//--> //--> //--> //-->
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 business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~isPartOf:"Operations research letters"
~isPartOf:"Research paper series"
~subject:"Volatilität"
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_exact:"Bernoulli process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Stochastic process
280
Stochastischer Prozess
280
Theorie
166
Theory
166
Volatility
80
Mathematical programming
70
Mathematische Optimierung
70
Option pricing theory
38
Optionspreistheorie
38
Time series analysis
34
Zeitreihenanalyse
34
Estimation
33
Schätzung
33
Estimation theory
26
Schätztheorie
26
Stochastic volatility
23
Bayesian inference
22
Bayes-Statistik
21
Stochastic programming
20
Capital income
18
Forecasting model
18
Kapitaleinkommen
18
Prognoseverfahren
18
Statistical distribution
18
Statistische Verteilung
18
Markov chain
17
Markov-Kette
17
CAPM
16
Portfolio selection
15
Portfolio-Management
15
Sampling
15
Stichprobenerhebung
15
USA
14
United States
14
Probability theory
13
Wahrscheinlichkeitsrechnung
13
Queueing theory
12
Warteschlangentheorie
12
Börsenkurs
11
more ...
less ...
Online availability
All
Undetermined
38
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Language
All
English
80
Author
All
Todorov, Viktor
4
Chan, Joshua
3
Corsi, Fulvio
3
Tauchen, George Eugene
3
Casarin, Roberto
2
Clark, Todd E.
2
Fusari, Nicola
2
Ghysels, Eric
2
Koopman, Siem Jan
2
Li, Jia
2
Li, Wai Keung
2
Marcellino, Massimiliano
2
Mumtaz, Haroon
2
Ornthanalai, Chayawat
2
Podolskij, Mark
2
Renò, Roberto
2
Scharth, Marcel
2
So, Mike Ka-pui
2
Aguilar, Omar
1
Almeida, Caio
1
Andersen, Torben
1
Andersson, Jonas
1
Augustyniak, Maciej
1
Aït-Sahalia, Yacine
1
Bandi, F. M.
1
Bates, David S.
1
Bauwens, Luc
1
Berg, Andreas
1
Bertsche, Dominik
1
Bianchi, Daniele
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bos, Charles S.
1
Brandt, Michael W.
1
Braun, Robin
1
Cai, Ning
1
Campbell, John Y.
1
Carriero, Andrea
1
Catania, Leopoldo
1
Chao, Wan-ling
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
Operations research letters
Research paper series
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
84
Applied mathematical finance
61
Discussion paper / Tinbergen Institute
56
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
The journal of computational finance
49
Finance and stochastics
47
Computational economics
46
Journal of economic dynamics & control
46
Econometric reviews
44
Journal of mathematical finance
38
European journal of operational research : EJOR
37
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Finance research letters
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
30
Journal of empirical finance
29
Research paper series / Swiss Finance Institute
29
The journal of futures markets
29
Energy economics
28
Risks : open access journal
28
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Journal of risk and financial management : JRFM
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
20
Economic modelling
20
NBER working paper series
18
Econometrics : open access journal
17
The European journal of finance
17
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
2
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
3
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
4
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
5
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
6
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
7
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
8
Identification of structural vector autoregressions by stochastic volatility
Bertsche, Dominik
;
Braun, Robin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 328-341
Persistent link: https://www.econbiz.de/10012804115
Saved in:
9
A stochastic volatility model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
Saved in:
10
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->