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Search: subject_exact:"Heston model"
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Subject
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Stochastic volatility
167
Heston model
142
Stochastische Volatilität
141
Stochastischer Prozess
108
Optionspreistheorie
105
Stochastic process
105
Volatilität
104
Option pricing theory
103
Volatility
99
Theorie
58
Theory
56
Forecasting model
31
Monte Carlo simulation
31
Prognoseverfahren
31
Monte-Carlo-Simulation
27
stochastic volatility
22
VAR model
20
VAR-Modell
20
Option trading
19
Optionsgeschäft
19
Bayesian inference
18
Bayes-Statistik
17
Economic forecast
17
USA
17
United States
17
Welt
17
Wirtschaftsprognose
17
World
17
Derivat
16
Derivative
16
Schätzung
16
Capital market returns
15
Estimation
15
Kapitalmarktrendite
15
Markov chain
14
Markov-Kette
14
ARCH model
13
ARCH-Modell
13
Black-Scholes model
13
Black-Scholes-Modell
13
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Online availability
All
Free
122
Undetermined
114
Type of publication
All
Article
169
Book / Working Paper
129
Type of publication (narrower categories)
All
Article in journal
118
Aufsatz in Zeitschrift
118
Graue Literatur
70
Non-commercial literature
70
Working Paper
69
Arbeitspapier
62
Hochschulschrift
11
Aufsatz im Buch
6
Book section
6
Article
5
Collection of articles written by one author
4
Sammlung
4
Thesis
4
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
245
Undetermined
50
German
3
Author
All
McAleer, Michael
17
Clark, Todd E.
14
Asai, Manabu
13
Huber, Florian
12
Wystup, Uwe
9
Detlefsen, Kai
8
McCracken, Michael W.
8
Mertens, Elmar
8
Chang, Chia-Lin
7
Diebold, Francis X.
7
Schorfheide, Frank
7
Shin, Minchul
7
Aastveit, Knut Are
6
Carriero, Andrea
6
Chiarella, Carl
6
Crespo Cuaresma, Jesús
6
Griebsch, Susanne
6
Peiris, Shelton
6
Alòs, Elisa
5
Janek, Agnieszka
5
Kluge, Tino
5
Chen, Jinghui
4
Cui, Zhenyu
4
Härdle, Wolfgang
4
Härdle, Wolfgang Karl
4
Jacquier, Antoine
4
Kang, Boda
4
Kobayashi, Masahito
4
Marcellino, Massimiliano
4
Mickel, Annalena
4
Neuenkirch, Andreas
4
Bernard, Carole
3
Doppelhofer, Gernot
3
Ehrhardt, Matthias
3
Feldkircher, Martin
3
Forde, Martin
3
Günther, Michael
3
Li, Jiang-Cheng
3
Onorante, Luca
3
Platen, Eckhard
3
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Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
5
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Department of Economics and Business, Universitat Pompeu Fabra
3
Finance Discipline Group, Business School
2
National Bureau of Economic Research
2
School of Economics and Management, University of Aarhus
2
Birkbeck, Department of Economics, Mathematics & Statistics
1
Department of Economics, Iowa State University
1
Frankfurt School of Finance and Management
1
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
1
Society for Computational Economics - SCE
1
Technische Universität Dresden
1
Universität Trier
1
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Published in...
All
International journal of theoretical and applied finance
20
The journal of futures markets
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The journal of computational finance
8
International Journal of Theoretical and Applied Finance (IJTAF)
7
Physica A: Statistical Mechanics and its Applications
7
Department of Economics working paper
6
Discussion paper / Tinbergen Institute
6
Econometric Institute research papers
6
Quantitative finance
6
Computational economics
5
MPRA Paper
5
SFB 649 Discussion Paper
5
SFB 649 Discussion Papers
5
Applied mathematical finance
4
Discussion paper / Centre for Economic Policy Research
4
European journal of operational research : EJOR
4
Finance and Stochastics
4
Review of Derivatives Research
4
BIFEC Book of Abstracts & Proceedings
3
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and stochastics
3
Insurance / Mathematics & economics
3
International journal of financial engineering
3
Journal of econometrics
3
Journal of risk
3
Quantitative Finance
3
Working paper
3
Applied Mathematical Finance
2
Asia-Pacific Financial Markets
2
CESifo working papers
2
CORE discussion papers : DP
2
CPQF Working Paper Series
2
CREATES Research Papers
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Financial Innovation
2
Financial innovation : FIN
2
Insurance: Mathematics and Economics
2
Interest rate modelling after the financial crisis
2
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Source
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ECONIS (ZBW)
224
RePEc
62
EconStor
12
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