//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
What can be learned from the f...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Volatility
41,139
Theorie
15,226
Theory
14,865
Optionspreistheorie
14,850
Option pricing theory
14,389
Börsenkurs
9,787
Share price
9,643
Schätzung
9,474
Estimation
9,268
Kapitaleinkommen
7,400
Capital income
7,372
ARCH-Modell
6,695
ARCH model
6,624
Monte Carlo simulation
6,331
Aktienmarkt
5,965
Stock market
5,902
Monte-Carlo-Simulation
5,713
Stochastischer Prozess
5,623
Stochastic process
5,524
Welt
5,204
World
5,104
USA
5,099
United States
4,952
Wechselkurs
4,741
Exchange rate
4,648
Prognoseverfahren
4,323
Forecasting model
4,269
Zeitreihenanalyse
3,737
Time series analysis
3,651
Optionsgeschäft
3,362
Portfolio-Management
3,349
Option trading
3,341
Derivat
3,321
Portfolio selection
3,320
Derivative
3,312
Risk
3,229
Risiko
3,183
Schätztheorie
2,710
Estimation theory
2,670
more ...
less ...
Online availability
All
Free
15,779
Undetermined
10,553
Type of publication
All
Article
22,765
Book / Working Paper
18,104
Journal
1
Type of publication (narrower categories)
All
Article in journal
21,446
Aufsatz in Zeitschrift
21,446
Working Paper
7,618
Graue Literatur
7,227
Non-commercial literature
7,227
Arbeitspapier
6,976
Aufsatz im Buch
1,207
Book section
1,207
Hochschulschrift
658
Thesis
514
Collection of articles written by one author
175
Sammlung
175
Collection of articles of several authors
153
Sammelwerk
153
Conference paper
128
Konferenzbeitrag
128
Aufsatzsammlung
75
Bibliografie enthalten
54
Bibliography included
54
Dissertation u.a. Prüfungsschriften
50
Amtsdruckschrift
48
Government document
48
Konferenzschrift
43
Systematic review
41
Übersichtsarbeit
41
Article
30
Forschungsbericht
30
Case study
21
Fallstudie
21
Conference proceedings
20
Rezension
18
Lehrbuch
16
Textbook
15
Handbook
10
Handbuch
10
Reprint
9
Bibliografie
7
Ratgeber
6
Guidebook
5
Research Report
5
more ...
less ...
Language
All
English
40,073
German
573
French
83
Spanish
78
Portuguese
23
Undetermined
15
Polish
10
Italian
9
Czech
5
Dutch
5
Romanian
4
Russian
4
Danish
1
Croatian
1
Hungarian
1
Norwegian
1
Serbian
1
Swedish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
299
Gupta, Rangan
248
Caporale, Guglielmo Maria
180
Bollerslev, Tim
146
Bouri, Elie
116
Chang, Chia-Lin
114
Pierdzioch, Christian
114
Diebold, Francis X.
110
Spagnolo, Nicola
99
Andersen, Torben
98
Aizenman, Joshua
96
Ma, Feng
94
Härdle, Wolfgang
86
Bekaert, Geert
81
Koopman, Siem Jan
81
Hautsch, Nikolaus
75
Bahmani-Oskooee, Mohsen
74
Hammoudeh, Shawkat
74
Engle, Robert F.
72
Tiwari, Aviral Kumar
71
Todorov, Viktor
70
Caporin, Massimiliano
68
McMillan, David G.
68
Buch, Claudia M.
67
Lux, Thomas
66
Asai, Manabu
64
Kočenda, Evžen
63
Chiarella, Carl
61
Corbet, Shaen
60
Lucey, Brian M.
60
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Caballero, Ricardo J.
55
Mensi, Walid
54
Christoffersen, Peter F.
53
Fernández-Villaverde, Jesús
53
Clements, Adam
52
Salisu, Afees A.
52
Mumtaz, Haroon
51
more ...
less ...
Institution
All
National Bureau of Economic Research
501
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
National Centre of Competence in Research North South <Bern>
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Swiss National Centre of Competence in Research North South <Bern>
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
more ...
less ...
Published in...
All
Energy economics
649
Finance research letters
616
NBER working paper series
489
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
374
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
290
Applied economics letters
265
Applied financial economics
265
Journal of empirical finance
264
Working paper
260
Economics letters
257
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
232
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
196
Quantitative finance
194
Journal of financial economics
191
Pacific-Basin finance journal
176
CESifo working papers
172
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
122
more ...
less ...
Source
All
ECONIS (ZBW)
39,883
EconStor
681
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
OLC EcoSci
11
BASE
6
RePEc
5
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
40,870
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Stochastic
volatility
and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
5
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
7
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
8
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
9
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
10
The uncertain
volatility
model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->