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:"Volatility Model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
186
Volatility
180
Stochastic process
145
Stochastischer Prozess
145
Stochastic volatility
130
Stochastische Volatilität
128
Optionspreistheorie
111
Option pricing theory
110
Theorie
88
Theory
86
Stochastic volatility model
66
ARCH-Modell
50
ARCH model
47
Prognoseverfahren
46
Forecasting model
44
Estimation
41
stochastic volatility model
41
Schätzung
40
Monte Carlo simulation
38
Monte-Carlo-Simulation
38
Bayesian inference
31
Zeitreihenanalyse
31
Time series analysis
30
Derivat
29
Derivative
29
Bayes-Statistik
28
Schätztheorie
27
Black-Scholes model
26
Black-Scholes-Modell
26
Estimation theory
26
Option trading
24
Optionsgeschäft
24
Markov chain
22
Börsenkurs
21
Markov-Kette
21
Welt
21
World
21
USA
20
United States
20
Risiko
19
more ...
less ...
Online availability
All
Free
175
Undetermined
163
CC license
5
Type of publication
All
Article
244
Book / Working Paper
177
Other
2
Type of publication (narrower categories)
All
Article in journal
173
Aufsatz in Zeitschrift
173
Working Paper
86
Graue Literatur
79
Non-commercial literature
79
Arbeitspapier
69
Hochschulschrift
11
Article
9
Aufsatz im Buch
6
Book section
6
Thesis
5
Collection of articles written by one author
4
Sammlung
4
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
331
Undetermined
87
German
5
Author
All
McAleer, Michael
17
Clark, Todd E.
15
Huber, Florian
14
Koopman, Siem Jan
13
Asai, Manabu
11
Jungbacker, Borus
10
Kaufmann, Daniel
10
Mertens, Elmar
9
Teräsvirta, Timo
9
Escobar, Marcos
8
McCracken, Michael W.
8
Peiris, Shelton
8
Silvennoinen, Annastiina
8
Carriero, Andrea
7
Marcellino, Massimiliano
7
Aastveit, Knut Are
6
Chiarella, Carl
6
Kobayashi, Masahito
6
Xu, Dinghai
6
Chang, Chia-Lin
5
Neto, David
5
Platen, Eckhard
5
Sardy, Sylvain
5
Takahashi, Akihiko
5
Alòs, Elisa
4
Chan, Jiun Hong
4
Chan, Leunglung
4
Crespo Cuaresma, Jesús
4
Febrian, Erie
4
Funahashi, Hideharu
4
Grasselli, Martino
4
Herwany, Aldrin
4
Hol, Eugenie
4
Joshi, Mark S.
4
Li, Minqiang
4
Spokoiny, Vladimir G.
4
Baldeaux, Jan
3
Breitung, Jörg
3
Caporin, Massimiliano
3
Chen, Jinghui
3
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
Society for Computational Economics - SCE
3
Tinbergen Institute
3
Tinbergen Instituut
3
Université Paris-Dauphine (Paris IX)
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Economics and Development Studies, Fakultas Ekonomi
2
Departemen Manajemen dan Bisnis, Fakultas Ekonomi
2
Econometric Society
2
Finance Discipline Group, Business School
2
HAL
2
Institut d'Economie et Econométrie, Université de Genève
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Banca d'Italia
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, University of Victoria
1
Department of Economics, University of Waterloo
1
EconWPA
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Frankfurt School of Finance and Management
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Institute of Economic Research, Kyoto University
1
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
National Bureau of Economic Research
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Technische Universität Dresden
1
Universität Trier
1
Université Paris-Dauphine
1
Wirtschaftswissenschaftliches Zentrum, Universität Basel
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
24
The journal of futures markets
11
Quantitative finance
10
Discussion paper / Tinbergen Institute
8
International Journal of Theoretical and Applied Finance (IJTAF)
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Department of Economics working paper
6
Econometric Institute research papers
6
International journal of financial engineering
6
Tinbergen Institute Discussion Papers
6
European journal of operational research : EJOR
5
Journal of econometrics
5
Review of Derivatives Research
5
SSE/EFI Working Paper Series in Economics and Finance
5
CREATES Research Papers
4
Discussion paper / Centre for Economic Policy Research
4
Finance research letters
4
Journal of Risk and Financial Management
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
Physica A: Statistical Mechanics and its Applications
4
Tinbergen Institute Discussion Paper
4
Applied Mathematical Finance
3
Applied mathematical finance
3
CORE discussion papers : DP
3
Computational Statistics & Data Analysis
3
Discussion Paper
3
Economics Papers from University Paris Dauphine
3
Energy economics
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and Stochastics
3
Finance and stochastics
3
Journal of risk
3
MPRA Paper
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working paper
3
Applied Econometrics
2
Asia-Pacific journal of risk and insurance : APJRI
2
CESifo working papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
282
RePEc
109
EconStor
26
BASE
5
Other ZBW resources
1
Showing
211
-
220
of
423
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
211
Impact of ethical screening on risk and returns : The case of constructed Moroccan Islamic stock indices
Bousalam, Issam
;
Hamzaoui, Moustapha
- In:
Journal of Financial Regulation and Compliance
24
(
2016
)
3
,
pp. 268-291
using Shariah screening methodologies for which the volatility is modeled using an EGARCH(1,1) dynamic
volatility
model
. …
Persistent link: https://www.econbiz.de/10014870615
Saved in:
212
Uncertain volatility derivative model based on the polynomial chaos
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011543102
Saved in:
213
How crashes develop : intradaily volatility and crash evolution
Bates, David S.
-
2016
Persistent link: https://www.econbiz.de/10011451109
Saved in:
214
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011521697
Saved in:
215
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
216
On moment non-explosions for Wishart-based stochastic volatility models
Fonseca, José da
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 889-894
Persistent link: https://www.econbiz.de/10011521879
Saved in:
217
On calibration of stochastic and fractional stochastic volatility models
Mrázek, Milan
;
Pospíšil, Jan
;
Sobotka, Tomáš
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 1036-1046
Persistent link: https://www.econbiz.de/10011522408
Saved in:
218
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
219
Stochastic volatility modeling
Bergomi, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011413975
Saved in:
220
On the Bayesian risk evaluation of minimum guarantees in variable annuities
Byoung Hark Yoo
;
Ko, Bangwon
;
Kwon, Hyuk-Sung
- In:
Asia-Pacific journal of risk and insurance : APJRI
10
(
2016
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10011410497
Saved in:
First
Prev
17
18
19
20
21
22
23
24
25
26
27
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
