//--> //--> //--> //-->
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:"Quantitative 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
The coupling effect of the pro...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
50
Markov-Kette
50
Theorie
28
Theory
28
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
17
Optionspreistheorie
17
Volatility
16
Volatilität
16
Portfolio selection
11
Portfolio-Management
11
Estimation
10
Schätzung
10
Forecasting model
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Prognoseverfahren
9
Börsenkurs
8
Option trading
8
Optionsgeschäft
8
Share price
8
Statistical distribution
7
Statistische Verteilung
7
ARCH model
6
ARCH-Modell
6
Capital income
6
Kapitaleinkommen
6
Option pricing
6
Risikomaß
6
Risk measure
6
Black-Scholes model
5
Black-Scholes-Modell
5
Markov chain Monte Carlo
5
Risikomanagement
5
Risk management
5
Bayes-Statistik
4
Bayesian inference
4
Probability theory
4
Regime-switching
4
more ...
less ...
Online availability
All
Undetermined
43
Free
7
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
50
Author
All
Gerlach, Richard
3
Wang, Chao
3
Bayer, Christian
2
Chen, Qian
2
Cui, Zhenyu
2
Drapeau, Samuel
2
Li, Lingfei
2
Sornette, Didier
2
Zhang, Gongqiu
2
Zhang, Yunbo
2
Abergel, Frédéric
1
Al-Aradi, Ali
1
Asmussen, Søren
1
Bai, Yang
1
Bienek, Tobias
1
Bladt, Mogens
1
Bormetti, Giacomo
1
Bouchaud, Jean-Philippe
1
Breneis, Simon
1
Bunn, Derek W.
1
Celary, Andreas
1
Chan, Tat Lung
1
Chen, Dianfa
1
Chen, Wilson Ye
1
Costa, Giorgio
1
Damien, Paul
1
Deelstra, Griselda
1
Defourny, Boris
1
Demirer, Rıza
1
Demos, Guilherme
1
Deng, Jun
1
Ding, Kailin
1
Eksi-Altay, Zehra
1
Elliott, Robert J.
1
Endres, Sylvia
1
Felpel, Mike
1
Feng, Jianfen
1
Fischer, Matthias
1
Fiévet, Lucas
1
Gao, Lingbo
1
more ...
less ...
Published in...
All
Quantitative finance
European journal of operational research : EJOR
277
Journal of econometrics
140
Operations research letters
111
Mathematics of operations research
108
Operations research
97
Discussion paper / Tinbergen Institute
91
Economic modelling
88
International journal of production research
87
Journal of economic dynamics & control
86
Economics letters
81
International journal of theoretical and applied finance
79
Mathematical methods of operations research
77
Insurance / Mathematics & economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Energy economics
64
Working paper
64
Computational economics
63
International journal of production economics
62
Applied economics
60
Computers & operations research : and their applications to problems of world concern ; an international journal
57
Journal of economic theory
51
Journal of forecasting
51
International journal of forecasting
49
Dynamic games and applications : DGA
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Finance research letters
45
Risks : open access journal
45
Discussion paper / Centre for Economic Policy Research
42
Opsearch : journal of the Operational Research Society of India
42
NBER Working Paper
41
Applied economics letters
40
Macroeconomic dynamics
40
Management science : journal of the Institute for Operations Research and the Management Sciences
40
NBER working paper series
40
Journal of empirical finance
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Finance and stochastics
38
Working paper / National Bureau of Economic Research, Inc.
38
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
4
A general approach for lookback option pricing under Markov models
Zhang, Gongqiu
;
Li, Lingfei
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1305-1324
Persistent link: https://www.econbiz.de/10014339927
Saved in:
5
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
6
Semi-parametric financial risk forecasting incorporating multiple realized measures
Peiris, Rangika
;
Wang, Chao
;
Gerlach, Richard
; …
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1823-1837
Persistent link: https://www.econbiz.de/10015196974
Saved in:
7
Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach
Song, Wonho
;
Ryu, Doojin
;
Webb, Robert I.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1559-1571
Persistent link: https://www.econbiz.de/10011913204
Saved in:
8
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
Saved in:
9
Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
Saved in:
10
COS method for option pricing under a regime-switching model with time-changed Lévy processes
Tour, G.
;
Thakoor, N.
;
Khaliq, Abdul Q. M.
;
Tangman, D. Y.
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 673-692
Persistent link: https://www.econbiz.de/10011906458
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->