//--> //--> //--> //-->
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
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
Buy-and hold property for full...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
41,047
Volatilität
40,778
Theorie
27,382
Theory
26,763
Stochastischer Prozess
17,272
Stochastic process
16,826
Optionspreistheorie
14,838
Option pricing theory
14,377
Schätzung
10,864
Estimation
10,629
Börsenkurs
10,306
Share price
10,144
Markov chain
7,895
Kapitaleinkommen
7,772
Capital income
7,740
Markov-Kette
7,602
ARCH-Modell
6,840
ARCH model
6,764
Aktienmarkt
6,207
Stock market
6,143
Unvollkommener Markt
5,993
USA
5,968
United States
5,788
Incomplete market
5,761
Welt
5,341
World
5,240
Wechselkurs
4,937
Exchange rate
4,837
Prognoseverfahren
4,806
Zeitreihenanalyse
4,763
Forecasting model
4,733
Portfolio-Management
4,665
Time series analysis
4,641
Portfolio selection
4,634
Risk
4,083
Risiko
4,053
Finanzmarkt
3,900
Financial market
3,804
Derivat
3,498
Derivative
3,487
more ...
less ...
Online availability
All
Free
29,518
Undetermined
19,470
Type of publication
All
Article
43,372
Book / Working Paper
36,391
Other
58
Journal
29
Type of publication (narrower categories)
All
Article in journal
38,598
Aufsatz in Zeitschrift
38,598
Working Paper
14,636
Graue Literatur
13,672
Non-commercial literature
13,672
Arbeitspapier
13,130
Aufsatz im Buch
2,588
Book section
2,588
Hochschulschrift
1,806
Thesis
1,451
Collection of articles written by one author
390
Sammlung
390
Collection of articles of several authors
379
Sammelwerk
379
Lehrbuch
303
Textbook
279
Article
264
Conference paper
261
Konferenzbeitrag
261
Aufsatzsammlung
226
Bibliografie enthalten
185
Bibliography included
185
Dissertation u.a. Prüfungsschriften
167
Konferenzschrift
146
Amtsdruckschrift
105
Government document
105
Forschungsbericht
97
research-article
97
Systematic review
94
Übersichtsarbeit
94
Conference proceedings
64
Case study
49
Fallstudie
49
Handbook
42
Handbuch
42
Rezension
41
Glossar enthalten
39
Glossary included
39
Reprint
37
Mehrbändiges Werk
30
more ...
less ...
Language
All
English
74,557
Undetermined
3,058
German
1,698
French
210
Spanish
162
Portuguese
51
Italian
49
Polish
33
Russian
17
Czech
14
Dutch
10
Romanian
7
Croatian
5
Swedish
5
Hungarian
3
Chinese
3
Finnish
2
Norwegian
2
Slovak
2
Danish
1
Ancient Greek (to 1453)
1
Serbian
1
Not applicable
1
more ...
less ...
Author
All
McAleer, Michael
443
Gupta, Rangan
273
Caporale, Guglielmo Maria
219
Bollerslev, Tim
163
Chang, Chia-Lin
162
Koopman, Siem Jan
158
Härdle, Wolfgang
149
Chiarella, Carl
131
Diebold, Francis X.
129
Madan, Dilip B.
125
Pierdzioch, Christian
121
Bouri, Elie
120
Spagnolo, Nicola
117
Fabozzi, Frank J.
115
Aizenman, Joshua
111
Platen, Eckhard
111
Andersen, Torben
101
Lux, Thomas
100
Phillips, Peter C. B.
97
Engle, Robert F.
96
Todorov, Viktor
95
Ma, Feng
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.
83
Bauwens, Luc
82
Koskela, Erkki
78
Carr, Peter
77
Bahmani-Oskooee, Mohsen
76
Buch, Claudia M.
76
Caporin, Massimiliano
76
Bos, Charles S.
74
Christoffersen, Peter F.
74
Hafner, Christian M.
74
more ...
less ...
Institution
All
National Bureau of Economic Research
760
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
216
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
94
International Monetary Fund (IMF)
82
C.E.P.R. Discussion Papers
75
Institut für Schweizerisches Bankwesen <Zürich>
66
Centre for Analytical Finance <Århus>
54
HAL
54
School of Economics and Management, University of Aarhus
52
EconWPA
43
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
40
Department of Economics, Oxford University
34
Tinbergen Instituut
34
Society for Computational Economics - SCE
33
Université Paris-Dauphine (Paris IX)
32
Ekonomiska forskningsinstitutet <Stockholm>
31
Finance Discipline Group, Business School
29
Federal Reserve Bank of St. Louis
27
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
26
Agricultural and Applied Economics Association - AAEA
25
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
24
Tinbergen Institute
24
Economics Group, Nuffield College, University of Oxford
23
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
23
World Bank
23
International Monetary Fund
21
National Centre of Competence in Research North South <Bern>
21
European Central Bank
20
CESifo
19
European University Institute / Department of Economics
19
London School of Economics (LSE)
19
Svenska Handelshögskolan <Helsinki>
19
Center for Economic Research <Tilburg>
18
European Association of Agricultural Economists - EAAE
18
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
more ...
less ...
Published in...
All
European journal of operational research : EJOR
919
Energy economics
762
Finance research letters
739
NBER working paper series
738
International journal of theoretical and applied finance
696
Working paper / National Bureau of Economic Research, Inc.
693
NBER Working Paper
613
Journal of econometrics
576
Journal of banking & finance
573
The journal of futures markets
566
Economic modelling
502
International review of financial analysis
487
Applied economics
477
Journal of economic dynamics & control
465
Economics letters
443
International review of economics & finance : IREF
425
Working paper
425
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
396
Finance and stochastics
393
Mathematical finance : an international journal of mathematics, statistics and financial theory
380
Discussion paper / Tinbergen Institute
379
Applied economics letters
351
Quantitative finance
349
Journal of empirical finance
318
Applied mathematical finance
317
Applied financial economics
314
Research in international business and finance
314
CESifo working papers
297
The journal of computational finance
286
Computational economics
280
Journal of international money and finance
280
Risks : open access journal
272
Journal of financial economics
265
Journal of risk and financial management : JRFM
262
Operations research letters
261
Journal of international financial markets, institutions & money
260
Working Paper
258
The journal of derivatives : the official publication of the International Association of Financial Engineers
255
more ...
less ...
Source
All
ECONIS (ZBW)
73,413
RePEc
3,653
EconStor
1,799
USB Cologne (EcoSocSci)
441
USB Cologne (business full texts)
256
BASE
147
Other ZBW resources
118
OLC EcoSci
19
ArchiDok
4
more ...
less ...
Showing
81
-
90
of
79,850
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
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:
82
Lévy processes driven by stochastic
volatility
Chourdakis, Kyriakos
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10003496705
Saved in:
83
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:
84
Bayesian DEJD model and detection of asymmetry in jump sizes
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
7
(
2015
)
1
,
pp. 43-70
Persistent link: https://www.econbiz.de/10011305742
Saved in:
85
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
86
Local
volatility
calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
87
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
88
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
89
Volatility
derivatives in market models with jumps
Lo, Harry
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10009407653
Saved in:
90
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:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->