//--> //--> //--> //-->
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 theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
938
Theory
938
USA
849
United States
848
Option pricing theory
525
Optionspreistheorie
525
Portfolio selection
395
Portfolio-Management
395
Börsenkurs
368
Share price
368
Volatilität
348
Stochastic process
333
Stochastischer Prozess
333
Capital income
290
Kapitaleinkommen
290
Derivat
228
Derivative
228
CAPM
203
Estimation
182
Schätzung
182
Yield curve
171
Zinsstruktur
171
Anlageverhalten
155
Behavioural finance
155
Hedging
155
Credit risk
147
Kreditrisiko
147
Option trading
142
Optionsgeschäft
142
Risk
126
Risiko
125
Welt
124
World
123
Aktienmarkt
113
Stock market
113
Ankündigungseffekt
97
Announcement effect
97
Investment Fund
97
Investmentfonds
97
more ...
less ...
Online availability
All
Undetermined
106
Free
3
Type of publication
All
Article
348
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
348
Conference paper
4
Konferenzbeitrag
4
Language
All
English
Author
All
Benth, Fred Espen
6
Brigo, Damiano
5
Jiang, George J.
5
Takahashi, Akihiko
5
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Bali, Turan G.
3
Carr, Peter
3
Chiarella, Carl
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Grzelak, Lech A.
3
Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Schoutens, Wim
3
Stivers, Christopher T.
3
Stoep, Anthonie W. van der
3
Vives, Josep
3
Zhang, Xiaoyan
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Avellaneda, Marco
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Chordia, Tarun
2
Christoffersen, Peter F.
2
Connolly, Robert A.
2
Cui, Zhenyu
2
Ederington, Louis H.
2
Ekström, Erik
2
Fabozzi, Frank J.
2
Feunou, Bruno
2
Fukasawa, Masaaki
2
Funahashi, Hideharu
2
Grasselli, Martino
2
Gulisashvili, Archil
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
255
Economics letters
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
222
Journal of risk and financial management : JRFM
197
Quantitative finance
185
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
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
161
The European journal of finance
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
116
Applied mathematical finance
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
110
Computational economics
106
Global finance journal
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Review of quantitative finance and accounting
103
more ...
less ...
Source
All
ECONIS (ZBW)
348
Showing
1
-
10
of
348
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
The only constant is change : nonconstant volatility and implied volatility spreads
Campbell, T. Colin
;
Gallmeyer, Michael F.
;
Petkevich, Alex
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 2190-2227
Persistent link: https://www.econbiz.de/10014365179
Saved in:
3
Synthetic options and implied volatility for the corporate bond market
Chen, Steven Shu-Hsiu
;
Doshi, Hitesh
;
Seo, Sang Byung
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
3
,
pp. 1295-1325
Persistent link: https://www.econbiz.de/10014309492
Saved in:
4
Crowding and tail risk in momentum returns
Barroso, Pedro
;
Edelen, Roger M.
;
Karehnke, Paul
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
4
,
pp. 1313-1342
Persistent link: https://www.econbiz.de/10013270306
Saved in:
5
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
6
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
7
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
8
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
9
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
Saved in:
10
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
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...
//-->