//--> //--> //--> //-->
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:"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:"Stochastischer Prozess"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Stochastic process
31
Stochastischer Prozess
31
Volatility
18
Option pricing theory
15
Optionspreistheorie
15
Theorie
13
Theory
13
CAPM
9
Estimation
8
Schätzung
8
Risikoprämie
6
Risk premium
6
Stochastic volatility
6
Börsenkurs
5
Capital income
5
Kapitaleinkommen
5
Share price
5
USA
5
United States
5
Black-Scholes model
4
Black-Scholes-Modell
4
Option pricing
4
Yield curve
4
Zinsstruktur
4
Derivat
3
Derivative
3
Discounting
3
Diskontierung
3
Method of moments
3
Momentenmethode
3
Option trading
3
Optionsgeschäft
3
Portfolio selection
3
Portfolio-Management
3
Time series analysis
3
Zeitreihenanalyse
3
Analytical filtering
2
Compound Poisson jumps
2
Currency option
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Fusari, Nicola
2
Ornthanalai, Chayawat
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bandi, F. M.
1
Bates, David S.
1
Brandt, Michael W.
1
Campbell, John Y.
1
Chernov, Mikhail
1
Christensen, Kimberly
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
Corsi, Fulvio
1
Daniel, Kent
1
Filipović, Damir
1
Geske, Robert Leonard
1
Ghysels, Eric
1
Giglio, Stefano
1
Gourier, Elise
1
Jacobs, Kris
1
Kapadia, Nishad
1
Kimmel, Robert
1
La Vecchia, Davide
1
Leippold, Markus
1
Mancini, Loriano
1
Medvedev, Alexey
1
Mencía, Javier
1
Oomen, Roel C. A.
1
Podolskij, Mark
1
Polk, Christopher
1
Renò, Roberto
1
Santa-Clara, Pedro
1
Sağlam, Mehmet
1
Scaillet, Olivier
1
Sentana, Enrique
1
Strømberg, Jacob
1
Subrahmanyam, Avanidhar
1
Todorov, Viktor
1
Turley, Robert
1
Zekhnini, Morad
1
more ...
less ...
Published in...
All
Journal of financial economics
International journal of theoretical and applied finance
135
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Computational economics
48
Finance and stochastics
47
Journal of economic dynamics & control
47
Econometric reviews
44
European journal of operational research : EJOR
39
Finance research letters
39
Journal of mathematical finance
38
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of banking & finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Annals of finance
31
The journal of futures markets
31
Energy economics
30
Journal of empirical finance
30
Risks : open access journal
30
Research paper series / Swiss Finance Institute
29
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
Econometrics : open access journal
18
NBER working paper series
18
The European journal of finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
2
Do idiosyncratic jumps matter?
Kapadia, Nishad
;
Zekhnini, Morad
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
Saved in:
3
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 207-233
Persistent link: https://www.econbiz.de/10011971041
Saved in:
4
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
5
Price and volatility co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
6
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
7
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
8
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
9
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
10
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->