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~isPartOf:"CREATES Research Papers"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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An agent-based stochastic vola...
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Volatilität
Anlageverhalten
490
Behavioural finance
490
Capital income
162
Kapitaleinkommen
162
Börsenkurs
147
Share price
147
Portfolio selection
142
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142
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90
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Park, Beum-jo
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Renò, Roberto
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Andreou, Panayiotis C.
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Armstrong, Will J.
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Audrino, Francesco
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Avouyi-Dovi, Sanvi
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1
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CREATES Research Papers
Journal of banking & finance
Journal of financial economics
Finance research letters
57
International journal of theoretical and applied finance
43
International review of financial analysis
36
Journal of econometrics
36
Applied economics
32
Discussion paper / Tinbergen Institute
32
Quantitative finance
32
Journal of economic dynamics & control
31
The North American journal of economics and finance : a journal of financial economics studies
31
Pacific-Basin finance journal
27
Energy economics
25
International review of economics & finance : IREF
25
Economic modelling
23
Working paper
22
Applied economics letters
19
CAMA working paper series
19
Research in international business and finance
19
Applied mathematical finance
18
Discussion papers / CEPR
18
Economics letters
17
The journal of futures markets
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of empirical finance
16
Journal of risk and financial management : JRFM
15
Research paper series / Swiss Finance Institute
15
The journal of computational finance
15
Review of quantitative finance and accounting
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
14
International journal of forecasting
13
NBER working paper series
13
Computational economics
12
Insurance / Mathematics & economics
12
Cogent economics & finance
11
Risks : open access journal
11
Swiss Finance Institute Research Paper
11
Tinbergen Institute Discussion Paper
11
Asia-Pacific journal of financial studies
10
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ECONIS (ZBW)
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
2
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
3
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
5
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
6
Price and volatility co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
7
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
8
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
9
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
10
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
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