//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
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
The Exact Taylor Formula of th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
340
Volatilität
340
Estimation theory
147
Schätztheorie
147
Theorie
144
Theory
144
Stochastic process
132
Stochastischer Prozess
132
Estimation
119
Schätzung
119
Time series analysis
115
Zeitreihenanalyse
115
ARCH model
77
ARCH-Modell
77
Option pricing theory
72
Optionspreistheorie
72
Börsenkurs
69
Share price
69
Capital income
62
Kapitaleinkommen
62
Forecasting model
53
Prognoseverfahren
53
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Market microstructure
47
Marktmikrostruktur
47
Noise Trading
34
Noise trading
34
CAPM
33
Statistical distribution
33
Statistische Verteilung
33
Stochastic volatility
33
Correlation
28
High-frequency data
28
Korrelation
28
Analysis of variance
27
USA
27
United States
27
Varianzanalyse
27
Portfolio selection
25
more ...
less ...
Online availability
All
Undetermined
189
Free
2
Type of publication
All
Article
377
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
379
Aufsatz in Zeitschrift
379
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
Konferenzbeitrag
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
380
Author
All
Bollerslev, Tim
20
Todorov, Viktor
19
Aït-Sahalia, Yacine
18
Tauchen, George Eugene
16
Andersen, Torben
13
McAleer, Michael
10
Mykland, Per A.
10
Xiu, Dacheng
9
Li, Jia
8
Meddahi, Nour
8
Patton, Andrew J.
8
Gouriéroux, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Shephard, Neil G.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Zhang, Lan
6
Asai, Manabu
5
Gallant, A. Ronald
5
Hallin, Marc
5
Koopman, Siem Jan
5
Linton, Oliver
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chang, Chia-Lin
4
Chen, Dachuan
4
Fan, Jianqing
4
Jasiak, Joann
4
Maheu, John M.
4
Monfort, Alain
4
Park, Joon Y.
4
Rahbek, Anders
4
Renò, Roberto
4
Yu, Jun
4
Zaffaroni, Paolo
4
Zheng, Xinghua
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
MPRA Paper
826
NBER Working Papers
777
Finance research letters
776
Energy economics
762
NBER working paper series
697
International journal of theoretical and applied finance
591
The journal of futures markets
587
Working Paper
550
Journal of banking & finance
521
Working paper / National Bureau of Economic Research, Inc.
512
NBER Working Paper
482
International review of financial analysis
469
International review of economics & finance : IREF
443
Applied economics
439
Research paper series / Swiss Finance Institute
431
CEPR Discussion Papers
414
Economic modelling
405
ECB Working Paper
399
The North American journal of economics and finance : a journal of financial economics studies
381
Working paper
357
CESifo working papers
339
CESifo Working Paper
326
Quantitative finance
324
Mathematical finance : an international journal of mathematics, statistics and financial theory
317
Journal of empirical finance
311
Research in international business and finance
302
Swiss Finance Institute Research Paper
302
Applied mathematical finance
300
Applied economics letters
294
Applied financial economics
294
Discussion paper / Tinbergen Institute
290
Economics letters
285
Finance and stochastics
285
Journal of risk and financial management : JRFM
280
The journal of computational finance
280
Economics Papers from University Paris Dauphine
276
The journal of derivatives : the official publication of the International Association of Financial Engineers
270
Journal of international financial markets, institutions & money
268
Discussion paper / Centre for Economic Policy Research
262
more ...
less ...
Source
All
ECONIS (ZBW)
380
Showing
1
-
10
of
380
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On implied
volatility
for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
2
Closed-form implied
volatility
surfaces for stochastic
volatility
models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
3
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
4
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
5
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
6
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
7
Local parametric analysis of hedging in discrete time
Bossaerts, Peter L.
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 243-272
Persistent link: https://www.econbiz.de/10001336795
Saved in:
8
Dynamic estimation of
volatility
risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
9
American options with stochastic dividends and
volatility
: a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
10
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->