//--> //--> //--> //-->
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 financial economics"
~subject:"Option pricing theory"
~subject:"Risiko"
~subject:"Stochastic process"
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:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Risiko
Stochastic process
Volatility
184
Volatilität
184
Capital income
82
Kapitaleinkommen
82
Börsenkurs
74
Share price
74
Theorie
71
Theory
71
CAPM
44
Risikoprämie
42
Risk premium
42
Estimation
37
Schätzung
37
USA
35
United States
35
Risk
27
Optionspreistheorie
26
Portfolio selection
26
Portfolio-Management
26
Forecasting model
21
Prognoseverfahren
21
Stochastischer Prozess
18
Aktienmarkt
17
Stock market
17
Yield curve
15
Zinsstruktur
15
Financial market
13
Finanzmarkt
13
Time series analysis
13
Welt
13
World
13
Zeitreihenanalyse
13
Ankündigungseffekt
12
Anlageverhalten
12
Announcement effect
12
Behavioural finance
12
Option trading
12
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
57
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
57
Author
All
Christoffersen, Peter F.
4
Jacobs, Kris
3
Ornthanalai, Chayawat
3
Bai, Jennie
2
Bali, Turan G.
2
Bollerslev, Tim
2
Chung, Kee H.
2
Collin-Dufresne, Pierre
2
Fusari, Nicola
2
Giglio, Stefano
2
Goldstein, Robert S.
2
Kelly, Bryan T.
2
Muravyev, Dmitriy
2
Pan, Jun
2
Todorov, Viktor
2
Agarwal, Vikas
1
Andersen, Torben
1
Ang, Andrew
1
Arisoy, Yakup Eser
1
Aït-Sahalia, Yacine
1
Bandi, F. M.
1
Barinov, Alexander
1
Bartov, Eli
1
Bates, David S.
1
Bekaert, Geert
1
Benzoni, Luca
1
Berrada, Tony
1
Białkowski, Je̜drzej
1
Bodnar, Gordon M.
1
Brandt, Michael W.
1
Broussard, John Paul
1
Campbell, John Y.
1
Carr, Peter
1
Chang, Bo Young
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
1
Chen, Zhanhui
1
Chernov, Mikhail
1
Christensen, Kimberly
1
Chuwonganant, Chairat
1
more ...
less ...
Published in...
All
Journal of financial economics
International journal of theoretical and applied finance
183
Finance research letters
158
Quantitative finance
132
Journal of econometrics
125
Journal of banking & finance
110
Energy economics
108
Applied mathematical finance
91
The journal of futures markets
90
The North American journal of economics and finance : a journal of financial economics studies
85
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
International review of financial analysis
73
The journal of computational finance
71
Discussion paper / Tinbergen Institute
67
International review of economics & finance : IREF
67
Applied economics
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of economic dynamics & control
64
Journal of empirical finance
63
Working paper
63
Economic modelling
62
Finance and stochastics
61
Computational economics
57
NBER working paper series
55
Review of derivatives research
54
Economics letters
52
International journal of financial engineering
52
European journal of operational research : EJOR
48
Risks : open access journal
48
Journal of mathematical finance
47
Econometric reviews
46
Working paper / National Bureau of Economic Research, Inc.
46
Research paper series / Swiss Finance Institute
45
Journal of risk and financial management : JRFM
43
The European journal of finance
42
NBER Working Paper
41
Annals of finance
40
Insurance / Mathematics & economics
40
Applied economics letters
39
Research in international business and finance
38
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
High policy uncertainty and low implied market volatility : an academic puzzle?
Białkowski, Je̜drzej
;
Dang, Huong
;
Wei, Xiaopeng
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1185-1208
Persistent link: https://www.econbiz.de/10013402157
Saved in:
4
The pass-through of uncertainty shocks to households
Di Maggio, Marco
;
Kermani, Amir
;
Ramcharan, Rodney
; …
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10013473706
Saved in:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
6
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
7
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
8
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
9
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
10
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->