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:"Two-factor stochastic volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Börsenkurs
1
China
1
Component GARCH
1
Estimation
1
Estimation theory
1
Index derivative
1
Index futures
1
Index-Futures
1
Indexderivat
1
Joint estimations
1
Option pricing
1
Option trading
1
Optionsgeschäft
1
Risikoprämie
1
Risk premium
1
Rough volatility
1
S&P 500 index options
1
SSE 50 ETF options
1
Schätztheorie
1
Schätzung
1
Share price
1
Two-factor GARCH
1
Two-factor stochastic volatility
1
Two-factor stochastic volatility model
1
Variance risk premium
1
Variance-dependent pricing Kernel
1
Varianzanalyse
1
Volatility index options
1
non-affine models
1
option valuation
1
two-factor stochastic volatility
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Fan, Zheqi
1
Ghanbari, Hamed
1
Ruan, Xinfeng
1
Wang, Ling
1
Wong, Hoi Ying
1
Yan, Tingjin
1
Ye, Yifan
1
Yin, Jie
1
more ...
less ...
Published in...
All
Journal of banking and finance
1
Journal of empirical finance
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the implied volatility smirk in China : do non-affine
two-factor
stochastic
volatility
models work?
Ye, Yifan
;
Fan, Zheqi
;
Ruan, Xinfeng
- In:
The journal of futures markets
45
(
2025
)
6
,
pp. 612-636
Persistent link: https://www.econbiz.de/10015464832
Saved in:
2
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015179565
Saved in:
3
4/2 rough and smooth
Yan, Tingjin
;
Yin, Jie
;
Wang, Ling
;
Wong, Hoi Ying
- In:
Journal of banking and finance
181
(
2025
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015558972
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
