//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of risk and financial management : JRFM"
~subject:"Stochastic process"
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
Evolution of Market Uncertaint...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility
1,040
Volatilität
1,040
Oil price
373
Ölpreis
373
ARCH model
288
ARCH-Modell
288
Welt
241
World
241
Börsenkurs
217
Estimation
217
Schätzung
217
Share price
217
Option pricing theory
193
Optionspreistheorie
193
Theorie
187
Theory
187
Stochastischer Prozess
186
Stock market
174
Aktienmarkt
172
Capital income
162
Commodity derivative
162
Kapitaleinkommen
162
Rohstoffderivat
162
Spillover effect
140
Spillover-Effekt
140
Forecasting model
137
Prognoseverfahren
137
Oil market
116
Ölmarkt
115
Time series analysis
100
Zeitreihenanalyse
100
Risk
90
Risiko
88
Derivat
84
Derivative
84
Erdöl
81
Petroleum
80
Efficient market hypothesis
74
Effizienzmarkthypothese
74
more ...
less ...
Online availability
All
Undetermined
72
Free
23
Type of publication
All
Article
186
Type of publication (narrower categories)
All
Article in journal
186
Aufsatz in Zeitschrift
186
Conference paper
4
Konferenzbeitrag
4
Language
All
English
186
Author
All
Takahashi, Akihiko
4
Baum, Christopher F.
3
Benth, Fred Espen
3
Chiarella, Carl
3
Forde, Martin
3
Liu, Rui Hua
3
Vives, Josep
3
Zerilli, Paola
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
2
Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
2
Chen, Liyuan
2
Cui, Zhenyu
2
Escobar, Marcos
2
Fabozzi, Frank J.
2
Fouque, Jean-Pierre
2
Funahashi, Hideharu
2
Grzelak, Lech A.
2
Ignatieva, Ekaterina
2
Jacquier, Antoine
2
Kang, Boda
2
Kwok, Yue-Kuen
2
Levendorskij, Sergej Z.
2
Liu, Wei-han
2
Macrina, Andrea
2
Merino, Raúl
2
Mijatovi´c, Aleksandar
2
Nikitopoulos, Christina Sklibosios
2
Oosterlee, Cornelis W.
2
Ostrovsky, Dmitry
2
Pospíšil, Jan
2
Ramponi, A.
2
Rebonato, Riccardo
2
Saporito, Yuri F.
2
Scarlatti, S.
2
Schmeck, Maren Diane
2
Schoutens, Wim
2
more ...
less ...
Published in...
All
Energy economics
International journal of theoretical and applied finance
Journal of risk and financial management : JRFM
Journal of econometrics
104
Quantitative finance
84
Applied mathematical finance
61
Discussion paper / Tinbergen Institute
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
The journal of computational finance
49
Finance and stochastics
47
Computational economics
46
Journal of economic dynamics & control
46
Econometric reviews
44
European journal of operational research : EJOR
39
Journal of mathematical finance
38
Finance research letters
36
Journal of banking & finance
36
Working paper
36
Insurance / Mathematics & economics
35
International journal of financial engineering
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Journal of empirical finance
31
Annals of finance
30
Research paper series / Swiss Finance Institute
29
The journal of futures markets
29
Risks : open access journal
28
Economics letters
27
The North American journal of economics and finance : a journal of financial economics studies
26
CAMA working paper series
24
Review of derivatives research
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
CREATES research paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics
21
Economic modelling
20
NBER working paper series
19
Journal of financial economics
18
Applied financial economics
17
Econometrics : open access journal
17
more ...
less ...
Source
All
ECONIS (ZBW)
186
Showing
1
-
10
of
186
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
2
Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
Saved in:
3
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
4
Asymptotic arbitrage in the Heston model
Haba, Fatma
;
Jacquier, Antoine
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011419412
Saved in:
5
Joining the Heston and a three-factor short rate model : a closed-form approach
Horsky, Roman
;
Sayer, Tilman
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011419421
Saved in:
6
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
7
Switching to nonaffine stochastic volatility : a closed-form expansion for the inverse gamma model
Langrené, Nicolas
;
Lee, Geoffrey
;
Zhu, Zili
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
Saved in:
8
Worst-of options and correlation skew under a stochastic correlation framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
Saved in:
9
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Saved in:
10
An implied volatility model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->