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Zeitreihenanalyse
Börsenkurs
52,700
Share price
51,179
Volatility
41,111
Volatilität
40,842
Theorie
33,052
Theory
32,410
Kapitaleinkommen
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Capital income
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Stochastischer Prozess
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Stochastic process
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Aktienmarkt
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Stock market
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Schätzung
15,813
Estimation
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Optionspreistheorie
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Option pricing theory
14,385
Derivat
13,997
Derivative
13,960
USA
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United States
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Welt
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World
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Portfolio selection
7,240
ARCH-Modell
7,128
ARCH model
7,039
Prognoseverfahren
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Forecasting model
6,813
CAPM
6,209
Ankündigungseffekt
6,044
Announcement effect
5,994
Anlageverhalten
5,825
Behavioural finance
5,761
Wechselkurs
5,601
Exchange rate
5,479
Risk
5,388
Risiko
5,366
Finanzmarkt
5,155
Optionsgeschäft
5,149
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Caporale, Guglielmo Maria
76
Gil-Alaña, Luis A.
72
Koopman, Siem Jan
60
McAleer, Michael
59
Lux, Thomas
56
Gupta, Rangan
44
Phillips, Peter C. B.
44
Härdle, Wolfgang
43
Gao, Jiti
35
Bollerslev, Tim
32
Lucas, André
29
Hafner, Christian M.
28
Engle, Robert F.
27
Taylor, Robert
26
Andersen, Torben
24
Tauchen, George Eugene
23
Chan, Joshua
22
Hautsch, Nikolaus
22
Sibbertsen, Philipp
22
Blasques, Francisco
21
Bos, Charles S.
20
Hallin, Marc
20
Todorov, Viktor
20
Bauwens, Luc
19
Lütkepohl, Helmut
19
Tiwari, Aviral Kumar
19
Allen, David E.
18
Asai, Manabu
18
Chang, Chia-Lin
18
Dijk, Dick van
18
Pesaran, M. Hashem
18
Rodriguez, Gabriel
18
Yu, Jun
18
Gil-Alana, Luis A.
17
Caporin, Massimiliano
16
Kapetanios, George
16
Kim, Donggyu
16
Teräsvirta, Timo
16
Cavaliere, Giuseppe
15
Hansen, Peter Reinhard
15
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National Bureau of Economic Research
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Growth and Business Cycle Research <Manchester>
4
Gottfried Wilhelm Leibniz Universität Hannover
3
Université de Montréal / Département de sciences économiques
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Springer International Publishing
2
University of Chicago / Center for Research in Security Prices
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Cowles Commission for Research in Economics
1
European University Institute / Department of Law
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institute of Finance and Accounting <London>
1
International Statistical Institute
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Kansantaloustieteen Laitos <Tampere>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leonard N. Stern School of Business / Information Systems Department
1
London School of Economics and Political Science
1
Manchester Business School
1
Nationalekonomiska Institutionen <Lund>
1
New York Institute of Finance
1
New York University / Mathematical Finance Seminar
1
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Journal of econometrics
157
Discussion paper / Tinbergen Institute
97
Energy economics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Economic modelling
74
International journal of forecasting
69
Journal of empirical finance
62
Economics letters
58
Finance research letters
58
Econometric reviews
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of forecasting
45
Applied economics
44
The North American journal of economics and finance : a journal of financial economics studies
42
Computational economics
40
International review of economics & finance : IREF
40
CREATES research paper
39
International review of financial analysis
38
Quantitative finance
38
Journal of banking & finance
37
Working paper
35
Econometric theory
34
Journal of risk and financial management : JRFM
34
Research in international business and finance
31
SFB 649 discussion paper
31
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Applied financial economics
30
Journal of financial econometrics
29
Applied economics letters
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
CESifo working papers
27
Econometrics : open access journal
24
Journal of economic dynamics & control
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
NBER working paper series
22
Economics working paper
20
Journal of applied econometrics
20
Journal of international financial markets, institutions & money
20
Journal of financial economics
19
NBER Working Paper
19
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ECONIS (ZBW)
5,153
EconStor
112
USB Cologne (EcoSocSci)
10
USB Cologne (business full texts)
2
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1
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
2
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
3
New evidence on the information content of implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
4
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
5
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
6
Asymptotics for
volatility
derivatives in multi-factor rough
volatility
models
Lacombe, Chloe
;
Muguruza, Aitor
;
Stone, Henry
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 545-577
Persistent link: https://www.econbiz.de/10012586188
Saved in:
7
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
8
Effectiveness of
volatility
models in option pricing : evidence from recent financial upheavals
Singh, Vipul Kumar
- In:
Journal of advances in management research : JAMR
10
(
2013
)
3
,
pp. 352-375
Persistent link: https://www.econbiz.de/10010206639
Saved in:
9
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
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