//--> //--> //--> //-->
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
Volatility and variance swaps...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
40,917
Volatilität
40,649
Theorie
21,357
Theory
20,848
Stochastischer Prozess
17,211
Stochastic process
16,770
Optionspreistheorie
14,810
Option pricing theory
14,351
Börsenkurs
9,986
Share price
9,825
Schätzung
9,672
Estimation
9,454
Kapitaleinkommen
7,524
Capital income
7,494
ARCH-Modell
6,669
ARCH model
6,595
Aktienmarkt
6,021
Stock market
5,958
USA
5,375
Welt
5,262
United States
5,203
World
5,161
Wechselkurs
4,803
Exchange rate
4,701
Prognoseverfahren
4,337
Forecasting model
4,268
Portfolio-Management
4,247
Portfolio selection
4,216
Zeitreihenanalyse
4,135
Time series analysis
4,017
Derivat
3,758
Derivative
3,750
Risk
3,727
Risiko
3,693
Optionsgeschäft
3,389
Option trading
3,364
CAPM
2,749
volatility
2,646
Finanzmarkt
2,590
Financial market
2,526
more ...
less ...
Online availability
All
Free
25,878
Undetermined
17,317
Type of publication
All
Article
38,129
Book / Working Paper
31,610
Other
58
Journal
29
Type of publication (narrower categories)
All
Article in journal
33,872
Aufsatz in Zeitschrift
33,872
Working Paper
11,739
Graue Literatur
10,869
Non-commercial literature
10,869
Arbeitspapier
10,401
Aufsatz im Buch
2,264
Book section
2,264
Hochschulschrift
1,531
Thesis
1,225
Collection of articles of several authors
357
Sammelwerk
357
Lehrbuch
299
Collection of articles written by one author
298
Sammlung
298
Textbook
275
Article
221
Conference paper
216
Konferenzbeitrag
216
Aufsatzsammlung
193
Bibliografie enthalten
170
Bibliography included
170
Dissertation u.a. Prüfungsschriften
160
Konferenzschrift
123
research-article
96
Amtsdruckschrift
82
Government document
82
Forschungsbericht
80
Systematic review
71
Übersichtsarbeit
71
Conference proceedings
58
Case study
43
Fallstudie
43
Glossar enthalten
41
Glossary included
41
Handbook
40
Handbuch
40
Reprint
30
Rezension
28
Bibliografie
24
more ...
less ...
Language
All
English
64,900
Undetermined
2,888
German
1,584
French
163
Spanish
154
Portuguese
48
Italian
43
Polish
26
Czech
14
Russian
14
Romanian
7
Dutch
6
Swedish
4
Finnish
2
Croatian
2
Hungarian
2
Chinese
2
Danish
1
Ancient Greek (to 1453)
1
Norwegian
1
Slovak
1
Serbian
1
Not applicable
1
more ...
less ...
Author
All
McAleer, Michael
443
Gupta, Rangan
252
Caporale, Guglielmo Maria
213
Bollerslev, Tim
162
Chang, Chia-Lin
162
Härdle, Wolfgang
151
Koopman, Siem Jan
146
Chiarella, Carl
127
Diebold, Francis X.
127
Fabozzi, Frank J.
126
Madan, Dilip B.
124
Pierdzioch, Christian
120
Aizenman, Joshua
119
Bouri, Elie
116
Spagnolo, Nicola
104
Andersen, Torben
101
Platen, Eckhard
101
Engle, Robert F.
96
Phillips, Peter C. B.
95
Todorov, Viktor
95
Lux, Thomas
94
Ma, Feng
94
Hautsch, Nikolaus
92
Asai, Manabu
88
Barndorff-Nielsen, Ole E.
87
Cui, Zhenyu
85
Hammoudeh, Shawkat
84
Carr, Peter
82
Takahashi, Akihiko
82
Bekaert, Geert
81
Gil-Alaña, Luis A.
81
Bahmani-Oskooee, Mohsen
76
Benth, Fred Espen
76
Caporin, Massimiliano
76
Christoffersen, Peter F.
76
Mumtaz, Haroon
74
Hafner, Christian M.
73
Tiwari, Aviral Kumar
72
Buch, Claudia M.
71
Joshi, Mark S.
71
more ...
less ...
