//--> //--> //--> //-->
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:"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
Dampened power law : reconcili...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Consumer behaviour
43
Konsumentenverhalten
43
China
34
Theorie
34
Theory
34
Zinsstruktur
24
Option pricing theory
23
Optionspreistheorie
23
USA
22
United States
22
Yield curve
22
Volatilität
21
Capital income
18
Kapitaleinkommen
18
Option trading
16
Optionsgeschäft
16
Customer satisfaction
15
Kundenzufriedenheit
15
Dienstleistungsqualität
14
Service quality
14
Beziehungsmarketing
13
Relationship marketing
13
Online retailing
12
Online-Handel
12
Risiko
11
Risk
11
Stochastic process
11
Stochastischer Prozess
11
Viral marketing
11
Virales Marketing
11
Estimation
10
Forecasting model
10
Prognoseverfahren
10
Schätzung
10
option pricing
10
Gastgewerbe
9
Holiday behaviour
9
Hospitality industry
9
Tourism
9
more ...
less ...
Online availability
All
Undetermined
8
Free
3
Type of publication
All
Article
18
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
2
Book section
2
Language
All
English
21
Author
All
Wu, Liuren
18
Carr, Peter
9
Chen, Shujuan
2
Tian, Meng
2
Wu, Liang
2
Bali, Turan G.
1
Chen, Guifu
1
Egloff, Daniel
1
Foresi, Silverio
1
Gabaix, Xavier
1
Huang, Jing-Zhi
1
Leipold, Markus
1
Wu, Liyan
1
Wu, Xiang
1
Zhang, Yuzhao
1
Zhang, Zhibai
1
Zheng, Lin
1
Zhu, Jingyi
1
more ...
less ...
Published in...
All
Applied economics
3
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Financial engineering
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of financial economics
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
2
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
3
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
4
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
5
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
6
The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
7
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
8
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Saved in:
9
A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
Saved in:
10
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->