//--> //--> //-->
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:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Volatility
8
Volatilität
8
Option pricing theory
3
Optionspreistheorie
3
Markov chain
2
Markov-Kette
2
Stochastic process
2
Stochastischer Prozess
2
ARCH model
1
ARCH-Modell
1
Black-Scholes model
1
Black-Scholes-Modell
1
Devisenmarkt
1
Economy of time
1
Entropie
1
Entropy
1
Estimation theory
1
Financial market
1
Finanzmarkt
1
Foreign exchange market
1
Incomplete market
1
Moral Hazard
1
Moral hazard
1
Nichtlineare Dynamik
1
Nonlinear dynamics
1
Schätztheorie
1
Time series analysis
1
Unvollkommener Markt
1
Zeitreihenanalyse
1
Zeitökonomie
1
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Government document
Konferenzbeitrag
Arbeitspapier
18
Working Paper
18
Graue Literatur
14
Non-commercial literature
14
Amtsdruckschrift
8
Language
All
English
8
Author
All
Gouriéroux, Christian
4
Ghysels, Eric
3
Jasiak, Joann
3
Bossaerts, Peter L.
1
Carrasco, Marine
1
Chen, Xiaohong
1
Garcia, René
1
Laurent, Jean-Paul
1
Leisen, Dietmar
1
Renault, Eric
1
Touzi, Nizar
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Working papers / OECD, Economics Department
7
Journal of Asian economics
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Agricultural finance review
4
Computational Management Science : CMS
4
Energy economics
4
European economy / Economic papers
4
International journal of theoretical and applied finance
4
Journal of monetary economics
4
OECD food, agriculture and fisheries papers
4
The European journal of finance
4
Economic research report
3
Emerging markets, finance and trade : EMFT
3
Open economies review
3
Quantitative finance
3
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
2
Arbeitspapier
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
2
Economic modelling
2
International journal of economics and financial issues : IJEFI
2
International review of economics & finance : IREF
2
Journal of economic interaction and coordination
2
Journal of international economics
2
Journal of international money and finance
2
Labour economics : official journal of the European Association of Labour Economists
2
OECD Economics Department working papers
2
OECD Food, Agriculture and Fisheries Papers
2
OECD trade policy papers
2
Proceedings of the 5th International Conference on Economic Management and Green Development
2
Rethinking the macroeconomics of resource-rich countries
2
Serie macroeconomía del desarrollo
2
The American economic review
2
The Cato journal : an interdisciplinary journal of public policy analysis
2
The Quarterly Journal of Finance : QJF
2
Working paper series
2
Austrian Economics 150 Years after Carl Menger : 10th International Conference The Austrian School in the 21st Century : papers presented on November 4th and 5th, 2021
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001380392
Saved in:
2
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
3
B-mixing and moment properties of various GARCH, stochastic volatility and ACD models
Carrasco, Marine
;
Chen, Xiaohong
-
1999
Persistent link: https://www.econbiz.de/10001421327
Saved in:
4
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
6
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
7
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
8
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->