//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Börsenkurs
503
Share price
503
Option pricing theory
301
Optionspreistheorie
301
Volatility
236
Volatilität
236
Estimation
201
Schätzung
201
Theorie
195
Theory
195
Capital income
191
Kapitaleinkommen
191
Aktienmarkt
168
Stock market
168
USA
86
United States
86
Stochastic process
75
Option trading
70
Optionsgeschäft
70
Estimation theory
62
Schätztheorie
62
ARCH model
61
ARCH-Modell
61
Derivat
59
Derivative
59
Time series analysis
52
Zeitreihenanalyse
52
Forecasting model
51
Prognoseverfahren
51
Anlageverhalten
45
Behavioural finance
45
Ankündigungseffekt
44
Announcement effect
44
China
42
CAPM
35
Statistical distribution
35
Statistische Verteilung
35
Financial crisis
32
Finanzkrise
32
more ...
less ...
Online availability
All
Undetermined
39
Type of publication
All
Article
75
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
75
Language
All
English
75
Author
All
Todorov, Viktor
8
Tauchen, George Eugene
7
Li, Jia
3
Wang, Xingchun
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Beliaeva, Natalia A.
2
Bollerslev, Tim
2
Bondarenko, Oleg
2
Gallant, A. Ronald
2
Grynkiv, Iaryna
2
Kim, Donggyu
2
Nawalkha, Sanjay K.
2
Park, Joon Y.
2
Russo, Emilio
2
Wang, Bin
2
Wang, Yazhen
2
Abbring, Jaap H.
1
Ahsan, Nazmul
1
Amengual, Dante
1
Andersen, Torben
1
Azhar Mohamad
1
Bakshi, Gurdip S.
1
Bauwens, Luc
1
Bianchi, Michele Leonardo
1
Boswijk, Herman Peter
1
Broadie, Mark
1
Buraschi, Andrea
1
Calvet, Laurent E.
1
Cao, Charles Q.
1
Chaker, Selma
1
Chang, Chia-Lin
1
Chaudhry, Mukesh
1
Chen, Ding
1
Chen, Rui
1
Chen, Zhiwu
1
Cheng, Ai-ru Meg
1
Choi, Yongok
1
Christie-David, Rohan
1
Clinet, Simon
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
215
Quantitative finance
107
Applied mathematical finance
89
Finance and stochastics
83
The journal of computational finance
83
Insurance / Mathematics & economics
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
European journal of operational research : EJOR
60
International journal of financial engineering
56
Computational economics
50
Journal of mathematical finance
50
Journal of economic dynamics & control
46
Risks : open access journal
46
The journal of futures markets
41
Review of derivatives research
40
Finance research letters
36
Journal of banking & finance
35
The North American journal of economics and finance : a journal of financial economics studies
33
Annals of finance
32
Asia-Pacific financial markets
26
Journal of risk and financial management : JRFM
26
The European journal of finance
23
Energy economics
21
Economic modelling
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
19
Journal of financial economics
18
Mathematics and financial economics
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Operations research letters
16
Applied economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Mathematics of operations research
14
Review of quantitative finance and accounting
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Mathematical methods of operations research
13
Applied financial economics
12
Journal of empirical finance
12
Journal of financial econometrics
12
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
2
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
3
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
5
Edgeworth binomial trees
Rubinstein, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 20-27
Persistent link: https://www.econbiz.de/10001242387
Saved in:
6
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
7
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
8
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
9
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
10
Extremum estimation and numerical derivatives
Hong, Han
;
Mahajan, Aprajit
;
Nekipelov, Denis N.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 250-263
Persistent link: https://www.econbiz.de/10011500338
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->