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Volatility
40,903
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27,287
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17,191
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16,750
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McAleer, Michael
443
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266
Caporale, Guglielmo Maria
218
Bollerslev, Tim
162
Chang, Chia-Lin
162
Koopman, Siem Jan
158
Härdle, Wolfgang
149
Chiarella, Carl
131
Diebold, Francis X.
128
Madan, Dilip B.
125
Pierdzioch, Christian
119
Bouri, Elie
117
Spagnolo, Nicola
116
Fabozzi, Frank J.
115
Aizenman, Joshua
111
Platen, Eckhard
111
Andersen, Torben
101
Lux, Thomas
100
Engle, Robert F.
96
Phillips, Peter C. B.
95
Ma, Feng
94
Todorov, Viktor
94
Hautsch, Nikolaus
92
Barndorff-Nielsen, Ole E.
88
Asai, Manabu
85
Bekaert, Geert
85
Cui, Zhenyu
85
Hammoudeh, Shawkat
85
Takahashi, Akihiko
85
Elliott, Robert J.
84
Gil-Alaña, Luis A.
82
Bauwens, Luc
81
Koskela, Erkki
78
Carr, Peter
77
Bahmani-Oskooee, Mohsen
76
Buch, Claudia M.
76
Caporin, Massimiliano
76
Bos, Charles S.
74
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74
Mumtaz, Haroon
74
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National Bureau of Economic Research
754
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
216
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
94
International Monetary Fund (IMF)
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C.E.P.R. Discussion Papers
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Institut für Schweizerisches Bankwesen <Zürich>
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Centre for Analytical Finance <Århus>
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HAL
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EconWPA
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Department of Economics, Oxford University
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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World Bank
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National Centre of Competence in Research North South <Bern>
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European Association of Agricultural Economists - EAAE
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Reserve Bank of Australia
18
Springer Fachmedien Wiesbaden
18
Chambre de commerce et d'industrie de Paris
17
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
16
Department of Economics and Finance, College of Business and Economics
16
Econometric Society
16
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European journal of operational research : EJOR
919
Energy economics
755
Finance research letters
736
NBER working paper series
732
International journal of theoretical and applied finance
696
Working paper / National Bureau of Economic Research, Inc.
693
NBER Working Paper
611
Journal of banking & finance
573
The journal of futures markets
566
Journal of econometrics
553
Economic modelling
502
International review of financial analysis
487
Applied economics
473
Journal of economic dynamics & control
465
Economics letters
427
International review of economics & finance : IREF
425
Working paper
424
Discussion paper / Centre for Economic Policy Research
414
Insurance / Mathematics & economics
401
The North American journal of economics and finance : a journal of financial economics studies
395
Finance and stochastics
393
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Discussion paper / Tinbergen Institute
379
Applied economics letters
349
Quantitative finance
349
Journal of empirical finance
318
Applied mathematical finance
317
Applied financial economics
314
Research in international business and finance
310
CESifo working papers
296
The journal of computational finance
286
Journal of international money and finance
278
Risks : open access journal
272
Computational economics
270
Journal of risk and financial management : JRFM
262
Operations research letters
261
Journal of international financial markets, institutions & money
260
Working Paper
258
Journal of financial economics
256
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
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ECONIS (ZBW)
73,147
RePEc
3,653
EconStor
1,782
USB Cologne (EcoSocSci)
441
USB Cologne (business full texts)
256
BASE
147
Other ZBW resources
118
OLC EcoSci
19
ArchiDok
4
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Showing
21
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30
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date (oldest first)
21
Bayesian SVLEDEJ model for detecting jumps in logarithmic growth rates of one month forward gas contract prices
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
8
(
2016
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10011634897
Saved in:
22
Option pricing under regime switching : integration over simplexes method
Jang, Bong-Gyu
;
Tae, Hyeon-Wuk
- In:
Finance research letters
24
(
2018
),
pp. 301-312
Persistent link: https://www.econbiz.de/10011982658
Saved in:
23
Estimating stochastic
volatility
with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
24
Variance and
volatility
swaps under a two-factor stochastic
volatility
model with regime switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
Saved in:
25
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
Saved in:
26
On some functionals of the first passage times in models with switching stochastic
volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
27
Regime-switching stochastic
volatility
model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
28
A general framework for discretely sampled realized variance derivatives in stochastic
volatility
models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
29
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
30
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic
volatility
models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
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