//--> //--> //-->
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:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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_exact:"Estimation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
38
Schätzung
38
Theorie
22
Theory
22
Option pricing theory
17
Optionspreistheorie
17
USA
15
United States
15
Volatility
14
Börsenkurs
7
Share price
7
Derivat
6
Derivative
6
Hedging
6
Forecasting model
5
Großbritannien
5
Option trading
5
Optionsgeschäft
5
Prognoseverfahren
5
United Kingdom
5
Deutschland
4
Estimation theory
4
Germany
4
Schätztheorie
4
Yield curve
4
Zinsstruktur
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
1990-1994
2
Currency derivative
2
Exchange rate
2
more ...
less ...
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Engle, Robert F.
2
Rosenberg, Joshua V.
2
Arisoy, Yakup Eser
1
Białkowski, Je̜drzej
1
Burns, Patrick
1
Cumby, Robert
1
Feng, Shu
1
Figlewski, Stephen
1
Fu, Xi
1
Gesser, Vincent
1
Giot, Pierre
1
Harris, Richard D. F.
1
Hasbrouck, Joel
1
Jakubowski, Jacek
1
Lehnert, Thorsten
1
Li, Kai
1
Liu, Tianxiang
1
Mezrich, Joseph
1
Poncet, Patrice
1
Pu, Xiaoling
1
Shackleton, Mark B.
1
Shen, Jian
1
Taylor, James W.
1
Umutlu, Mehmet
1
Wu, Desheng Dash
1
Zhang, Yi
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Energy economics
153
Finance research letters
133
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
115
International review of financial analysis
104
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
Applied economics letters
77
NBER working paper series
77
Working paper
77
Applied financial economics
75
Research in international business and finance
74
NBER Working Paper
71
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
61
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of finance & economics : IJFE
48
The European journal of finance
48
International journal of forecasting
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
Quantitative finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
34
International journal of economics and finance
32
Journal of financial econometrics
32
International journal of economics and financial issues : IJEFI
31
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
14
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical examination of the relation between the option-implied volatility smile and heterogeneous beliefs
Feng, Shu
;
Pu, Xiaoling
;
Zhang, Yi
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011965383
Saved in:
2
New approach to estimating VIX truncation errors using corridor variance swaps
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10011968667
Saved in:
3
Option-implied volatility measures and stock return predictability
Fu, Xi
;
Arisoy, Yakup Eser
;
Shackleton, Mark B.
; …
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10011687331
Saved in:
4
Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
Saved in:
5
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
6
Estimation of VaR with bias-corrected forecasts of conditional volatility
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 10-20
Persistent link: https://www.econbiz.de/10002108829
Saved in:
7
Explaining smiles : GARCH option pricing with conditional leptokurtosis and skewness
Lehnert, Thorsten
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 27-39
Persistent link: https://www.econbiz.de/10001770062
Saved in:
8
Long-memory versus option-implied volatility predictions
Li, Kai
- In:
The journal of derivatives : the official publication …
9
(
2002
)
3
,
pp. 9-25
Persistent link: https://www.econbiz.de/10001708432
Saved in:
9
Implied volatility functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
Saved in:
10
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
11
A quantile regression approach to estimating the distribution of multiperiod returns
Taylor, James W.
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 64-78
Persistent link: https://www.econbiz.de/10001432473
Saved in:
12
Correlations and volatilities of asynchronous data
Burns, Patrick
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001246679
Saved in:
13
Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent
- In:
The journal of derivatives : the official publication …
5
(
1997
)
2
,
pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
Saved in:
14
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->