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Schätzung
Volatility
44,009
Volatilität
43,745
Theorie
24,971
Theory
24,451
Stochastischer Prozess
19,683
Stochastic process
19,236
Optionspreistheorie
15,700
Option pricing theory
15,240
Börsenkurs
11,069
Share price
10,906
Estimation
9,386
Kapitaleinkommen
7,633
Capital income
7,603
ARCH-Modell
7,582
ARCH model
7,507
Welt
6,064
Aktienmarkt
6,037
Stock market
5,970
World
5,966
Portfolio-Management
5,849
Portfolio selection
5,817
USA
5,469
United States
5,295
Wechselkurs
5,259
Exchange rate
5,156
Risk
5,132
Risiko
5,097
Zeitreihenanalyse
4,965
Time series analysis
4,847
Prognoseverfahren
4,773
Optionsgeschäft
4,726
Option trading
4,705
Forecasting model
4,701
Derivat
4,207
Derivative
4,197
CAPM
3,690
Arbitrage
3,676
Schätztheorie
3,415
Estimation theory
3,369
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Online availability
All
Free
3,654
Undetermined
2,767
CC license
202
Type of publication
All
Article
5,450
Book / Working Paper
4,155
Type of publication (narrower categories)
All
Article in journal
5,187
Aufsatz in Zeitschrift
5,187
Working Paper
2,139
Graue Literatur
2,003
Non-commercial literature
2,003
Arbeitspapier
1,918
Hochschulschrift
270
Aufsatz im Buch
235
Book section
235
Thesis
219
Collection of articles written by one author
58
Sammlung
58
Conference paper
27
Konferenzbeitrag
27
Bibliografie enthalten
26
Bibliography included
26
Collection of articles of several authors
19
Sammelwerk
19
Konferenzschrift
9
Aufsatzsammlung
8
Systematic review
7
Übersichtsarbeit
7
Forschungsbericht
6
Amtsdruckschrift
4
Dissertation u.a. Prüfungsschriften
4
Government document
4
Article
3
Conference proceedings
3
Case study
2
Fallstudie
2
Mikroform
2
Research Report
2
Advisory report
1
Bibliografie
1
Gutachten
1
Nachschlagewerk
1
Reference book
1
Rezension
1
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English
9,405
German
185
French
11
Spanish
5
Italian
3
Undetermined
2
Norwegian
1
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Author
All
McAleer, Michael
88
Gupta, Rangan
84
Caporale, Guglielmo Maria
60
Pierdzioch, Christian
52
Härdle, Wolfgang
51
Gil-Alaña, Luis A.
44
Hautsch, Nikolaus
43
Todorov, Viktor
39
Bollerslev, Tim
38
Koopman, Siem Jan
36
Herwartz, Helmut
35
Belke, Ansgar
34
Bahmani-Oskooee, Mohsen
32
Ma, Feng
32
Engle, Robert F.
31
Döpke, Jörg
30
Asai, Manabu
28
Chan, Joshua
28
Lux, Thomas
27
Andersen, Torben
26
Buch, Claudia M.
26
Chang, Chia-Lin
26
Wohar, Mark E.
26
Balcilar, Mehmet
24
Rodriguez, Gabriel
24
Cheung, Yin-Wong
23
Hafner, Christian M.
22
Kelly, Bryan T.
22
Tauchen, George Eugene
21
Conrad, Christian
20
Dijk, Dick van
19
Kumar, Dilip
19
Lütkepohl, Helmut
19
Mittnik, Stefan
19
Pesaran, M. Hashem
19
Aghion, Philippe
18
Karanasos, Menelaos
18
Spagnolo, Nicola
18
Aït-Sahalia, Yacine
17
Kang, Sang Hoon
17
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National Bureau of Economic Research
89
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Federal Reserve Bank of St. Louis
2
Goethe-Universität Frankfurt am Main
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / Research Department
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Verlag Dr. Kovač
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
American Enterprise Institute for Public Policy Research
1
Bank of Communications <Schanghai> / Financial Research Center / Research Group
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Birmingham Business School
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Deutsches Institut für Wirtschaftsforschung
1
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Published in...
All
Journal of econometrics
132
Applied economics
127
Energy economics
126
Economic modelling
121
Finance research letters
118
International review of economics & finance : IREF
105
Journal of empirical finance
95
The journal of futures markets
92
Economics letters
86
Journal of banking & finance
86
NBER working paper series
86
The North American journal of economics and finance : a journal of financial economics studies
86
Working paper / National Bureau of Economic Research, Inc.
86
Applied financial economics
85
International review of financial analysis
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Working paper
82
NBER Working Paper
81
Applied economics letters
79
Discussion paper / Tinbergen Institute
69
Journal of international money and finance
66
Discussion paper / Centre for Economic Policy Research
58
CESifo working papers
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
Journal of international financial markets, institutions & money
55
The European journal of finance
53
International journal of finance & economics : IJFE
49
International journal of forecasting
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Research in international business and finance
46
Journal of financial economics
44
Journal of risk and financial management : JRFM
43
Econometric reviews
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
Journal of forecasting
38
SFB 649 discussion paper
38
International journal of economics and finance
36
Journal of economic dynamics & control
35
Research paper series / Swiss Finance Institute
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
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Source
All
ECONIS (ZBW)
9,369
EconStor
227
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
2
OLC EcoSci
1
Showing
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1
The price of the smile and variance risk premia
Gruber, Peter H.
;
Tebaldi, Claudio
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
Saved in:
2
Volatility
model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
3
Assessing the quality of
volatility
estimators via option pricing
Sanfelici, Simona
;
Uboldi, Adamo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 103-124
Persistent link: https://www.econbiz.de/10010347332
Saved in:
4
An application of nonparametric
volatility
estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
5
Option pricing with non-Gaussian scaling and infinite-state switching
volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
6
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
7
Estimating time-varying factors’ variance in the string-term structure model with stochastic
volatility
Almeida, Thiago Ramos
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
Saved in:
8
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
9
Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns
Santos, André
;
Guerra, João
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 41-64
Persistent link: https://www.econbiz.de/10014335959
Saved in:
10
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
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