Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Stochastic volatility."
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
1,347
Volatility
1,306
Stochastischer Prozess
1,127
Stochastic process
1,095
Stochastic volatility
1,010
stochastic volatility
982
Optionspreistheorie
545
Option pricing theory
538
Theorie
509
Theory
475
Schätzung
409
Estimation
404
Zeitreihenanalyse
263
Time series analysis
252
Bayesian inference
249
Bayes-Statistik
239
Monte Carlo simulation
237
Monte-Carlo-Simulation
215
Prognoseverfahren
211
Stochastic Volatility
210
VAR-Modell
203
Forecasting model
202
Schätztheorie
197
VAR model
196
Estimation theory
193
ARCH-Modell
188
Markov chain
181
ARCH model
179
Markov-Kette
177
Derivat
154
Derivative
153
Optionsgeschäft
151
Option trading
149
Risiko
136
Risk
136
Stochastische Volatilität
130
Kapitaleinkommen
113
Capital income
110
Portfolio selection
109
Portfolio-Management
109
more ...
less ...
Online availability
All
Free
1,325
Undetermined
1,133
CC license
54
Type of publication
All
Article
1,537
Book / Working Paper
1,275
Other
10
Type of publication (narrower categories)
All
Article in journal
1,020
Aufsatz in Zeitschrift
1,020
Working Paper
524
Graue Literatur
344
Non-commercial literature
344
Arbeitspapier
319
Article
55
Aufsatz im Buch
18
Book section
18
Thesis
17
Hochschulschrift
16
research-article
8
Conference Paper
5
Collection of articles written by one author
4
Conference paper
4
Konferenzbeitrag
4
Sammlung
4
Aufsatzsammlung
3
Collection of articles of several authors
3
Sammelwerk
3
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,939
Undetermined
868
French
6
German
5
Spanish
3
Romanian
1
Author
All
McAleer, Michael
73
Asai, Manabu
54
Koopman, Siem Jan
53
Mumtaz, Haroon
51
Shephard, Neil
48
Bos, Charles S.
41
Clark, Todd E.
39
Huber, Florian
37
Carriero, Andrea
28
Marcellino, Massimiliano
28
Todorov, Viktor
28
Barndorff-Nielsen, Ole E.
26
Chiarella, Carl
23
Platen, Eckhard
23
Rodriguez, Gabriel
23
Escobar, Marcos
22
Karlsson, Sune
20
Mertens, Elmar
20
Alòs, Elisa
19
Nakajima, Jouchi
18
Theodoridis, Konstantinos
18
Österholm, Pär
18
Branger, Nicole
17
Tauchen, George
17
Bollerslev, Tim
16
Chan, Joshua
16
Ravazzolo, Francesco
16
Lord, Roger
15
Benati, Luca
14
Gupta, Rangan
14
Poon, Aubrey
14
Shin, Minchul
14
Martin, Gael M.
13
Nguyen, Hoang
13
Omori, Yasuhiro
13
Caporin, Massimiliano
12
Chang, Chia-Lin
12
Cross, Jamie
12
Hautsch, Nikolaus
12
Hou, Chenghan
12
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
44
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
Tinbergen Instituut
28
Finance Discipline Group, Business School
22
Tinbergen Institute
22
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
21
Department of Economics, Oxford University
20
Economics Group, Nuffield College, University of Oxford
17
Society for Computational Economics - SCE
17
C.E.P.R. Discussion Papers
16
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
14
EconWPA
13
Econometric Society
13
HAL
12
European Central Bank
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
10
Henley Business School, University of Reading
9
Duke University, Department of Economics
8
London School of Economics (LSE)
8
School of Economics and Finance, Queen Mary
8
Department of Econometrics and Business Statistics, Monash Business School
7
Department of Economics and Business, Universitat Pompeu Fabra
7
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
7
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
7
Université Paris-Dauphine (Paris IX)
7
Bank of England
6
Department of Economics and Finance, College of Business and Economics
6
Department of Economics, University of Pennsylvania
6
Département de Sciences Économiques, Université de Montréal
6
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
6
Institute for Monetary and Economic Studies, Bank of Japan
6
Institute of Economic Research, Hitotsubashi University
6
University of Bonn, Germany
6
Erasmus University Rotterdam, Econometric Institute
5
Institute of Economic Research, Kyoto University
5
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
4
Bank for International Settlements (BIS)
4
Departamento de Estadistica, Universidad Carlos III de Madrid
4
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
4
Institut für Weltwirtschaft (IfW)
4
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
65
Working Paper
51
International Journal of Theoretical and Applied Finance (IJTAF)
50
Tinbergen Institute Discussion Papers
50
CREATES Research Papers
44
Journal of econometrics
43
Quantitative finance
43
Discussion paper / Tinbergen Institute
42
MPRA Paper
39
Tinbergen Institute Discussion Paper
37
Quantitative Finance
29
Journal of economic dynamics & control
28
Finance and Stochastics
27
Finance research letters
26
Working paper
26
Physica A: Statistical Mechanics and its Applications
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Applied Mathematical Finance
23
Applied mathematical finance
22
CAMA working paper series
22
Energy economics
22
CIRANO Working Papers
21
Research Paper Series / Finance Discipline Group, Business School
21
Computational economics
20
Economics Series Working Papers / Department of Economics, Oxford University
20
Economics letters
20
Journal of banking & finance
20
The journal of computational finance
19
The journal of futures markets
19
ECB Working Paper
18
European journal of operational research : EJOR
18
Economics Papers / Economics Group, Nuffield College, University of Oxford
17
Finance and stochastics
17
Journal of Risk and Financial Management
17
Review of Derivatives Research
17
The North American journal of economics and finance : a journal of financial economics studies
17
CEPR Discussion Papers
16
Journal of mathematical finance
16
Journal of risk and financial management : JRFM
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
more ...
less ...
Source
All
ECONIS (ZBW)
1,421
RePEc
1,096
EconStor
266
BASE
30
Other ZBW resources
9
Showing
1,161
-
1,170
of
2,822
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1161
Comparison of the Korean and US stock markets using continuous-time
stochastic
volatility
models
Choi, Seungmoon
- In:
Han gug gae bal yeon gu
40
(
2018
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011954453
Saved in:
1162
Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition
Hua, Qiuling
;
Jiang, Tingfeng
;
Cheng, Zhang
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1501-1515
Persistent link: https://www.econbiz.de/10011913179
Saved in:
1163
VIX computation based on affine
stochastic
volatility
models in discrete time
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 141-164)
.
2018
Persistent link: https://www.econbiz.de/10011898628
Saved in:
1164
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
1165
The optimal investment problem in stochastic and local volatility models
Piterbarg, Vladimir V.
- In:
The journal of investment strategies
7
(
2018
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012001989
Saved in:
1166
Estimating
stochastic
volatility
with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
1167
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
1168
First-order asymptotics of path-dependent derivatives in multiscale
stochastic
volatility
environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
Saved in:
1169
A lattice-based model for evaluating bonds and interest-sensitive claims under
stochastic
volatility
Russo, Emilio
;
Staino, Alessandro
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011892605
Saved in:
1170
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
First
Prev
112
113
114
115
116
117
118
119
120
121
122
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
