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Volatility
Börsenkurs
53,782
Share price
53,712
Theorie
16,854
Theory
16,719
Optionspreistheorie
15,692
Option pricing theory
15,226
Kapitaleinkommen
13,723
Capital income
13,722
Volatilität
13,610
Aktienmarkt
12,750
Stock market
12,639
Schätzung
7,977
Estimation
7,958
USA
7,758
United States
7,692
Ankündigungseffekt
6,560
Announcement effect
6,560
CAPM
5,598
Anlageverhalten
5,361
Behavioural finance
5,341
Portfolio-Management
4,916
Portfolio selection
4,904
Optionsgeschäft
4,444
Stochastischer Prozess
4,431
Option trading
4,426
Stochastic process
4,378
Risk
3,967
Risiko
3,954
Prognoseverfahren
3,902
Forecasting model
3,894
Derivat
3,701
Derivative
3,697
Finanzmarkt
3,535
Financial market
3,529
Welt
3,463
World
3,456
Finanzkrise
3,087
Financial crisis
3,080
Wertpapierhandel
2,806
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All
Free
4,967
Undetermined
4,272
CC license
361
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Article
8,143
Book / Working Paper
5,387
Journal
1
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Article in journal
7,787
Aufsatz in Zeitschrift
7,787
Graue Literatur
1,823
Non-commercial literature
1,823
Arbeitspapier
1,726
Working Paper
1,726
Aufsatz im Buch
316
Book section
316
Hochschulschrift
264
Thesis
209
Collection of articles written by one author
53
Sammlung
53
Conference paper
52
Konferenzbeitrag
52
Collection of articles of several authors
36
Sammelwerk
36
Bibliografie enthalten
25
Bibliography included
25
Forschungsbericht
17
Aufsatzsammlung
13
Konferenzschrift
13
Lehrbuch
9
Rezension
8
Systematic review
8
Textbook
8
Übersichtsarbeit
8
Amtsdruckschrift
7
Government document
7
Conference proceedings
5
Bibliografie
4
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4
Handbuch
4
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3
Fallstudie
3
Ratgeber
3
Accompanied by computer file
2
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2
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2
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2
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1
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English
13,349
German
158
French
21
Spanish
4
Czech
1
Portuguese
1
Swedish
1
Chinese
1
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All
Gupta, Rangan
112
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
36
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
Stulz, René M.
26
Andersen, Torben
25
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
Mensi, Walid
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
268
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
116
Journal of financial economics
106
Economic modelling
101
Research in international business and finance
100
Journal of econometrics
98
NBER Working Paper
96
Journal of international financial markets, institutions & money
92
Applied economics letters
91
Pacific-Basin finance journal
91
Applied mathematical finance
86
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
Research paper series / Swiss Finance Institute
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
58
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)
13,531
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1
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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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