//--> //--> //--> //-->
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
Pricing a specific equity inde...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
41,108
Volatilität
40,839
Theorie
21,963
Theory
21,443
Stochastischer Prozess
17,303
Stochastic process
16,857
Optionspreistheorie
14,848
Option pricing theory
14,387
Börsenkurs
11,066
Share price
10,876
Schätzung
10,203
Estimation
9,957
Kapitaleinkommen
8,119
Capital income
8,088
ARCH-Modell
6,889
Aktienmarkt
6,850
ARCH model
6,809
Stock market
6,764
USA
5,807
Aktienindex
5,650
United States
5,628
Stock index
5,522
Welt
5,360
World
5,257
Wechselkurs
4,876
Exchange rate
4,775
Portfolio-Management
4,722
Portfolio selection
4,688
Prognoseverfahren
4,610
Forecasting model
4,535
Zeitreihenanalyse
4,396
Time series analysis
4,277
Risk
3,806
Risiko
3,776
Derivat
3,476
Derivative
3,466
Optionsgeschäft
3,397
Option trading
3,373
CAPM
2,893
Finanzmarkt
2,724
more ...
less ...
Online availability
All
Free
25,824
Undetermined
18,176
Type of publication
All
Article
40,314
Book / Working Paper
31,485
Other
55
Journal
38
Database
1
Type of publication (narrower categories)
All
Article in journal
35,601
Aufsatz in Zeitschrift
35,601
Working Paper
11,867
Graue Literatur
11,076
Non-commercial literature
11,076
Arbeitspapier
10,605
Aufsatz im Buch
2,344
Book section
2,344
Hochschulschrift
1,570
Thesis
1,238
Collection of articles of several authors
343
Sammelwerk
343
Collection of articles written by one author
301
Sammlung
301
Lehrbuch
291
Textbook
267
Conference paper
220
Konferenzbeitrag
220
Article
211
Aufsatzsammlung
196
Bibliografie enthalten
162
Bibliography included
162
Dissertation u.a. Prüfungsschriften
162
Konferenzschrift
121
research-article
88
Forschungsbericht
83
Amtsdruckschrift
80
Government document
80
Systematic review
72
Übersichtsarbeit
72
Conference proceedings
57
Case study
42
Fallstudie
42
Handbook
42
Handbuch
42
Glossar enthalten
41
Glossary included
41
Reprint
32
Rezension
28
Bibliografie
26
more ...
less ...
Language
All
English
67,397
Undetermined
2,210
German
1,777
French
179
Spanish
178
Portuguese
54
Italian
40
Polish
29
Russian
20
Czech
15
Dutch
7
Romanian
7
Swedish
4
Danish
3
Croatian
3
Chinese
3
Finnish
2
Hungarian
2
Norwegian
2
Serbian
2
Bulgarian
1
Ancient Greek (to 1453)
1
Indonesian
1
Slovak
1
Not applicable
1
more ...
less ...
Author
All
McAleer, Michael
420
Gupta, Rangan
263
Caporale, Guglielmo Maria
231
Chang, Chia-Lin
159
Bollerslev, Tim
153
Härdle, Wolfgang
144
Diebold, Francis X.
125
Koopman, Siem Jan
124
Bouri, Elie
123
Pierdzioch, Christian
123
Madan, Dilip B.
122
Fabozzi, Frank J.
118
Phillips, Peter C. B.
116
Chiarella, Carl
115
Platen, Eckhard
109
Gil-Alaña, Luis A.
105
Spagnolo, Nicola
105
Andersen, Torben
103
Aizenman, Joshua
102
Engle, Robert F.
98
Ma, Feng
96
Lux, Thomas
91
Hammoudeh, Shawkat
89
Cui, Zhenyu
84
Hautsch, Nikolaus
84
Todorov, Viktor
82
Bekaert, Geert
81
Tiwari, Aviral Kumar
79
Kočenda, Evžen
78
Bahmani-Oskooee, Mohsen
77
Takahashi, Akihiko
77
Caporin, Massimiliano
75
Christoffersen, Peter F.
