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Volatility
Theorie
629,571
Theory
614,669
Schätzung
131,352
Estimation
125,220
USA
55,899
United States
53,896
Deutschland
38,586
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37,423
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36,286
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34,872
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29,254
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20,413
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19,635
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18,829
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18,555
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18,467
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18,172
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16,106
Time series analysis
16,056
Kapitaleinkommen
15,492
Capital income
15,436
Optionspreistheorie
14,850
Zinsstruktur
14,794
Schätztheorie
14,732
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14,576
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14,389
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McAleer, Michael
128
Gupta, Rangan
106
Bollerslev, Tim
104
Caporale, Guglielmo Maria
74
Diebold, Francis X.
73
Andersen, Torben
64
Härdle, Wolfgang
64
Pierdzioch, Christian
61
Chiarella, Carl
60
Koopman, Siem Jan
56
Todorov, Viktor
53
Caporin, Massimiliano
48
Lux, Thomas
47
Cui, Zhenyu
46
Hautsch, Nikolaus
43
Christoffersen, Peter F.
41
Engle, Robert F.
41
Herwartz, Helmut
41
Asai, Manabu
40
Chang, Chia-Lin
39
Hafner, Christian M.
39
Bekaert, Geert
36
Gil-Alaña, Luis A.
36
Bouri, Elie
35
Aizenman, Joshua
34
Bahmani-Oskooee, Mohsen
34
Wohar, Mark E.
34
Belke, Ansgar
33
Ghysels, Eric
33
Tauchen, George Eugene
33
Carr, Peter
32
Ma, Feng
32
Andersen, Torben G.
31
Bauwens, Luc
31
Fengler, Matthias R.
31
Mumtaz, Haroon
30
Spagnolo, Nicola
30
Benth, Fred Espen
29
Jacobs, Kris
29
Jacquier, Antoine (Jack)
29
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Institut für Weltwirtschaft
7
Internationaler Währungsfonds / Research Department
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Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
University of Canterbury / Dept. of Economics and Finance
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
Chambre de commerce et d'industrie de Paris
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve System / Division of Research and Statistics
4
School of Accounting, Economics and Finance <Geelong>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
The Wharton Financial Institutions Center
4
World Bank
4
Australian National University / Faculty of Economics and Commerce
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of San Francisco
3
Federal Reserve Bank of St. Louis
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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 for Quantitative Economics & Computing
2
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
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Finance research letters
250
NBER working paper series
244
Energy economics
239
Journal of banking & finance
224
Working paper / National Bureau of Economic Research, Inc.
223
Journal of econometrics
222
International journal of theoretical and applied finance
218
NBER Working Paper
215
Applied economics
188
Economic modelling
187
The journal of futures markets
186
International review of economics & finance : IREF
176
International review of financial analysis
174
Quantitative finance
171
The North American journal of economics and finance : a journal of financial economics studies
165
Journal of empirical finance
152
Economics letters
144
Working paper
132
Discussion paper / Tinbergen Institute
125
Applied economics letters
123
Journal of economic dynamics & control
121
Journal of financial economics
119
Journal of international money and finance
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Discussion paper / Centre for Economic Policy Research
115
Journal of international financial markets, institutions & money
110
The European journal of finance
110
Applied mathematical finance
109
Research in international business and finance
109
Applied financial economics
108
International journal of forecasting
101
Journal of risk and financial management : JRFM
100
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Computational economics
94
Research paper series / Swiss Finance Institute
83
CESifo working papers
77
Risks : open access journal
76
The journal of computational finance
75
Finance and stochastics
73
Journal of forecasting
73
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ECONIS (ZBW)
19,900
EconStor
22
Other ZBW resources
2
BASE
1
ArchiDok
1
RePEc
1
Showing
1
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10
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19,927
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date (oldest first)
1
Die Bewertung von Zinsoptionen
Walter, Ulrich
-
1996
Persistent link: https://www.econbiz.de/10000560789
Saved in:
2
Interest rate dynamics, derivatives pricing, and risk management
Chen, Lin
-
1996
Persistent link: https://www.econbiz.de/10013278137
Saved in:
3
Bewertung von Zinsoptionen bei stochastischer Zinsvolatilität : ein Inversionsansatz
Uhrig-Homburg, Marliese
-
1996
Persistent link: https://www.econbiz.de/10013340918
Saved in:
4
Zinsstrukturmodelle : mit 41 Tabellen
Rudolf, Markus
-
2000
Persistent link: https://www.econbiz.de/10001430322
Saved in:
5
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
6
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
7
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
8
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
9
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
10
The information content of derivatives for monetary policy : implied volatilities and probabilities
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10009699999
Saved in:
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