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
Discrete-Time Variance-Optimal...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optionspreistheorie
14,846
Option pricing theory
14,385
Volatilität
10,659
ARCH-Modell
10,625
Volatility
10,535
ARCH model
10,444
Hedging
10,266
Theorie
9,488
Theory
9,226
Schätzung
4,268
Derivat
4,214
Derivative
4,206
Estimation
4,194
Stochastischer Prozess
3,829
Stochastic process
3,764
Portfolio-Management
3,748
Portfolio selection
3,719
Kapitaleinkommen
3,253
Capital income
3,241
Optionsgeschäft
3,159
Option trading
3,133
Börsenkurs
3,085
Share price
3,036
USA
2,523
United States
2,454
Aktienmarkt
2,360
Stock market
2,343
Prognoseverfahren
2,276
Forecasting model
2,243
Zeitreihenanalyse
2,073
Risikomanagement
2,028
Time series analysis
2,026
Risk management
2,004
Risiko
1,933
Risk
1,933
Welt
1,666
World
1,649
CAPM
1,569
Schätztheorie
1,507
Estimation theory
1,488
more ...
less ...
Online availability
All
Free
11,118
Undetermined
8,045
Type of publication
All
Article
20,060
Book / Working Paper
14,429
Journal
22
Other
17
Type of publication (narrower categories)
All
Article in journal
18,221
Aufsatz in Zeitschrift
18,221
Working Paper
4,762
Graue Literatur
4,577
Non-commercial literature
4,577
Arbeitspapier
4,280
Aufsatz im Buch
1,115
Book section
1,115
Hochschulschrift
992
Thesis
792
Lehrbuch
219
Collection of articles of several authors
209
Sammelwerk
209
Textbook
204
Collection of articles written by one author
153
Sammlung
153
Dissertation u.a. Prüfungsschriften
138
Bibliografie enthalten
137
Bibliography included
137
Aufsatzsammlung
110
Conference paper
98
Konferenzbeitrag
98
research-article
87
Forschungsbericht
55
Glossar enthalten
52
Glossary included
52
Konferenzschrift
50
Article
49
Handbook
43
Handbuch
43
Systematic review
36
Übersichtsarbeit
36
Amtsdruckschrift
32
Government document
32
Case study
29
Fallstudie
29
Conference proceedings
28
Bibliografie
21
Reprint
21
Mehrbändiges Werk
19
more ...
less ...
Language
All
English
32,298
German
1,157
Undetermined
893
French
74
Spanish
61
Italian
23
Portuguese
15
Polish
9
Dutch
7
Czech
4
Russian
4
Swedish
4
Finnish
3
Hungarian
2
Afrikaans
1
Bulgarian
1
Danish
1
Modern Greek (1453-)
1
Croatian
1
Multiple languages
1
Norwegian
1
Romanian
1
Turkish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
261
Broll, Udo
227
Madan, Dilip B.
103
Chang, Chia-Lin
99
Fabozzi, Frank J.
97
Engle, Robert F.
94
Lien, Da-hsiang Donald
91
Härdle, Wolfgang
90
Gupta, Rangan
89
Wahl, Jack E.
86
Hafner, Christian M.
77
Cui, Zhenyu
75
Kit, Pong Wong
71
Caporale, Guglielmo Maria
70
Carr, Peter
67
Joshi, Mark S.
66
Takahashi, Akihiko
66
Bouri, Elie
65
Ma, Feng
65
Bauwens, Luc
64
Alexander, Carol
62
Chiarella, Carl
62
Schoutens, Wim
62
Teräsvirta, Timo
62
Hammoudeh, Shawkat
61
Caporin, Massimiliano
58
Lee, Cheng F.
58
Platen, Eckhard
55
Stentoft, Lars
55
Alghalith, Moawia
52
Elliott, Robert J.
52
Benth, Fred Espen
51
Jacobs, Kris
51
Conrad, Christian
50
Kang, Sang Hoon
50
Christoffersen, Peter F.
49
Karanasos, Menelaos
49
Korn, Olaf
47
Herwartz, Helmut
45
Hull, John
45
more ...
less ...
