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~subject:"Volatility"
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Volatility
Volatilität
40,692
Theorie
15,166
Optionspreistheorie
14,816
Theory
14,805
Option pricing theory
14,357
Börsenkurs
9,757
Share price
9,613
Schätzung
9,437
Estimation
9,230
Kapitaleinkommen
7,389
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7,361
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6,664
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6,593
Monte Carlo simulation
6,296
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5,949
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5,886
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5,678
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5,604
Stochastic process
5,505
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5,168
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5,083
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5,068
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4,936
Wechselkurs
4,721
Exchange rate
4,628
Prognoseverfahren
4,303
Forecasting model
4,249
Zeitreihenanalyse
3,708
Time series analysis
3,622
Optionsgeschäft
3,351
Option trading
3,330
Portfolio-Management
3,324
Derivat
3,311
Derivative
3,303
Portfolio selection
3,295
Risk
3,198
Risiko
3,152
Schätztheorie
2,685
volatility
2,648
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Free
15,606
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Article
23,253
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17,694
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12
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1
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McAleer, Michael
326
Gupta, Rangan
247
Caporale, Guglielmo Maria
172
Bollerslev, Tim
144
Chang, Chia-Lin
127
Bouri, Elie
115
Diebold, Francis X.
108
Pierdzioch, Christian
101
Andersen, Torben
98
Ma, Feng
94
Spagnolo, Nicola
92
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
70
Caporin, Massimiliano
69
Todorov, Viktor
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.
56
Mensi, Walid
56
Christoffersen, Peter F.
55
Caballero, Ricardo J.
53
Fernández-Villaverde, Jesús
53
Hafner, Christian M.
53
Hautsch, Nikolaus
53
Buch, Claudia M.
52
Ghysels, Eric
51
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National Bureau of Economic Research
498
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
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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
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Energy economics
647
Finance research letters
614
NBER working paper series
486
Working paper / National Bureau of Economic Research, Inc.
466
International review of financial analysis
419
NBER Working Paper
416
Applied economics
382
Journal of banking & finance
375
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
325
Journal of econometrics
321
Research in international business and finance
292
Applied financial economics
265
Journal of empirical finance
265
Applied economics letters
261
Working paper
254
Economics letters
252
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Discussion paper / Centre for Economic Policy Research
238
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
188
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
119
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Source
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ECONIS (ZBW)
39,678
RePEc
1,017
EconStor
131
Other ZBW resources
92
BASE
39
ArchiDok
3
Showing
1
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10
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40,960
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1
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Stochastic
volatility
and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
5
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
7
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
8
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
9
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
10
The uncertain
volatility
model : a Monte Carlo apporach
Guyon, Julien
;
Henry-Labordère, Pierre
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 37-71
Persistent link: https://www.econbiz.de/10008989934
Saved in:
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