Institution
All
National Bureau of Economic Research
615
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
219
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
87
C.E.P.R. Discussion Papers
74
Institut für Schweizerisches Bankwesen <Zürich>
65
International Monetary Fund (IMF)
63
School of Economics and Management, University of Aarhus
52
Centre for Analytical Finance <Århus>
48
HAL
44
EconWPA
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
38
Tinbergen Instituut
34
Department of Economics, Oxford University
32
Université Paris-Dauphine (Paris IX)
30
Society for Computational Economics - SCE
29
Agricultural and Applied Economics Association - AAEA
25
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Finance Discipline Group, Business School
25
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
24
World Bank
24
Economics Group, Nuffield College, University of Oxford
23
Ekonomiska forskningsinstitutet <Stockholm>
23
National Centre of Competence in Research North South <Bern>
23
Tinbergen Institute
23
International Monetary Fund
21
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
21
European Central Bank
20
London School of Economics (LSE)
20
CESifo
19
Cowles Foundation for Research in Economics, Yale University
19
Svenska Handelshögskolan <Helsinki>
19
Reserve Bank of Australia
18
Chambre de commerce et d'industrie de Paris
17
Department of Economics and Finance, College of Business and Economics
16
Federal Reserve Bank of St. Louis
16
Springer Fachmedien Wiesbaden
16
Center for Economic Research <Tilburg>
15
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
14
Econometric Society
14
European Association of Agricultural Economists - EAAE
14
more ...
less ...
Published in...
All
European journal of operational research : EJOR
751
Energy economics
732
Finance research letters
726
International journal of theoretical and applied finance
663
NBER working paper series
596
The journal of futures markets
568
Working paper / National Bureau of Economic Research, Inc.
563
Journal of banking & finance
553
NBER Working Paper
505
International review of financial analysis
475
Journal of econometrics
459
Applied economics
434
Economic modelling
430
International review of economics & finance : IREF
417
The North American journal of economics and finance : a journal of financial economics studies
383
Insurance / Mathematics & economics
362
Finance and stochastics
354
Economics letters
340
Mathematical finance : an international journal of mathematics, statistics and financial theory
339
Quantitative finance
336
Journal of economic dynamics & control
335
Working paper
324
Applied economics letters
316
Applied mathematical finance
310
Journal of empirical finance
302
Applied financial economics
301
Research in international business and finance
301
Discussion paper / Centre for Economic Policy Research
296
Discussion paper / Tinbergen Institute
293
The journal of computational finance
285
The journal of derivatives : the official publication of the International Association of Financial Engineers
273
Journal of international financial markets, institutions & money
266
Journal of financial economics
259
Journal of international money and finance
259
Journal of risk and financial management : JRFM
253
Risks : open access journal
248
The European journal of finance
241
Computational economics
236
Working Paper
226
CESifo working papers
220
more ...
less ...
Source
All
ECONIS (ZBW)
63,842
RePEc
3,439
EconStor
1,580
USB Cologne (EcoSocSci)
442
USB Cologne (business full texts)
240
BASE
146
Other ZBW resources
115
OLC EcoSci
19
ArchiDok
3
more ...
less ...
Showing
91
-
100
of
69,826
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan
;
Cheng, Johnson T.-S.
;
Liu, Yu-Hong
; …
- In:
Fuzzy optimization and decision making : a journal of …
14
(
2015
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
Saved in:
92
Modeling electricity spot prices : combining mean reversion, spikes, and stochastic
volatility
Mayer, Klaus
;
Schmid, Thomas
;
Weber, Florian
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 292-315
Persistent link: https://www.econbiz.de/10010528197
Saved in:
93
Efficiently pricing double barrier derivatives in stochastic
volatility
models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
94
A closed-form solution for options with ambiguity about stochastic
volatility
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 125-159
Persistent link: https://www.econbiz.de/10010529639
Saved in:
95
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
96
Pricing European and American options in the Heston model with accelerated explicit finite differencing methods
O'Sullivan, Conall
;
O'Sullivan, Stephen
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009756043
Saved in:
97
Chi-square simulation of the CIR process and the Heston model
Malham, Simon J. A.
;
Wiese, Anke
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009756062
Saved in:
98
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
99
Valuation of power options under Heston’s stochastic
volatility
model
Kim, Jerim
;
Kim, Bara
;
Moon, Kyoung-sook
;
Wee, In-suk
- In:
Journal of economic dynamics & control
36
(
2012
)
11
,
pp. 1796-1813
Persistent link: https://www.econbiz.de/10009701929
Saved in:
100
Option pricing and hedging under a stochastic
volatility
Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
First
Prev
6
7
8
9
10
11
12
13
14
15
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->