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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
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Schätzung
Volatility
Theorie
2,813
Theory
2,813
USA
2,053
United States
2,053
Option pricing theory
471
Optionspreistheorie
471
Estimation
345
Stochastic process
331
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331
Volatilität
297
Welt
276
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276
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272
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272
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Benth, Fred Espen
6
Brigo, Damiano
5
Gorodnichenko, Yuriy
5
Pistaferri, Luigi
5
Takahashi, Akihiko
5
Chang, Yongsung
4
Chetty, Raj
4
Fang, Hanming
4
Friedman, John N
4
Jaimovich, Nir
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Rubio-Ramírez, Juan Francisco
4
Schorfheide, Frank
4
Schoutens, Wim
4
Trefler, Daniel
4
Alesina, Alberto
3
Angrist, Joshua D.
3
Beaudry, Paul
3
Bils, Mark
3
Card, David E.
3
Chiarella, Carl
3
Coibion, Olivier
3
Engel, Charles
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Fouque, Jean-Pierre
3
Gatheral, Jim
3
Gong, Qing
3
Grzelak, Lech A.
3
Guerrón-Quintana, Pablo A.
3
Kim, Sun-bin
3
Kurmann, André
3
Liu, Rui Hua
3
Lubik, Thomas A.
3
Oosterlee, Cornelis W.
3
Otrok, Christopher M.
3
Radoičić, Radoš
3
Rockoff, Jonah E.
3
Rose, Andrew
3
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International journal of theoretical and applied finance
The American economic review
Applied economics
1,995
Applied economics letters
1,335
Economic modelling
1,041
Energy economics
934
Economics letters
867
Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
726
International review of economics & finance : IREF
708
Journal of econometrics
677
Applied financial economics
632
International review of financial analysis
619
Journal of international money and finance
603
The North American journal of economics and finance : a journal of financial economics studies
535
The journal of futures markets
472
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Journal of empirical finance
432
Journal of international financial markets, institutions & money
414
Research in international business and finance
413
Journal of applied econometrics
409
Journal of financial economics
395
The empirical economics letters : a monthly international journal of economics
353
Journal of economic dynamics & control
350
International journal of finance & economics : IJFE
336
Journal of risk and financial management : JRFM
328
The review of economics and statistics
328
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
325
International journal of economics and finance
321
International journal of economics and financial issues : IJEFI
321
Journal of macroeconomics
315
Labour economics : official journal of the European Association of Labour Economists
315
International Journal of Energy Economics and Policy : IJEEP
314
European economic review : EER
304
The European journal of finance
299
The journal of finance : the journal of the American Finance Association
298
International journal of forecasting
273
Cogent economics & finance
272
Pacific-Basin finance journal
270
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ECONIS (ZBW)
625
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1
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10
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625
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1
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
7
Replication scheme for the pricing of European options
Funahashi, Hideharu
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012652628
Saved in:
8
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
9
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
10
Approximating expected value of an option with non-Lipschitz payoff in fractional Heston-type model
Mišura, Julija S.
;
Yurchenko-Tytarenko, Anton
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012496732
Saved in:
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