//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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:"PRICING"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
CAPM
612
Theorie
498
Theory
498
Option pricing theory
374
Optionspreistheorie
374
Capital income
250
Kapitaleinkommen
250
Volatility
204
Portfolio selection
183
Portfolio-Management
183
Börsenkurs
182
Share price
182
Risk premium
175
Risikoprämie
174
Estimation
161
Schätzung
160
Risiko
96
Risk
96
Stochastic process
95
Stochastischer Prozess
95
Asset pricing
92
Option trading
92
Optionsgeschäft
92
USA
83
United States
83
Forecasting model
80
Prognoseverfahren
80
Derivat
74
Derivative
74
Anlageverhalten
64
Behavioural finance
64
Hedging
60
Aktienmarkt
59
Stock market
59
Yield curve
52
Zinsstruktur
52
ARCH model
49
ARCH-Modell
49
Preismanagement
48
more ...
less ...
Online availability
All
Undetermined
102
Type of publication
All
Article
204
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
204
Language
All
English
204
Author
All
Branger, Nicole
5
Leippold, Markus
4
Lin, Yueh-neng
4
Stentoft, Lars
4
Chang, Chien-hung
3
Cui, Zhenyu
3
Grasselli, Martino
3
Alexander, Carol
2
Andreou, Panayiotis C.
2
Bernales, Alejandro
2
Cai, Ning
2
Cheng, Jun
2
Chevapatrakul, Thanaset
2
Chung, Sung Gon
2
Duan, Jin-Chuan
2
Ederington, Louis H.
2
Elliott, Robert J.
2
Gkionis, Konstantinos
2
Gnoatto, Alessandro
2
Guan, Wei
2
Ibraimi, Meriton
2
Kagkadis, Anastasios
2
Kearney, Fearghal
2
Kim, Bara
2
Kim, Jerim
2
Kostakis, Alexandros
2
Li, Chenxu
2
Lian, Guanghua
2
Louis, Henock
2
Mele, Antonio
2
Muck, Matthias
2
Obayashi, Yoshiki
2
Philip, Dennis
2
Prokopczuk, Marcel
2
Rubio, Gonzalo
2
Shalen, Catherine T.
2
Skiadopoulos, George
2
Taamouti, Abderrahim
2
Vetzal, Kenneth R.
2
Violante, Francesco
2
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of economic dynamics & control
Journal of empirical finance
International journal of theoretical and applied finance
175
Quantitative finance
106
The journal of futures markets
84
Applied mathematical finance
83
Finance research letters
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
Journal of econometrics
65
The journal of computational finance
63
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
Finance and stochastics
47
International review of economics & finance : IREF
46
European journal of operational research : EJOR
45
Energy economics
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
38
International review of financial analysis
38
Journal of mathematical finance
37
Economic modelling
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Annals of finance
32
The European journal of finance
32
Applied economics
31
Review of quantitative finance and accounting
30
The journal of finance : the journal of the American Finance Association
29
The review of financial studies
29
Risks : open access journal
28
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Applied financial economics
23
Journal of financial and quantitative analysis : JFQA
22
Journal of financial markets
22
Asia-Pacific financial markets
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Economics letters
19
more ...
less ...
Source
All
ECONIS (ZBW)
204
Showing
1
-
10
of
204
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The
pricing
of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
2
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
3
Approximate arbitrage-free option
pricing
under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
4
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
5
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
6
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
7
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
8
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
9
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
10
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
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...
//-->