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~subject:"Volatilität"
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Volatilität
Theorie
39
Theory
39
Volatility
33
Hedging
31
Option pricing theory
25
Optionspreistheorie
25
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23
Portfolio selection
21
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21
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16
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16
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14
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12
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11
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11
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Risiko
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Risk
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Schätztheorie
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VIX
7
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English
33
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Alexander, Carol
33
Kaeck, Andreas
9
Korovilas, Dimitris
8
Imeraj, Arben
4
Lazar, Emese
3
Nogueira, Leonardo M.
3
Heck, Daniel F.
2
Kapraun, Julia
2
Prokopczuk, Marcel
2
Sumawong, Anannit
2
Dakos, Michael
1
Deng, Jun
1
Feng, Jianfen
1
Stanescu, Silvia
1
Wan, Huning
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Yiǧitbaşioǧlu, Ali Bora
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
5
Journal of banking & finance
3
International review of financial analysis
2
Quantitative finance
2
Applied mathematical finance
1
Econometric reviews
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Financial markets, institutions & instruments
1
ICMA Centre Discussion Paper in Finance
1
International journal of theoretical and applied finance
1
Journal of financial markets
1
Journal of international money and finance
1
Oxford bulletin of economics and statistics
1
The journal of alternative investments
1
The journal of alternative investments : JAI
1
The journal of futures markets
1
University of Reading Henley Business School ICMA Centre Discussion Paper in Finance
1
Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
33
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1
Normal mixture diffusion with uncertain volatility : modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10002410726
Saved in:
2
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
Saved in:
3
Trading and investing in volatility products
Alexander, Carol
;
Kapraun, Julia
;
Korovilas, Dimitris
- In:
Financial markets, institutions & instruments
24
(
2015
)
4
,
pp. 313-347
Persistent link: https://www.econbiz.de/10011412056
Saved in:
4
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
5
Modelling regime-specific stock price volatility
Alexander, Carol
;
Lazar, Emese
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 761-797
Persistent link: https://www.econbiz.de/10003898987
Saved in:
6
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
7
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
8
The hazards of volatility diversification
Alexander, Carol
;
Korovilas, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009375594
Saved in:
9
VIX dynamics with stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375857
Saved in:
10
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
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