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:"Volatility"
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
A simple approach to valuing r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
715,597
Theory
700,698
Schätzung
34,779
Estimation
34,049
Welt
33,645
World
33,033
USA
32,786
United States
31,433
Risiko
25,962
Risk
25,764
Portfolio-Management
24,062
Deutschland
24,046
Portfolio selection
23,853
Geldpolitik
23,746
Monetary policy
22,967
Germany
22,567
Mathematische Optimierung
19,277
Mathematical programming
19,169
Prognoseverfahren
16,883
Forecasting model
16,623
Wirtschaftswachstum
16,366
Economic growth
15,733
Volatilität
15,596
Optionspreistheorie
15,363
Option pricing theory
14,903
Börsenkurs
14,333
Share price
14,127
Zeitreihenanalyse
14,013
Stochastischer Prozess
13,697
Time series analysis
13,633
Stochastic process
13,420
Spieltheorie
12,503
Konsumentenverhalten
12,341
Consumer behaviour
12,197
Einkommensverteilung
11,938
Experiment
11,901
Finanzmarkt
11,785
Game theory
11,782
Innovation
11,694
more ...
less ...
Online availability
All
Free
6,134
Undetermined
3,789
Type of publication
All
Article
7,826
Book / Working Paper
7,487
Type of publication (narrower categories)
All
Article in journal
7,351
Aufsatz in Zeitschrift
7,351
Graue Literatur
2,888
Non-commercial literature
2,888
Working Paper
2,768
Arbeitspapier
2,759
Aufsatz im Buch
434
Book section
434
Hochschulschrift
386
Thesis
307
Collection of articles written by one author
99
Sammlung
99
Collection of articles of several authors
68
Sammelwerk
68
Bibliografie enthalten
41
Bibliography included
41
Conference paper
41
Konferenzbeitrag
41
Aufsatzsammlung
33
Forschungsbericht
21
Systematic review
21
Übersichtsarbeit
21
Konferenzschrift
19
Rezension
14
Amtsdruckschrift
11
Government document
11
Lehrbuch
11
Textbook
10
Conference proceedings
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Bibliografie
2
Glossar enthalten
2
Glossary included
2
Ratgeber
2
conceptual-paper
2
CD-ROM, DVD
1
more ...
less ...
Language
All
English
15,054
German
201
French
27
Spanish
16
Undetermined
9
Italian
6
Polish
2
Portuguese
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
86
McAleer, Michael
81
Diebold, Francis X.
70
Andersen, Torben
57
Chiarella, Carl
54
Härdle, Wolfgang
52
Caporin, Massimiliano
46
Cui, Zhenyu
44
Koopman, Siem Jan
44
Todorov, Viktor
44
Christoffersen, Peter F.
41
Lux, Thomas
41
Bekaert, Geert
40
Gupta, Rangan
35
Aizenman, Joshua
32
Carr, Peter
32
Engle, Robert F.
30
Jacquier, Antoine (Jack)
30
Andersen, Torben G.
29
Jacobs, Kris
29
Madan, Dilip B.
29
Pierdzioch, Christian
29
Schlag, Christian
29
Fengler, Matthias R.
27
Herwartz, Helmut
27
Meddahi, Nour
27
Takahashi, Akihiko
27
Zhang, Jin E.
27
Asai, Manabu
26
Benth, Fred Espen
26
Branger, Nicole
26
Ghysels, Eric
26
Hafner, Christian M.
26
Hautsch, Nikolaus
26
Platen, Eckhard
26
Escobar, Marcos
25
Hammoudeh, Shawkat
25
Yu, Jun
25
Caballero, Ricardo J.
24
Chang, Chia-Lin
24
more ...
less ...
Institution
All
National Bureau of Economic Research
211
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Centre for Analytical Finance <Århus>
11
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
7
Rodney L. White Center for Financial Research
7
Internationaler Währungsfonds / Research Department
6
Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Institute of Finance and Accounting <London>
5
International Monetary Fund
5
Centre for Economic Policy Research
4
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Growth and Business Cycle Research <Manchester>
2
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Kansantaloustieteen Laitos <Tampere>
2
Massachusetts Institute of Technology / Department of Economics
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
213
NBER working paper series
206
Working paper / National Bureau of Economic Research, Inc.
182
Journal of banking & finance
180
Finance research letters
176
NBER Working Paper
176
Journal of econometrics
167
Quantitative finance
165
Energy economics
148
The journal of futures markets
137
Economic modelling
121
The North American journal of economics and finance : a journal of financial economics studies
121
Journal of financial economics
117
International review of economics & finance : IREF
112
Applied mathematical finance
111
Journal of economic dynamics & control
107
Applied economics
103
Journal of empirical finance
103
Economics letters
102
Discussion paper / Tinbergen Institute
101
International review of financial analysis
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
Computational economics
86
Working paper
85
Discussion paper / Centre for Economic Policy Research
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Journal of international money and finance
80
International journal of forecasting
78
The European journal of finance
78
The journal of computational finance
78
Research paper series / Swiss Finance Institute
74
Finance and stochastics
70
Risks : open access journal
69
European journal of operational research : EJOR
67
The review of financial studies
67
Applied economics letters
66
Journal of risk and financial management : JRFM
64
Review of derivatives research
62
Journal of forecasting
60
International journal of financial engineering
57
more ...
less ...
Source
All
ECONIS (ZBW)
15,291
EconStor
9
RePEc
8
Other ZBW resources
3
BASE
1
ArchiDok
1
Showing
1
-
10
of
15,313
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the volatility term structure using option
hedging
criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
2
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
3
Pricing and
hedging
index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
4
Grünewald, Barbara:
Hedging
in unvollständigen Märkten am Beispiel des Sprung-Diffusionsmodells
Grünewald, Barbara
-
1998
Persistent link: https://www.econbiz.de/10000980154
Saved in:
5
Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 43-87)
.
1997
Persistent link: https://www.econbiz.de/10001321784
Saved in:
6
Option
hedging
and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
7
A note on
hedging
in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
8
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and
hedging
in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
Saved in:
9
Quantile
hedging
for a jump-diffusion financial market model/ R. N. Krutchenko; A. V. Melnikov
Krutchenko, R. N.
;
Melnikov, A. V.
-
2000
Persistent link: https://www.econbiz.de/10001485506
Saved in:
10
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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...
