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
~subject:"Implied and realized volatility"
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
Optimal risk transfer and inve...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Implied and realized volatility
Börsenkurs
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Share price
2
Bayes-Statistik
1
Bayesian inference
1
CAPM
1
CEV model
1
Capital income
1
Capital market returns
1
Credit risk
1
Derivat
1
Derivative
1
Financialization
1
Finite difference method
1
Forward-backward stochastic differential equation
1
Hamiltonian Monte Carlo
1
Itô-Poisson process
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Kreditrisiko
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Oil and stock returns
1
Option pricing theory
1
Optionspreistheorie
1
PDE-based Bayesian inference
1
Reaction–diffusion
1
Risikoprämie
1
Risk premium
1
Stochastic differential utility
1
Stochastic maximum principle
1
Stock
1
Theorie
1
Theory
1
Volatility
1
Volatility risk premium (VRP)
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Nakamura, Nobuhiro
1
Ōhashi, Kazuhiko
1
Published in...
All
RIETI discussion paper series
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic relation between volatility risk premia of stock and oil returns
Nakamura, Nobuhiro
;
Ōhashi, Kazuhiko
-
2018
Persistent link: https://www.econbiz.de/10012133500
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