75
McMillan, David G.
75
Carr, Peter
74
Linton, Oliver
73
Prokopczuk, Marcel
72
Benth, Fred Espen
71
Buch, Claudia M.
71
Asai, Manabu
70
more ...
less ...
Institution
All
National Bureau of Economic Research
625
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
190
International Monetary Fund (IMF)
136
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
91
C.E.P.R. Discussion Papers
58
Institut für Schweizerisches Bankwesen <Zürich>
58
Centre for Analytical Finance <Århus>
48
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
36
International Monetary Fund
35
EconWPA
33
HAL
33
Ekonomiska forskningsinstitutet <Stockholm>
27
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
23
World Bank
21
National Centre of Competence in Research North South <Bern>
19
Springer Fachmedien Wiesbaden
19
Svenska Handelshögskolan <Helsinki>
19
Chambre de commerce et d'industrie de Paris
18
CESifo
17
Cowles Foundation for Research in Economics, Yale University
17
Reserve Bank of Australia
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
Federal Reserve Bank of St. Louis
16
Society for Computational Economics - SCE
16
Center for Economic Research <Tilburg>
15
European Association of Agricultural Economists - EAAE
14
European University Institute / Department of Economics
14
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
13
Department of Economics and Finance, College of Business and Economics
13
Internationaler Währungsfonds / Research Department
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Department of Economics, Oxford University
12
Inter-American Development Bank
12
Rodney L. White Center for Financial Research
12
School of Economics and Management, University of Aarhus
12
Tilburg University, Center for Economic Research
12
Tinbergen Instituut
12
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
11
Institute of Economic Research, Kyoto University
11
more ...
less ...
Published in...
All
European journal of operational research : EJOR
760
Finance research letters
754
Energy economics
742
International journal of theoretical and applied finance
677
NBER working paper series
604
The journal of futures markets
590
Journal of banking & finance
563
Working paper / National Bureau of Economic Research, Inc.
561
International review of financial analysis
505
Journal of econometrics
504
NBER Working Paper
504
Applied economics
458
Economic modelling
443
International review of economics & finance : IREF
436
The North American journal of economics and finance : a journal of financial economics studies
401
Finance and stochastics
391
Applied financial economics
370
Insurance / Mathematics & economics
365
Mathematical finance : an international journal of mathematics, statistics and financial theory
364
Economics letters
357
Applied economics letters
342
Quantitative finance
340
Journal of economic dynamics & control
338
Working paper
331
Journal of empirical finance
323
Research in international business and finance
318
Applied mathematical finance
312
Discussion paper / Tinbergen Institute
294
Discussion paper / Centre for Economic Policy Research
288
The journal of computational finance
282
Journal of international financial markets, institutions & money
278
Journal of risk and financial management : JRFM
267
Journal of financial economics
266
Journal of international money and finance
259
The European journal of finance
259
The journal of derivatives : the official publication of the International Association of Financial Engineers
257
Risks : open access journal
253
Computational economics
250
CESifo working papers
229
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
227
more ...
less ...
Source
All
ECONIS (ZBW)
66,868
RePEc
2,613
EconStor
1,490
USB Cologne (EcoSocSci)
447
USB Cologne (business full texts)
218
BASE
127
Other ZBW resources
104
OLC EcoSci
22
ArchiDok
4
more ...
less ...
Showing
1
-
10
of
71,893
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
2
A new class of discrete-time stochastic
volatility
model with correlated errors
Mukhoti, Sujay
;
Ranjan, Pritam
- In:
Applied economics
51
(
2019
)
3
,
pp. 259-277
Persistent link: https://www.econbiz.de/10012160495
Saved in:
3
Exact solution of a
martingale
stochastic
volatility
option problem and its empirical evaluation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10003543128
Saved in:
4
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
5
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
7
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
8
Shifting
martingale
measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
9
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
10
Generalized BN-S stochastic
volatility
model for option pricing
SenGupta, Indranil
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011455400
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...
//-->