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~subject:"Option pricing theory"
~subject:"Stock market"
~subject:"Theorie"
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Option pricing theory
Stock market
Theorie
Volatilität
39,878
Volatility
38,846
Theory
9,669
Börsenkurs
9,204
Share price
9,067
Schätzung
8,376
Estimation
8,194
Kapitaleinkommen
6,928
Capital income
6,901
ARCH-Modell
6,241
ARCH model
6,171
Aktienmarkt
5,704
Welt
4,654
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4,581
World
4,570
Exchange rate
4,468
USA
4,189
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4,060
Optionspreistheorie
3,832
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3,810
Stochastic process
3,748
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3,690
Forecasting model
3,644
Zeitreihenanalyse
3,160
Time series analysis
3,084
Risk
2,452
Risiko
2,449
Ölpreis
2,260
Oil price
2,246
Spillover-Effekt
2,219
Spillover effect
2,192
Finanzmarkt
2,171
Financial market
2,113
Portfolio-Management
2,101
Portfolio selection
2,090
Konjunktur
1,864
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1,819
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6,805
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4,788
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8,118
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9,477
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Gupta, Rangan
90
Bollerslev, Tim
85
Diebold, Francis X.
83
McAleer, Michael
67
Caporale, Guglielmo Maria
59
Härdle, Wolfgang
57
Lux, Thomas
57
Andersen, Torben
52
Chiarella, Carl
49
Pierdzioch, Christian
49
Bekaert, Geert
48
Cui, Zhenyu
46
Koopman, Siem Jan
46
Christoffersen, Peter F.
40
Ma, Feng
40
Engle, Robert F.
37
Todorov, Viktor
37
Caporin, Massimiliano
35
Aizenman, Joshua
33
Spagnolo, Nicola
33
Carr, Peter
32
Hautsch, Nikolaus
32
Herwartz, Helmut
32
Bouri, Elie
31
Asai, Manabu
30
Christiansen, Charlotte
30
Fengler, Matthias R.
30
Ghysels, Eric
30
Kang, Sang Hoon
30
Schlag, Christian
30
Jacquier, Antoine (Jack)
29
Mensi, Walid
29
Branger, Nicole
28
Fabozzi, Frank J.
28
Demirer, Rıza
27
Hafner, Christian M.
27
Yu, Jun
27
Hammoudeh, Shawkat
26
McMillan, David G.
26
Andersen, Torben G.
25
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National Bureau of Economic Research
227
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Svenska Handelshögskolan <Helsinki>
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Chambre de commerce et d'industrie de Paris
6
Federal Reserve Bank of St. Louis
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Institute of Finance and Accounting <London>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of New York
4
Federal Reserve System / Division of Research and Statistics
4
Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of San Francisco
3
Institut für Weltwirtschaft
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
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Finance research letters
254
NBER working paper series
220
Journal of banking & finance
211
International journal of theoretical and applied finance
208
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
186
International review of financial analysis
177
Energy economics
173
The North American journal of economics and finance : a journal of financial economics studies
169
Journal of econometrics
165
International review of economics & finance : IREF
157
Economic modelling
156
Applied economics
150
Quantitative finance
150
Journal of empirical finance
132
The journal of futures markets
125
Economics letters
117
Journal of economic dynamics & control
109
Applied mathematical finance
106
Research in international business and finance
105
Journal of international financial markets, institutions & money
104
Discussion paper / Centre for Economic Policy Research
103
Journal of financial economics
103
Journal of risk and financial management : JRFM
103
Applied economics letters
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Applied financial economics
96
Discussion paper / Tinbergen Institute
96
The European journal of finance
92
Working paper
92
Journal of international money and finance
91
International journal of forecasting
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Computational economics
82
Pacific-Basin finance journal
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of forecasting
76
The journal of computational finance
73
Research paper series / Swiss Finance Institute
72
Finance and stochastics
70
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Source
All
ECONIS (ZBW)
17,863
EconStor
230
USB Cologne (EcoSocSci)
4
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang
;
Lang, Chunlin
;
Corbet, Shaen
;
Wang, Junchuan
- In:
Research in international business and finance
68
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
Saved in:
3
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
4
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
5
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
6
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
7
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
8
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
9
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
10
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model
El-Khatib, Youssef
;
Makumbe, Zororo S.
;
Vives, Josep
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014393433
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