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Volatility
Theorie
622,114
Theory
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USA
40,646
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Bollerslev, Tim
78
Diebold, Francis X.
60
McAleer, Michael
57
Härdle, Wolfgang
53
Andersen, Torben
51
Chiarella, Carl
49
Cui, Zhenyu
46
Koopman, Siem Jan
41
Lux, Thomas
39
Christoffersen, Peter F.
37
Todorov, Viktor
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
Asai, Manabu
26
Pierdzioch, Christian
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
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
11
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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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
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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
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Federal Reserve System / Division of Research and Statistics
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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>
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Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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Centre of Financial Studies
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Federal Reserve Bank of St. Louis
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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
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
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International journal of theoretical and applied finance
204
NBER working paper series
183
Journal of banking & finance
173
Working paper / National Bureau of Economic Research, Inc.
165
Journal of econometrics
160
NBER Working Paper
160
Quantitative finance
151
Finance research letters
127
The journal of futures markets
109
Applied mathematical finance
105
Journal of economic dynamics & control
104
Journal of empirical finance
97
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Economic modelling
94
Economics letters
93
Discussion paper / Tinbergen Institute
92
Journal of financial economics
91
The North American journal of economics and finance : a journal of financial economics studies
83
Computational economics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Discussion paper / Centre for Economic Policy Research
80
International journal of forecasting
80
International review of economics & finance : IREF
80
Applied economics
78
The European journal of finance
78
International review of financial analysis
77
Energy economics
76
Working paper
75
The journal of computational finance
74
Finance and stochastics
70
Journal of international money and finance
67
Research paper series / Swiss Finance Institute
67
Review of derivatives research
62
The review of financial studies
62
Journal of forecasting
60
European journal of operational research : EJOR
59
Journal of risk and financial management : JRFM
56
Risks : open access journal
56
Applied economics letters
55
International journal of financial engineering
55
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ECONIS (ZBW)
12,975
EconStor
9
ArchiDok
1
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1
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
2
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
3
On the pricing of options in incomplete markets
Melenberg, Bertrand
;
Werker, Bas J. M.
-
1996
Persistent link: https://www.econbiz.de/10000932780
Saved in:
4
Optionsbewertung bei stochastischer Volatilität :
Theorie
und Empirie
Campenhausen, Claus von
-
1996
Persistent link: https://www.econbiz.de/10000934033
Saved in:
5
Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg
-
1996
-
1. Aufl
Persistent link: https://www.econbiz.de/10000937935
Saved in:
6
Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S.
-
1994
Persistent link: https://www.econbiz.de/10000941571
Saved in:
7
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1995
Persistent link: https://www.econbiz.de/10000941574
Saved in:
8
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
Saved in:
9
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
10
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:
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