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~subject:"Volatilität"
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Volatility derivatives and mod...
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Volatilität
Volatility
43,822
Theorie
27,467
Theory
26,985
Capital structure
15,937
Kapitalstruktur
15,743
Optionspreistheorie
15,643
Option pricing theory
15,183
Derivat
14,932
Derivative
14,894
Börsenkurs
11,764
Share price
11,608
Hedging
10,669
Schätzung
10,334
Estimation
10,108
USA
8,545
United States
8,295
Kapitaleinkommen
8,264
Capital income
8,236
Welt
8,223
World
8,105
ARCH-Modell
7,679
ARCH model
7,602
Portfolio-Management
7,391
Portfolio selection
7,348
Optionsgeschäft
6,636
Stochastischer Prozess
6,492
Option trading
6,430
Stochastic process
6,388
Aktienmarkt
6,335
Stock market
6,261
Risk
5,927
Risiko
5,883
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
Forecasting model
4,599
Risikomanagement
4,183
Finanzmarkt
4,095
Zeitreihenanalyse
4,068
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Free
17,144
Undetermined
11,466
CC license
1,070
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Article
24,323
Book / Working Paper
19,236
Journal
1
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Article in journal
22,878
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7,890
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7,489
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7,248
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1,245
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668
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513
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176
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176
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143
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82
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54
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50
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43
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41
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41
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32
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30
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21
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21
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20
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19
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17
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15
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10
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English
42,757
German
579
French
83
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78
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23
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10
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9
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5
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5
Romanian
4
Russian
4
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1
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1
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1
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1
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1
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All
McAleer, Michael
309
Gupta, Rangan
292
Caporale, Guglielmo Maria
184
Bollerslev, Tim
143
Diebold, Francis X.
128
Andersen, Torben
123
Chang, Chia-Lin
122
Pierdzioch, Christian
122
Bouri, Elie
120
Härdle, Wolfgang
105
Aizenman, Joshua
99
Spagnolo, Nicola
99
Ma, Feng
96
Bekaert, Geert
89
Koopman, Siem Jan
89
Hammoudeh, Shawkat
87
Tiwari, Aviral Kumar
84
Caporin, Massimiliano
78
Kang, Sang Hoon
77
Bahmani-Oskooee, Mohsen
75
Engle, Robert F.
75
Hautsch, Nikolaus
73
Todorov, Viktor
71
Gil-Alaña, Luis A.
70
Asai, Manabu
69
Lux, Thomas
69
McMillan, David G.
68
Kočenda, Evžen
67
Mensi, Walid
67
Buch, Claudia M.
66
Chiarella, Carl
66
Christoffersen, Peter F.
66
Corbet, Shaen
64
Lucey, Brian M.
64
Salisu, Afees A.
63
Dijk, Dick van
62
Wohar, Mark E.
61
Aït-Sahalia, Yacine
57
Tauchen, George Eugene
55
Vo Xuan Vinh
55
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All
National Bureau of Economic Research
529
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Centre for Analytical Finance <Århus>
18
International Monetary Fund
17
National Centre of Competence in Research North South <Bern>
17
World Bank
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
11
Centre for Growth and Business Cycle Research <Manchester>
10
Chambre de commerce et d'industrie de Paris
10
European University Institute / Department of Economics
10
Swiss National Centre of Competence in Research North South <Bern>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
9
European Central Bank
8
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Institute of Finance and Accounting <London>
6
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
European Commission / Directorate-General for Economic and Financial Affairs
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
National Centre of Competence in Research - Financial Valuation and Risk Management
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Centre for Economic Policy Research
4
Econometrisch Instituut <Rotterdam>
4
Inter-American Development Bank / Office of the Chief Economist
4
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Published in...
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Energy economics
726
Finance research letters
680
NBER working paper series
517
Working paper / National Bureau of Economic Research, Inc.
475
NBER Working Paper
449
International review of financial analysis
436
Applied economics
418
International review of economics & finance : IREF
405
The journal of futures markets
382
Journal of banking & finance
377
Economic modelling
368
Journal of econometrics
340
The North American journal of economics and finance : a journal of financial economics studies
333
Research in international business and finance
296
Working paper
278
Journal of empirical finance
273
Applied economics letters
269
Economics letters
265
Applied financial economics
262
Journal of international financial markets, institutions & money
261
International journal of theoretical and applied finance
254
Journal of international money and finance
245
Discussion paper / Centre for Economic Policy Research
239
Quantitative finance
214
Discussion paper / Tinbergen Institute
208
Journal of risk and financial management : JRFM
201
Pacific-Basin finance journal
196
Journal of financial economics
195
CESifo working papers
184
International Journal of Energy Economics and Policy : IJEEP
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
174
The European journal of finance
165
Journal of economic dynamics & control
164
IMF working papers
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
International journal of finance & economics : IJFE
162
Journal of forecasting
156
International journal of forecasting
147
Research paper series / Swiss Finance Institute
134
Computational economics
130
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Source
All
ECONIS (ZBW)
42,573
EconStor
681
USB Cologne (business full texts)
152
USB Cologne (EcoSocSci)
129
OLC EcoSci
11
BASE
6
RePEc
5
ArchiDok
3
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1
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43,560
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date (oldest first)
1
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
2
Effect of liquidity on the implied
volatility
surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
3
Corrections in Heston model derivations for bond options
Mandal, Satrajit
;
Bhattacharya, Sujoy
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012253419
Saved in:
4
Hedging
European derivatives with the polynomial variance
swap
under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
5
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
6
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
7
Inferring the implied
volatility
of SOFR-Based swaptions
Yueh, Meng-Lan
;
Wu, Cho-Jui
- In:
The journal of derivatives : JOD
31
(
2024
)
4
,
pp. 157-179
Persistent link: https://www.econbiz.de/10015200194
Saved in:
8
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
9
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
10
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
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