
3,515
Estimation theory
3,449
Optionsgeschäft
2,945
Option trading
2,925
Kapitaleinkommen
2,675
Capital income
2,662
Derivat
2,662
Derivative
2,655
Zeitreihenanalyse
2,570
USA
2,488
Time series analysis
2,487
Börsenkurs
2,431
Prognoseverfahren
2,401
United States
2,396
Share price
2,367
Forecasting model
2,361
Mathematische Optimierung
2,350
Mathematical programming
2,336
Risiko
2,214
Risk
2,197
ARCH-Modell
2,071
ARCH model
2,040
Verlust
1,894
Loss
1,821
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Free
2,850
Undetermined
2,168
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Article
4,264
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3,192
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4,066
Aufsatz in Zeitschrift
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1,246
Graue Literatur
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Aufsatz im Buch
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Hochschulschrift
155
Thesis
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32
Sammlung
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Sammelwerk
26
Forschungsbericht
14
Bibliografie enthalten
12
Bibliography included
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Lehrbuch
9
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5
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5
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English
7,376
German
78
French
4
Spanish
1
Undetermined
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McAleer, Michael
77
Koopman, Siem Jan
49
Asai, Manabu
45
Cui, Zhenyu
45
Todorov, Viktor
40
Härdle, Wolfgang
39
Chan, Joshua
33
Chiarella, Carl
33
Andersen, Torben
31
Jacobs, Kris
31
Carr, Peter
28
Bollerslev, Tim
27
Shephard, Neil G.
27
Engle, Robert F.
26
Escobar, Marcos
26
Jacquier, Antoine (Jack)
26
Barndorff-Nielsen, Ole E.
25
Benth, Fred Espen
25
Clark, Todd E.
25
Mumtaz, Haroon
25
Tauchen, George Eugene
25
Bos, Charles S.
23
Caporin, Massimiliano
23
Christoffersen, Peter F.
23
Fengler, Matthias R.
23
Lucas, André
23
Zhang, Jin E.
23
Fouque, Jean-Pierre
22
Gatheral, Jim
22
Takahashi, Akihiko
22
Yu, Jun
22
Hafner, Christian M.
21
Lorig, Matthew
21
Nguyen, Duy
21
Alòs, Elisa
20
Fabozzi, Frank J.
20
Madan, Dilip B.
20
Martin, Gael M.
20
Platen, Eckhard
20
Branger, Nicole
19
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National Bureau of Economic Research
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Analytical Finance <Århus>
9
Institut für Schweizerisches Bankwesen <Zürich>
7
Chambre de commerce et d'industrie de Paris
4
Nuffield College
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
International Center for Financial Asset Management and Engineering
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Rodney L. White Center for Financial Research
2
Swiss National Centre of Competence in Research North South <Bern>
2
University of Canterbury / Dept. of Economics and Finance
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
FernUniversität in Hagen
1
Forschungsinstitut zur Zukunft der Arbeit <Bonn>
1
Hochschule für Bankwirtschaft
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Oxford Financial Research Centre
1
Queen Mary College / Department of Economics
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
The Wharton Financial Institutions Center
1
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Published in...
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International journal of theoretical and applied finance
185
Journal of econometrics
153
Quantitative finance
130
Journal of banking & finance
105
The journal of futures markets
92
Finance research letters
90
Applied mathematical finance
88
Discussion paper / Tinbergen Institute
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
The journal of computational finance
71
Economic modelling
70
Energy economics
68
Computational economics
67
Journal of empirical finance
66
The North American journal of economics and finance : a journal of financial economics studies
62
Finance and stochastics
60
Journal of economic dynamics & control
59
Working paper
56
International review of financial analysis
55
International journal of financial engineering
53
Review of derivatives research
53
Economics letters
52
European journal of operational research : EJOR
52
Econometric reviews
51
Journal of mathematical finance
51
Applied economics
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
International review of economics & finance : IREF
48
Research paper series / Swiss Finance Institute
47
Risks : open access journal
47
The European journal of finance
46
Journal of risk and financial management : JRFM
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
Journal of financial economics
42
Annals of finance
40
CREATES research paper
39
Insurance / Mathematics & economics
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
International journal of forecasting
33
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Source
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ECONIS (ZBW)
7,331
EconStor
95
USB Cologne (business full texts)
19
USB Cologne (EcoSocSci)
10
OLC EcoSci
1
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1
Capturing implied
correlation
skew from options prices via multiscale stochastic volatility models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
2
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol
correlation
and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
3
Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya
-
2014
Persistent link: https://www.econbiz.de/10010516044
Saved in:
4
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:
5
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
Saved in:
6
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
7
No country for old distributions? : on the comparison of implied option parameters between the Brownian motion and variance gamma process
Ulze, Markus
;
Stadler, Johannes
;
Rathgeber, Andreas W.
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 163-184
Persistent link: https://www.econbiz.de/10013258472
Saved in:
8
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
9
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
10
Monotonicity of prices in Heston model
Aly, Sidi Mohamed Ould
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009756039
Saved in:
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