//--> //--> //--> //-->
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
An extended set of risk neutra...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
625,486
Theory
610,584
USA
40,777
United States
39,702
Schätzung
29,549
Estimation
28,827
Welt
24,746
World
24,135
Geldpolitik
22,397
Deutschland
22,379
Monetary policy
21,665
Germany
21,010
Portfolio-Management
19,608
Portfolio selection
19,403
Risiko
17,933
Risk
17,732
Mathematische Optimierung
17,090
Mathematical programming
16,985
Optionspreistheorie
14,810
Option pricing theory
14,351
Prognoseverfahren
14,070
Forecasting model
13,809
Volatilität
13,439
Wirtschaftswachstum
13,220
Zeitreihenanalyse
12,852
Spieltheorie
12,744
Economic growth
12,615
Time series analysis
12,475
Stochastischer Prozess
12,326
Stochastic process
12,048
Game theory
12,021
Experiment
11,554
Börsenkurs
11,403
Share price
11,201
Asymmetrische Information
10,604
CAPM
10,351
Asymmetric information
10,321
Wettbewerb
10,236
Wohlfahrtsanalyse
10,162
more ...
less ...
Online availability
All
Free
5,121
Undetermined
3,188
Type of publication
All
Article
6,747
Book / Working Paper
6,412
Type of publication (narrower categories)
All
Article in journal
6,329
Aufsatz in Zeitschrift
6,329
Graue Literatur
2,654
Non-commercial literature
2,654
Working Paper
2,537
Arbeitspapier
2,528
Aufsatz im Buch
389
Book section
389
Hochschulschrift
370
Thesis
296
Collection of articles written by one author
96
Sammlung
96
Collection of articles of several authors
63
Sammelwerk
63
Bibliografie enthalten
41
Bibliography included
41
Conference paper
41
Konferenzbeitrag
41
Aufsatzsammlung
24
Systematic review
21
Übersichtsarbeit
21
Forschungsbericht
20
Konferenzschrift
18
Amtsdruckschrift
11
Government document
11
Lehrbuch
10
Textbook
9
Conference proceedings
8
Rezension
8
Reprint
6
Handbook
5
Handbuch
5
Accompanied by computer file
4
Elektronischer Datenträger als Beilage
4
Bibliografie
2
CD-ROM, DVD
1
Case study
1
Diskette
1
Elektronischer Datenträger
1
Fallstudie
1
more ...
less ...
Language
All
English
12,913
German
196
French
26
Spanish
16
Italian
5
Polish
3
Portuguese
2
Undetermined
2
Czech
1
Hungarian
1
Dutch
1
Norwegian
1
Chinese
1
more ...
less ...
Author
All
Bollerslev, Tim
81
Diebold, Francis X.
60
McAleer, Michael
57
Härdle, Wolfgang
54
Andersen, Torben
53
Chiarella, Carl
49
Cui, Zhenyu
46
Koopman, Siem Jan
41
Lux, Thomas
39
Todorov, Viktor
38
Christoffersen, Peter F.
37
Caporin, Massimiliano
34
Aizenman, Joshua
33
Gupta, Rangan
32
Carr, Peter
31
Bekaert, Geert
30
Fengler, Matthias R.
29
Herwartz, Helmut
29
Jacquier, Antoine (Jack)
29
Engle, Robert F.
27
Hafner, Christian M.
27
Pierdzioch, Christian
27
Asai, Manabu
26
Schlag, Christian
26
Escobar, Marcos
25
Fernández-Villaverde, Jesús
25
Ghysels, Eric
25
Jacobs, Kris
25
Meddahi, Nour
25
Aït-Sahalia, Yacine
24
Fouque, Jean-Pierre
24
Madan, Dilip B.
24
Platen, Eckhard
24
Yu, Jun
24
Andersen, Torben G.
23
Benth, Fred Espen
23
Branger, Nicole
23
Fabozzi, Frank J.
23
Hautsch, Nikolaus
23
Takahashi, Akihiko
23
more ...
less ...
Institution
All
National Bureau of Economic Research
190
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
11
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Chambre de commerce et d'industrie de Paris
3
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
International Monetary Fund
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
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
Econometrisch Instituut <Rotterdam>
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
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Western Hemisphere Department
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
208
NBER working paper series
183
Journal of banking & finance
174
Working paper / National Bureau of Economic Research, Inc.
166
Journal of econometrics
162
NBER Working Paper
160
Quantitative finance
154
Finance research letters
142
The journal of futures markets
113
Applied mathematical finance
108
Journal of economic dynamics & control
106
Journal of empirical finance
97
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Economic modelling
94
Economics letters
94
Discussion paper / Tinbergen Institute
93
Journal of financial economics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Computational economics
84
The North American journal of economics and finance : a journal of financial economics studies
83
Energy economics
81
Discussion paper / Centre for Economic Policy Research
80
International journal of forecasting
80
International review of economics & finance : IREF
80
Applied economics
79
The European journal of finance
79
International review of financial analysis
78
Working paper
77
The journal of computational finance
74
Finance and stochastics
70
Research paper series / Swiss Finance Institute
68
Journal of international money and finance
67
The review of financial studies
64
Review of derivatives research
62
Risks : open access journal
61
Journal of forecasting
60
European journal of operational research : EJOR
59
Journal of risk and financial management : JRFM
56
Applied economics letters
55
International journal of financial engineering
55
more ...
less ...
Source
All
ECONIS (ZBW)
13,144
EconStor
9
RePEc
4
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
13,159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
2
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
3
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
4
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
5
Alternative formulas to compute implied standard deviation
Ang, James S.
;
Jou, Gwoduan David
;
Lai, Tsong-yue
- In:
Review of Pacific Basin financial markets and policies
12
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003871567
Saved in:
6
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10003699314
Saved in:
7
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
8
Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
1
,
pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
Saved in:
9
Canonical valuation of options in the presence of stochastic volatility
Gray, Philip K.
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Saved in:
10
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
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...
//-->