//--> //--> //--> //-->
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
~isPartOf:"International journal of forecasting"
~isPartOf:"Quantitative finance"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
323
Volatilität
323
Forecasting model
147
Prognoseverfahren
147
Theorie
119
Theory
119
Option pricing theory
105
Optionspreistheorie
105
Stochastic process
97
Stochastischer Prozess
97
ARCH model
84
ARCH-Modell
84
Time series analysis
82
Zeitreihenanalyse
82
Estimation
80
Schätzung
79
Capital income
72
Kapitaleinkommen
72
Börsenkurs
57
Share price
57
Stochastic volatility
39
Realized volatility
30
Estimation theory
29
Schätztheorie
29
Aktienmarkt
25
Portfolio selection
25
Portfolio-Management
25
Statistical distribution
25
Statistische Verteilung
25
Stock market
25
Exchange rate
24
Markov chain
24
Markov-Kette
24
Option trading
24
Optionsgeschäft
24
Volatility forecasting
24
Wechselkurs
24
Derivat
23
Derivative
23
Risikomaß
23
more ...
less ...
Online availability
All
Undetermined
261
Free
19
Type of publication
All
Article
323
Type of publication (narrower categories)
All
Article in journal
323
Aufsatz in Zeitschrift
323
Conference paper
3
Konferenzbeitrag
3
Language
All
English
323
Author
All
Clements, Adam
4
Escobar, Marcos
4
Gallo, Giampiero M.
4
Gerlach, Richard
4
Izzeldin, Marwan
4
Ma, Feng
4
Sornette, Didier
4
Wang, Yudong
4
Bayer, Christian
3
Felpel, Mike
3
Gatheral, Jim
3
González-Rivera, Gloria
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Lillo, Fabrizio
3
Liu, Xiaoquan
3
Lucas, André
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
Storti, Giuseppe
3
Taylor, James W.
3
Taylor, Nicholas
3
Wehrli, Alexander
3
Zhang, Yaojie
3
Aguilar, Jean-Philippe
2
Ahmed, Shamim
2
Alexander, Carol
2
Alòs, Elisa
2
Arroyo, Javier
2
Bauwens, Luc
2
Becker, Ralf
2
Bekierman, Jeremias
2
Bellini, Fabio
2
Bormetti, Giacomo
2
Catania, Leopoldo
2
Chan, Joshua
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
more ...
less ...
Published in...
All
International journal of forecasting
Quantitative finance
Energy economics
598
Finance research letters
514
NBER working paper series
482
Working paper / National Bureau of Economic Research, Inc.
467
NBER Working Paper
416
International review of financial analysis
398
Applied economics
377
Journal of banking & finance
375
The journal of futures markets
345
International review of economics & finance : IREF
343
Economic modelling
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
261
Applied economics letters
258
Research in international business and finance
255
Economics letters
246
International journal of theoretical and applied finance
245
Working paper
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
236
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
MPRA Paper
171
CESifo working papers
170
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
146
International journal of finance & economics : IJFE
141
Journal of forecasting
131
The review of financial studies
125
more ...
less ...
Source
All
ECONIS (ZBW)
323
Showing
1
-
10
of
323
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
2
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
3
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
4
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
5
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
Saved in:
6
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
8
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
9
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
10
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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...
//-->