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Search: subject_exact:"Volatilität"
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Volatility
568
Volatilität
568
Option pricing theory
179
Optionspreistheorie
179
Theorie
159
Theory
159
Börsenkurs
134
Share price
134
Capital income
132
Kapitaleinkommen
132
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124
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124
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118
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116
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80
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65
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63
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57
Risikoprämie
51
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51
Derivat
50
Derivative
50
Time series analysis
50
Zeitreihenanalyse
50
Stochastic volatility
43
Welt
42
World
42
CAPM
40
Implied volatility
38
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34
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34
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4
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568
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Escobar, Marcos
6
Skiadopoulos, George
6
Alexander, Carol
5
Taylor, Stephen
5
Clements, Adam
4
Gatheral, Jim
4
Jiang, George J.
4
Prokopczuk, Marcel
4
Radoičić, Radoš
4
Sornette, Didier
4
Bayer, Christian
3
Branger, Nicole
3
Chang, Eric Chieh
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Christiansen, Charlotte
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Cui, Zhenyu
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Doran, James S.
3
Driessen, Joost
3
Faff, Robert W.
3
Felpel, Mike
3
Gençay, Ramazan
3
Horvath, Blanka Nora
3
Ignatieva, Ekaterina
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Konstantinidi, Eirini
3
Li, Junye
3
Lillo, Fabrizio
3
McWalter, Thomas A.
3
Peterson, David R.
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Wehrli, Alexander
3
Wese Simen, Chardin
3
Aguilar, Jean-Philippe
2
Ahmed, Shamim
2
Aitken, Michael J.
2
Alòs, Elisa
2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Baig, Ahmed S.
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Journal of banking & finance
Quantitative finance
Energy economics
642
Finance research letters
611
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
380
International review of economics & finance : IREF
367
The journal of futures markets
360
Economic modelling
339
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
283
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Working paper
258
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
Journal of risk and financial management : JRFM
197
Discussion paper / Tinbergen Institute
196
Journal of financial economics
184
CESifo working papers
171
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
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ECONIS (ZBW)
568
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1
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10
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568
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
5
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
6
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
7
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
8
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
9
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
10
VIX pricing in the rBergomi model under a regime switching change of measure
Guerreiro, Henrique
;
Guerra, João
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 721-738
Persistent link: https://www.econbiz.de/10014304326
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