//--> //--> //--> //-->
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
~subject:"Volatilität"
~isPartOf:"Review of quantitative finance and accounting"
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:"PRICING"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
CAPM
87
Option pricing theory
55
Optionspreistheorie
55
Theorie
52
Theory
52
Börsenkurs
47
Share price
47
Capital income
39
Kapitaleinkommen
39
Volatility
30
Estimation
28
Schätzung
28
Börsengang
25
Initial public offering
25
Emissionskurs
23
Offering price
23
USA
22
United States
22
Risikoprämie
20
Risk premium
20
Portfolio selection
18
Portfolio-Management
18
Option trading
17
Optionsgeschäft
17
Anlageverhalten
16
Behavioural finance
16
Risiko
15
Risk
15
Stochastic process
15
Stochastischer Prozess
15
Aktienmarkt
14
Stock market
14
Underpricing
11
ARCH model
9
ARCH-Modell
9
Aktienoption
9
Beta risk
9
Betafaktor
9
Black-Scholes model
9
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
30
Aufsatz in Zeitschrift
30
Language
All
English
30
Author
All
Lin, Shih-kuei
3
Chen, Ren-Raw
2
Kuo, I.-doun
2
Li, Bingxin
2
Palmon, Oded
2
Sokolinskiy, Oleg
2
Andreou, Panayiotis C.
1
Baek, In-Seok
1
Bakshi, Gurdip S.
1
Cao, Charles Q.
1
Cevik, Emrah Ismail
1
Chang, Chuang-chang
1
Charalambous, Chris
1
Chen, An-sing
1
Chen, Carl R.
1
Chen, Cathy Yi-Hsuan
1
Chen, Son-nan
1
Chen, Sonnan
1
Chiang, Mi-Hsiu
1
Chiang, Thomas C.
1
Chiu,Wan-chien
1
Chuang, Ming-Che
1
Costabile, Massimo
1
Dotsis, George
1
Grobys, Klaus
1
Gu, Jenny
1
Gu, Yuchi
1
He, Wei
1
Hilliard, Jitka
1
Hsu, Chih-Chen
1
Hur, Jungshik
1
Jones, Jeffrey S.
1
Jou, Yow-jen
1
Kabir, M. Humayun
1
Kenç, Turalay
1
Kim, In-joon
1
Kim, Sol
1
Leccadito, Arturo
1
Lee, Cheng F.
1
Lee, Yen-sheng
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
International journal of theoretical and applied finance
175
Journal of banking & finance
112
Quantitative finance
112
The journal of futures markets
91
Applied mathematical finance
85
Finance research letters
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of financial economics
71
The journal of computational finance
66
Journal of econometrics
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
International review of economics & finance : IREF
49
Journal of economic dynamics & control
49
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
48
Energy economics
47
European journal of operational research : EJOR
47
Finance and stochastics
47
Research paper series / Swiss Finance Institute
46
Journal of empirical finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
41
NBER Working Paper
39
International review of financial analysis
38
Economic modelling
37
Journal of mathematical finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
37
The European journal of finance
34
Annals of finance
33
Applied economics
32
Risks : open access journal
30
Swiss Finance Institute Research Paper
30
The journal of finance : the journal of the American Finance Association
30
The review of financial studies
30
Insurance / Mathematics & economics
27
Journal of risk and financial management : JRFM
26
Discussion paper / Tinbergen Institute
24
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property
Chen, Sonnan
;
Gu, Yuchi
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10012549807
Saved in:
2
The role of investor attention in idiosyncratic volatility puzzle and new results
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
Saved in:
3
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option
pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
4
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
5
Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
Saved in:
6
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
7
Option-implied filtering : evidence from the GARCH option
pricing
model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
8
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
9
Option
pricing
under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
10
Local volatility calibration during turbulent periods
Skindilias, Konstantinos
;
Lo, Chia Chun
- In:
Review of quantitative finance and accounting
44
(
2015
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10011327607
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->