//--> //--> //--> //-->
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
Retain my current filters
subject:"Theorie"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and stochastics"
~language:"eng"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Volatility
176
Volatilität
176
Theory
81
Stochastic process
69
Stochastischer Prozess
69
Option pricing theory
51
Optionspreistheorie
51
Time series analysis
31
Zeitreihenanalyse
31
Capital income
27
Kapitaleinkommen
27
Estimation
23
Estimation theory
23
Schätztheorie
23
Börsenkurs
22
Schätzung
22
Share price
22
ARCH model
19
ARCH-Modell
19
Forecasting model
17
Prognoseverfahren
17
Martingal
15
Martingale
15
CAPM
10
Modellierung
10
Risiko
10
Risk
10
Scientific modelling
10
Stochastic volatility
10
Yield curve
10
Zinsstruktur
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Option trading
9
Optionsgeschäft
9
Portfolio selection
9
Portfolio-Management
9
Risikoprämie
8
Risk premium
8
more ...
less ...
Online availability
All
Free
39
Undetermined
6
Type of publication
All
Article
42
Book / Working Paper
39
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Arbeitspapier
39
Graue Literatur
39
Non-commercial literature
39
Working Paper
39
Language
All
English
Author
All
Santucci de Magistris, Paolo
5
Barndorff-Nielsen, Ole E.
4
Bollerslev, Tim
3
Carmona, René
3
Fukasawa, Masaaki
3
Hounyo, Ulrich
3
Lunde, Asger
3
Rossi, Eduardo
3
Todorov, Viktor
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Andersen, Leif B. G.
2
Andersen, Torben
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Fouque, Jean-Pierre
2
Hansen, Peter Reinhard
2
Leblanc, Boris
2
Meddahi, Nour
2
Nadtochiy, Sergey
2
Pakkanen, Mikko S.
2
Podolskij, Mark
2
Yor, Marc
2
Alòs, Elisa
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Antonelli, Fabio
1
Archakov, Ilya
1
Barski, Michał
1
Beißner, Patrick
1
Benhamou, Eric
1
Benth, Fred Espen
1
Benzoni, Luca
1
Björk, Tomas
1
Bolko, Anine E.
1
Cai, Jiatu
1
Carr, Peter
1
Christiansen, Charlotte
1
more ...
less ...
Published in...
All
CREATES research paper
Finance and stochastics
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
161
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Discussion paper / Centre for Economic Policy Research
78
Economic modelling
77
Finance research letters
77
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of economic dynamics & control
70
Working paper
67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
57
The review of financial studies
57
International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
Research paper series / Swiss Finance Institute
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
42
Journal of monetary economics
40
The journal of futures markets
39
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
5
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
6
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
7
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
8
A Black–Scholes inequality : applications and generalisations
Tehranchi, Michael R.
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012253338
Saved in:
9
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
10
Comparing predictive accuracy under long memory : with an application to volatility forecasting
Kruse, Robinson
;
Leschinski, Christian
;
Will, Michael
-
2016
Persistent link: https://www.econbiz.de/10011474820
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->