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Volatility
Börsenkurs
53,373
Share price
53,303
Theorie
16,780
Theory
16,645
Optionspreistheorie
15,618
Option pricing theory
15,152
Kapitaleinkommen
13,606
Capital income
13,605
Volatilität
13,528
Aktienmarkt
12,629
Stock market
12,518
Schätzung
7,942
Estimation
7,923
USA
7,728
United States
7,664
Ankündigungseffekt
6,493
Announcement effect
6,493
CAPM
5,570
Anlageverhalten
5,288
Behavioural finance
5,268
Portfolio-Management
4,866
Portfolio selection
4,854
Optionsgeschäft
4,411
Stochastischer Prozess
4,409
Option trading
4,393
Stochastic process
4,356
Risk
3,912
Risiko
3,899
Prognoseverfahren
3,867
Forecasting model
3,859
Derivat
3,672
Derivative
3,668
Finanzmarkt
3,483
Financial market
3,477
Welt
3,425
World
3,418
Finanzkrise
3,048
Financial crisis
3,041
Wertpapierhandel
2,795
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Free
4,935
Undetermined
4,225
CC license
347
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Article
8,072
Book / Working Paper
5,376
Journal
1
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Article in journal
7,723
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7,723
Graue Literatur
1,814
Non-commercial literature
1,814
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1,716
Working Paper
1,716
Aufsatz im Buch
310
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310
Hochschulschrift
264
Thesis
209
Collection of articles written by one author
53
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53
Conference paper
52
Konferenzbeitrag
52
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36
Sammelwerk
36
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25
Bibliography included
25
Forschungsbericht
17
Aufsatzsammlung
13
Konferenzschrift
13
Lehrbuch
9
Rezension
8
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8
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8
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8
Amtsdruckschrift
7
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7
Conference proceedings
5
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4
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4
Handbuch
4
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3
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3
Ratgeber
3
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English
13,267
German
158
French
21
Spanish
4
Czech
1
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1
Swedish
1
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1
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Gupta, Rangan
109
McAleer, Michael
62
Caporale, Guglielmo Maria
54
Härdle, Wolfgang
49
Cui, Zhenyu
39
Engle, Robert F.
38
Pierdzioch, Christian
38
Ryu, Doojin
38
Bouri, Elie
35
Chiarella, Carl
33
Lux, Thomas
33
Bollerslev, Tim
31
Carr, Peter
31
Todorov, Viktor
31
Bloom, Nicholas
30
Ma, Feng
30
Spagnolo, Nicola
30
Hautsch, Nikolaus
29
Jiang, George J.
29
Salisu, Afees A.
28
Jacquier, Antoine (Jack)
27
Andersen, Torben
26
Stulz, René M.
26
Bansal, Ravi
25
Hammoudeh, Shawkat
25
Jacobs, Kris
25
Madan, Dilip B.
25
Bekaert, Geert
24
Christiansen, Charlotte
24
Christoffersen, Peter F.
24
Lettau, Martin
24
Tauchen, George Eugene
24
Zhang, Jin E.
24
Alòs, Elisa
23
Demirer, Rıza
23
Takahashi, Akihiko
23
Corbet, Shaen
22
Dumas, Bernard
22
Gatheral, Jim
22
Wohar, Mark E.
22
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National Bureau of Economic Research
135
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Centre for Analytical Finance <Århus>
5
European Central Bank
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Internationaler Währungsfonds / Research Department
4
Svenska Handelshögskolan <Helsinki>
4
Birkbeck College / Department of Economics
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of St. Louis
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Canterbury / Dept. of Economics and Finance
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Center for Economic Research <Tilburg>
2
Centre of Financial Studies
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of San Francisco
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Brown University / Department of Economics
1
Center for International Business Education and Research <Urbana, Ill.>
1
Centre for Economic Policy Research
1
Centre for Growth and Business Cycle Research <Manchester>
1
Conference on Financial Stability <1993, Sydney>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Goethe-Universität Frankfurt am Main
1
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Published in...
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Finance research letters
259
International journal of theoretical and applied finance
176
Journal of banking & finance
165
Energy economics
158
The North American journal of economics and finance : a journal of financial economics studies
155
International review of financial analysis
152
Quantitative finance
149
The journal of futures markets
147
International review of economics & finance : IREF
142
NBER working paper series
135
Applied economics
128
Working paper / National Bureau of Economic Research, Inc.
128
Journal of empirical finance
113
Journal of financial economics
105
Economic modelling
101
Research in international business and finance
100
Journal of econometrics
98
NBER Working Paper
96
Applied economics letters
91
Journal of international financial markets, institutions & money
88
Applied mathematical finance
85
Pacific-Basin finance journal
84
Journal of risk and financial management : JRFM
75
The journal of computational finance
73
The European journal of finance
71
Applied financial economics
69
Review of quantitative finance and accounting
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
Research paper series / Swiss Finance Institute
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Computational economics
63
Working paper
63
International journal of financial engineering
59
Journal of economic dynamics & control
59
International Journal of Energy Economics and Policy : IJEEP
56
The journal of finance : the journal of the American Finance Association
56
Journal of financial markets
55
Risks : open access journal
55
Economics letters
53
Review of derivatives research
53
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ECONIS (ZBW)
13,449
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1
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of
13,449
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1
Smiles, skews, implied distributions and market expectations from option prices : the case of American equity options
Allen, Aidan
;
Alles, Lakshman
-
2000
Persistent link: https://www.econbiz.de/10001509334
Saved in:
2
Modelle zur Schätzung der Volatilität : eine theoretische und empirische Analyse am Beispiel von Finanzmarktdaten
Specht, Katja
-
2000
Persistent link: https://www.econbiz.de/10001511096
Saved in:
3
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
Saved in:
4
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
1999
Persistent link: https://www.econbiz.de/10001531425
Saved in:
5
Ökonomische und ökonometrische Analyse der Bewertung von Optionen unter stochastischer Volatilität
Schmitt, Christian
-
2000
-
1. Aufl.
-Optionspreise mit Hilfe einer auf stochastischen Volatilitäten beruhenden
Optionspreistheorie
besser erklärt werden als mit den …
Persistent link: https://www.econbiz.de/10001534154
Saved in:
6
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
7
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
8
Impact of stock price jumps on option values
Trautmann, Siegfried
;
Beinert, Michaela
- In:
Empirical research on the German capital market : with …
,
(pp. 303-322)
.
1999
Persistent link: https://www.econbiz.de/10001427695
Saved in:
9
Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom
;
Hedvall, Kaj
;
Liljeblom, Eva
-
1990
Persistent link: https://www.econbiz.de/10000816312
Saved in:
10
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
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