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Volatility
40,903
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40,635
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16,250
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15,748
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14,803
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14,344
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10,061
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9,771
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9,728
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9,584
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5,439
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5,254
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5,028
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4,924
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4,690
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4,596
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3,992
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3,939
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3,329
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3,321
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3,308
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3,268
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3,261
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3,236
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3,145
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3,110
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3,094
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3,086
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2,646
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78
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McAleer, Michael
374
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243
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195
Bollerslev, Tim
152
Chang, Chia-Lin
145
Härdle, Wolfgang
136
Diebold, Francis X.
121
Pierdzioch, Christian
119
Bouri, Elie
114
Madan, Dilip B.
108
Lechner, Michael
105
Aizenman, Joshua
102
Andersen, Torben
101
Fabozzi, Frank J.
101
Spagnolo, Nicola
101
Chiarella, Carl
97
Ma, Feng
94
Engle, Robert F.
91
Koopman, Siem Jan
88
Hautsch, Nikolaus
84
Hammoudeh, Shawkat
82
Bekaert, Geert
81
Todorov, Viktor
78
Klijn, Flip
76
Cui, Zhenyu
75
Bahmani-Oskooee, Mohsen
74
Caporin, Massimiliano
73
Christoffersen, Peter F.
72
Lux, Thomas
72
Buch, Claudia M.
71
Carr, Peter
71
Kočenda, Evžen
70
Prokopczuk, Marcel
70
Tiwari, Aviral Kumar
70
McMillan, David G.
69
Joshi, Mark S.
68
Asai, Manabu
67
Takahashi, Akihiko
65
Hafner, Christian M.
64
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63
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698
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244
C.E.P.R. Discussion Papers
131
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123
International Monetary Fund
118
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115
EconWPA
61
Institut für Schweizerisches Bankwesen <Zürich>
59
HAL
56
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
40
CESifo
39
Centre for Analytical Finance <Århus>
37
Université Paris-Dauphine (Paris IX)
37
Agricultural and Applied Economics Association - AAEA
34
Tilburg University, Center for Economic Research
34
Department of Agricultural and Resource Economics, University of Connecticut
32
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25
World Bank
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24
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22
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22
Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
22
Cowles Foundation for Research in Economics, Yale University
21
Ekonomiska forskningsinstitutet <Stockholm>
21
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21
eSocialSciences
21
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20
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20
Rodney L. White Center for Financial Research, Wharton School of Business
20
Society for Computational Economics - SCE
20
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19
European Association of Agricultural Economists - EAAE
19
Federal Reserve Bank of St. Louis
19
Graduate School of Business, Columbia University
19
Svenska Handelshögskolan <Helsinki>
19
National Centre of Competence in Research North South <Bern>
18
Wisconsin Madison - Social Systems
18
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Energy economics
693
Finance research letters
684
NBER working paper series
682
Working paper / National Bureau of Economic Research, Inc.
647
NBER Working Paper
564
International journal of theoretical and applied finance
557
The journal of futures markets
545
Journal of banking & finance
513
International review of financial analysis
450
Applied economics
439
International review of economics & finance : IREF
398
Economic modelling
397
Working paper
378
The North American journal of economics and finance : a journal of financial economics studies
371
Journal of econometrics
360
Discussion paper series / IZA
358
Discussion paper / Centre for Economic Policy Research
349
IZA Discussion Papers
349
Economics letters
345
European journal of operational research : EJOR
342
Applied economics letters
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
295
Research in international business and finance
295
Applied financial economics
294
Quantitative finance
288
Applied mathematical finance
287
Journal of empirical finance
287
CESifo working papers
274
Journal of economic dynamics & control
274
The journal of computational finance
269
Finance and stochastics
253
Journal of international financial markets, institutions & money
249
Discussion paper / Tinbergen Institute
248
The journal of derivatives : the official publication of the International Association of Financial Engineers
247
Working Paper
246
Journal of international money and finance
244
MPRA Paper
241
Journal of financial economics
240
Journal of risk and financial management : JRFM
235
Management science : journal of the Institute for Operations Research and the Management Sciences
219
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ECONIS (ZBW)
59,656
RePEc
5,319
EconStor
2,063
Other ZBW resources
641
USB Cologne (EcoSocSci)
329
USB Cologne (business full texts)
320
BASE
208
OLC EcoSci
17
ArchiDok
3
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Showing
1
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10
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68,556
Sort
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date (newest first)
date (oldest first)
1
Capturing implied correlation skew from options prices via multiscale stochastic
volatility
models
Pellegrino, T.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012603755
Saved in:
2
Variance swap with mean reversion, multifactor stochastic
volatility
and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
3
New solvable stochastic
volatility
models for
pricing
volatility
derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
4
Humps in the
volatility
structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
5
On moment non-explosions for Wishart-based stochastic
volatility
models
Fonseca, José da
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 889-894
Persistent link: https://www.econbiz.de/10011521879
Saved in:
6
Pricing
American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
7
Option
pricing
with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
8
Volatility
and
volatility
-linked derivatives : estimation,modeling, and
pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
9
Pricing
convertible bonds
Batten, Jonathan A.
;
Khaw, Karren Lee-Hwei
;
Young, Martin R.
- In:
Journal of banking & finance
92
(
2018
),
pp. 216-236
Persistent link: https://www.econbiz.de/10011964571
Saved in:
10
Wavelet-based option
pricing
: an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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