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~subject:"Volatilität"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of banking & finance"
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Volatilität
CAPM
449
Theorie
413
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413
Option pricing theory
338
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338
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160
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Branger, Nicole
5
Leippold, Markus
4
Lin, Yueh-neng
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3
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3
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Journal of economic dynamics & control
Journal of banking & finance
International journal of theoretical and applied finance
175
Quantitative finance
106
The journal of futures markets
84
Applied mathematical finance
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Finance research letters
71
Journal of financial economics
71
Journal of econometrics
65
The journal of computational finance
65
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
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Finance and stochastics
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International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
160
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1
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10
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160
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1
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:
2
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:
3
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:
4
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:
5
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
6
Asset
pricing
and extreme event risk : common factors in ILS fund returns
Braun, Alexander
;
Ben Ammar, Semir
;
Eling, Martin
- In:
Journal of banking & finance
102
(
2019
),
pp. 59-78
Persistent link: https://www.econbiz.de/10012162727
Saved in:
7
Market stability with machine learning agents
Georges, Christophre
;
Pereira, Javier
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012666119
Saved in:
8
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
9
Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
10
Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias
;
Kero, Afroditi
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
Saved in:
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