Institution
All
International Monetary Fund (IMF)
254
National Bureau of Economic Research
143
International Monetary Fund
83
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
43
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
37
Centre for Analytical Finance <Århus>
36
Ekonomiska forskningsinstitutet <Stockholm>
25
C.E.P.R. Discussion Papers
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
EconWPA
16
Institut für Schweizerisches Bankwesen <Zürich>
16
Center for Economic Research <Tilburg>
15
University of Bonn, Germany
14
Chambre de commerce et d'industrie de Paris
12
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
12
Svenska Handelshögskolan <Helsinki>
12
Université Paris-Dauphine (Paris IX)
11
Econometrisch Instituut <Rotterdam>
9
Tilburg University, Center for Economic Research
9
Agricultural and Applied Economics Association - AAEA
8
Institute of Finance and Accounting <London>
8
National Centre of Competence in Research - Financial Valuation and Risk Management
8
Springer Fachmedien Wiesbaden
8
University of Canterbury / Dept. of Economics and Finance
8
Deutsche Forschungsgemeinschaft
7
European Association of Agricultural Economists - EAAE
7
Henley Business School, University of Reading
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
Verlag Dr. Kovač
7
Finance Discipline Group, Business School
6
Instituto Valenciano de Investigaciones Económicas
6
International Accounting Standards Board
6
International Center for Financial Asset Management and Engineering
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
World Bank
6
Bonn Graduate School of Economics
5
Center for Financial Studies
5
more ...
less ...
Published in...
All
The journal of futures markets
601
International journal of theoretical and applied finance
529
Energy economics
429
Finance research letters
416
Journal of banking & finance
393
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
Applied mathematical finance
271
Finance and stochastics
263
The journal of computational finance
261
International review of financial analysis
258
Applied economics
244
Economic modelling
240
International review of economics & finance : IREF
240
Quantitative finance
238
The North American journal of economics and finance : a journal of financial economics studies
235
The journal of derivatives : the official publication of the International Association of Financial Engineers
233
Journal of econometrics
214
Insurance / Mathematics & economics
195
Journal of empirical finance
191
Journal of economic dynamics & control
188
The European journal of finance
188
Review of derivatives research
186
European journal of operational research : EJOR
180
Research in international business and finance
174
Economics letters
171
Applied financial economics
168
IMF Working Papers
164
Computational economics
161
Journal of risk and financial management : JRFM
160
Risks : open access journal
155
Discussion paper / Tinbergen Institute
153
Journal of financial economics
153
Journal of international financial markets, institutions & money
147
NBER working paper series
138
Journal of mathematical finance
137
Research paper series / Swiss Finance Institute
134
Applied economics letters
131
Working paper
131
International journal of financial engineering
129
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
127
more ...
less ...
Source
All
ECONIS (ZBW)
32,329
RePEc
1,029
EconStor
540
USB Cologne (EcoSocSci)
310
Other ZBW resources
137
USB Cologne (business full texts)
110
BASE
61
OLC EcoSci
10
ArchiDok
2
more ...
less ...
Showing
1
-
10
of
34,528
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Futures
hedging
with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
2
Improving the option pricing performance of GARCH models in inefficient market
Lahouel, Noureddine
;
Hellara, Slaheddine
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 14-25
Persistent link: https://www.econbiz.de/10012303053
Saved in:
3
Comparing some alternative Lévy base correlation models for pricing and
hedging
CDO tranches
Masol, Viktoriya
;
Schoutens, Wim
-
2008
Persistent link: https://www.econbiz.de/10003709746
Saved in:
4
A critical view on temperature modelling for application in weather derivatives markets
Saltyte Benth, Jurate
;
Benth, Fred Espen
- In:
Energy economics
34
(
2012
)
2
,
pp. 592-602
Persistent link: https://www.econbiz.de/10009618677
Saved in:
5
Quadratic
hedging
schemes for non-Gaussian GARCH models
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 13-32
Persistent link: https://www.econbiz.de/10010426624
Saved in:
6
An empirical investigation of the GARCH option pricing model :
hedging
performance
Yung, Haynes H. M.
;
Zhang, Hua
- In:
The journal of futures markets
23
(
2003
)
12
,
pp. 1191-1207
Persistent link: https://www.econbiz.de/10001828529
Saved in:
7
Essays on financial models
Amilon, Henrik
-
2000
Persistent link: https://www.econbiz.de/10001534304
Saved in:
8
A note on
hedging
in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
9
Delta
hedging
bei stochastischer Volatilität in diskreter Zeit
Geyer, Alois
;
Schwaiger, Walter S. A.
- In:
Financial markets and portfolio management
15
(
2001
)
1
,
pp. 94-103
Persistent link: https://www.econbiz.de/10001683897
Saved in:
10
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
