//--> //--> //--> //-->
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
Financial markets with no risk...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
40,811
Finanzmarkt
39,136
Financial market
38,407
Theorie
32,278
Theory
31,556
Stochastischer Prozess
17,286
Stochastic process
16,840
Optionspreistheorie
14,841
Option pricing theory
14,380
Börsenkurs
12,565
Share price
12,370
Schätzung
11,860
Estimation
11,601
Welt
10,461
World
10,242
Kapitaleinkommen
8,694
Capital income
8,657
USA
8,572
United States
8,176
Aktienmarkt
7,669
Stock market
7,555
Kreditmarkt
7,419
Finanzkrise
7,065
Financial crisis
6,983
ARCH-Modell
6,890
ARCH model
6,810
Portfolio-Management
6,291
Portfolio selection
6,223
Financial sector
5,657
Finanzsektor
5,623
Geldpolitik
5,530
Monetary policy
5,288
Credit market
5,237
Wechselkurs
5,199
Exchange rate
5,074
Risk
5,057
Risiko
5,050
Prognoseverfahren
5,039
Forecasting model
4,957
more ...
less ...
Online availability
All
Free
15,667
Undetermined
11,038
Type of publication
All
Article
23,336
Book / Working Paper
17,731
Other
12
Journal
1
Type of publication (narrower categories)
All
Article in journal
21,445
Aufsatz in Zeitschrift
21,445
Graue Literatur
7,212
Non-commercial literature
7,212
Working Paper
7,063
Arbeitspapier
6,968
Aufsatz im Buch
1,208
Book section
1,208
Hochschulschrift
628
Thesis
502
Collection of articles written by one author
174
Sammlung
174
Collection of articles of several authors
146
Sammelwerk
146
Conference paper
128
Konferenzbeitrag
128
research-article
79
Aufsatzsammlung
71
Bibliografie enthalten
52
Bibliography included
52
Amtsdruckschrift
48
Government document
48
Konferenzschrift
41
Systematic review
40
Übersichtsarbeit
40
Article
36
Forschungsbericht
29
Case study
21
Fallstudie
21
Conference proceedings
20
Rezension
18
Lehrbuch
16
Textbook
15
Handbook
9
Handbuch
9
Reprint
9
Bibliografie
6
Ratgeber
6
Guidebook
5
Accompanied by computer file
4
more ...
less ...
Language
All
English
39,524
Undetermined
862
German
455
French
89
Spanish
82
Portuguese
31
Italian
14
Polish
12
Czech
5
Dutch
5
Romanian
4
Russian
4
Danish
1
Croatian
1
Hungarian
1
Norwegian
1
Serbian
1
Swedish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
326
Gupta, Rangan
250
Caporale, Guglielmo Maria
174
Bollerslev, Tim
145
Chang, Chia-Lin
127
Bouri, Elie
117
Diebold, Francis X.
108
Pierdzioch, Christian
102
Andersen, Torben
98
Ma, Feng
94
Spagnolo, Nicola
93
Aizenman, Joshua
88
Bekaert, Geert
79
Hammoudeh, Shawkat
79
Koopman, Siem Jan
79
Engle, Robert F.
75
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
73
Tiwari, Aviral Kumar
71
Todorov, Viktor
70
Caporin, Massimiliano
69
McMillan, David G.
68
Kočenda, Evžen
65
Asai, Manabu
64
Chiarella, Carl
62
Lux, Thomas
61
Corbet, Shaen
60
Lucey, Brian M.
60
Clements, Adam
58
Kang, Sang Hoon
58
Wohar, Mark E.
58
Gil-Alaña, Luis A.
57
Christoffersen, Peter F.
55
Mensi, Walid
55
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hafner, Christian M.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Salisu, Afees A.
52
more ...
less ...
Institution
All
National Bureau of Economic Research
501
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
C.E.P.R. Discussion Papers
22
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Université Paris-Dauphine (Paris IX)
15
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
Department of Economics, Oxford University
8
EconWPA
8
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
European Central Bank
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Instituto Valenciano de Investigaciones Económicas
7
School of Economics and Management, University of Aarhus
7
Banque de France
6
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
more ...
less ...
Published in...
All
Energy economics
649
Finance research letters
617
NBER working paper series
489
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
418
Applied economics
384
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
Journal of econometrics
333
The North American journal of economics and finance : a journal of financial economics studies
325
Research in international business and finance
292
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
264
Economics letters
257
Working paper
256
International journal of theoretical and applied finance
244
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
232
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
191
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
CESifo working papers
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The European journal of finance
160
IMF working papers
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
122
more ...
less ...
Source
All
ECONIS (ZBW)
39,796
RePEc
1,017
EconStor
133
Other ZBW resources
92
BASE
39
ArchiDok
3
Showing
1
-
10
of
41,080
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modellierung von Finanzmärkten durch Sprung-Diffusions-Prozesse
Volz, Thilo
-
2002
Persistent link: https://www.econbiz.de/10001643626
Saved in:
2
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
3
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
4
Pricing European options under fractional black-scholes model with a weak payoff function
Mehrdoust, Farshid
;
Najafi, Ali Reza
- In:
Computational economics
52
(
2018
)
2
,
pp. 685-706
Persistent link: https://www.econbiz.de/10012053023
Saved in:
5
An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model
Kilianová, Soňa
;
Letko, Boris
- In:
Risk and decision analysis
7
(
2018
)
1/2
,
pp. 51-62
Persistent link: https://www.econbiz.de/10011945645
Saved in:
6
Fractional Black-Scholes option pricing,
volatility
calibration and implied Hurst exponents in South African context
Flint, Emlyn
;
Maré, E.
- In:
South African journal of economic and management sciences
20
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011773296
Saved in:
7
Fractional Brownian motion in option pricing and dynamic delta hedging : experimental simulations
Dufera, Tamirat Temesgen
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014445631
Saved in:
8
Evaluation of variable annuity guarantees with the effect of jumps in the asset price process
Juma, Mussa
;
Lee, Min Cherng
;
Chin, Seong Tah
;
Liew, …
- In:
Cogent economics & finance
5
(
2017
)
1
,
pp. 1-17
volatility
, the fact that Black–Scholes model ignores abnormal asset price changes due to jumps is likely to under-price the VA …
Persistent link: https://www.econbiz.de/10011881290
Saved in:
9
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:
10
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
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...
//-->