//--> //--> //--> //-->
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 empirical finance"
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
Quadratic finite element and p...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
54
Optionspreistheorie
54
Volatility
31
Volatilität
31
Option trading
14
Optionsgeschäft
14
Capital income
13
Estimation
13
Kapitaleinkommen
13
Schätzung
13
Stochastic process
13
Stochastischer Prozess
13
Forecasting model
11
Prognoseverfahren
11
ARCH model
10
ARCH-Modell
10
Börsenkurs
10
Share price
10
CAPM
9
Derivat
8
Derivative
8
Risikoprämie
8
Risk premium
8
Statistical distribution
6
Statistische Verteilung
6
Yield curve
6
Zinsstruktur
6
Estimation theory
5
Index futures
5
Index-Futures
5
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risk
5
Schätztheorie
5
Theorie
5
Theory
5
Credit risk
4
Jumps
4
Kreditrisiko
4
more ...
less ...
Online availability
All
Undetermined
25
Free
3
Type of publication
All
Article
54
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
54
Author
All
Rompolis, Leonidas S.
2
Stentoft, Lars
2
Afik, Zvika
1
Alexiou, Lykourgos
1
Ammann, Manuel
1
Anh Thu Mai
1
Arad, Ohad
1
Aretz, Kevin
1
Bauwens, Luc
1
Bernales, Alejandro
1
Borochin, Paul
1
Brandt, Michael W.
1
Byun, Suk Joon
1
Cao, Jie Jay
1
Chan, Ka Kei
1
Chang, Hao
1
Chen, Ren-Raw
1
Chen, Ying
1
Chiang, Chin-Han
1
Chiang, Min-Hsien
1
Chiarella, Carl
1
Choroś-Tomczyk, Barbara
1
Chourdakis, Kyriakos
1
Chung, Sung Gon
1
Constantinou, Nick
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dendramis, Yiannis
1
Dionne, Georges
1
Díaz-Hernández, Adán
1
Fiorentini, Gabriele
1
Fleming, Jeff
1
Galil, Koresh
1
Ghanbari, Hamed
1
Gospodinov, Nikolaj
1
Guan, Zhengfei
1
Hafner, Christian M.
1
Han, Bing
1
Han, Qian
1
Hauser, Shmuel
1
more ...
less ...
Published in...
All
Journal of empirical finance
International journal of theoretical and applied finance
486
The journal of futures markets
274
The journal of computational finance
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
Applied mathematical finance
251
Finance and stochastics
233
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
180
Insurance / Mathematics & economics
159
European journal of operational research : EJOR
138
Finance research letters
135
Computational economics
133
Journal of economic dynamics & control
132
International journal of financial engineering
121
Journal of mathematical finance
112
Risks : open access journal
112
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Journal of financial economics
84
Asia-Pacific financial markets
77
Journal of econometrics
73
International review of economics & finance : IREF
62
NBER working paper series
60
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
Annals of finance
58
SFB 649 discussion paper
58
Energy economics
57
Journal of risk and financial management : JRFM
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
SpringerLink / Bücher
54
Economic modelling
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Mathematics and financial economics
52
The journal of derivatives : JOD
52
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
2
Empirical tests of the Longstaff extendible warrant model
Hauser, Shmuel
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001208679
Saved in:
3
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
4
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
5
Bayesian option pricing using asymmetric GARCH models
Bauwens, Luc
;
Lubrano, Michel
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705439
Saved in:
6
Cross-sectional tests of deterministic volatility functions
Brandt, Michael W.
;
Wu, Tao
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 525-550
Persistent link: https://www.econbiz.de/10001712020
Saved in:
7
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
8
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
9
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015179565
Saved in:
10
Jump tail risk exposure and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10015179720
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->