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Volatility
Theorie
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Bollerslev, Tim
83
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64
McAleer, Michael
55
Härdle, Wolfgang
47
Caporin, Massimiliano
45
Koopman, Siem Jan
42
Bekaert, Geert
41
Lux, Thomas
41
Gupta, Rangan
37
Chiarella, Carl
34
Aizenman, Joshua
32
Pierdzioch, Christian
30
Aït-Sahalia, Yacine
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Westerhoff, Frank H.
29
Todorov, Viktor
28
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26
Hautsch, Nikolaus
26
Asai, Manabu
25
Rose, Andrew
25
Ghysels, Eric
24
Herwartz, Helmut
24
Lucas, André
24
Meddahi, Nour
24
Yu, Jun
24
Chan, Joshua
23
Hafner, Christian M.
23
Lustig, Hanno
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Campbell, John Y.
22
Dijk, Dick van
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He, Xue-zhong
22
Li, Kai
22
Bauwens, Luc
21
Brandt, Michael W.
21
Engel, Charles
21
Engle, Robert F.
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Guerrón-Quintana, Pablo A.
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Schlag, Christian
21
Caballero, Ricardo J.
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Gallo, Giampiero M.
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National Bureau of Economic Research
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European University Institute / Department of Economics
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Kansantaloustieteen Laitos <Tampere>
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Umeå Universitet / Institutionen för Nationalekonomi
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NBER working paper series
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169
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Journal of econometrics
134
Finance research letters
124
Journal of banking & finance
108
Economic modelling
101
Energy economics
93
Journal of financial economics
90
Economics letters
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International review of economics & finance : IREF
83
Discussion paper / Tinbergen Institute
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Journal of empirical finance
82
International journal of forecasting
79
Applied economics
78
Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
74
Journal of international money and finance
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
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74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International review of financial analysis
67
The North American journal of economics and finance : a journal of financial economics studies
67
The European journal of finance
64
Quantitative finance
63
Journal of forecasting
62
The review of financial studies
58
Applied economics letters
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Computational economics
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of monetary economics
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Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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CREATES research paper
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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EconStor
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ArchiDok
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The impact of raw materials price volatility on cost of goods sold (COGS) for product manufacturing
Moheb-Alizadeh, Hadi
;
Handfield, Robert B.
- In:
IEEE transactions on engineering management : EM
65
(
2018
)
3
,
pp. 460-473
Persistent link: https://www.econbiz.de/10011915213
Saved in:
2
Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
3
Mathematical pseudo-completion of the BGM model
Yasuoka, Takashi
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10001584358
Saved in:
4
Genetisch ermittelte Approximationen zur Bestimmung der impliziten Volatilität
Keber, Christian
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001411561
Saved in:
5
Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000998162
Saved in:
6
Evolutionary computation in option pricing : determining implied volatilities based on American put options
Keber, Christian
- In:
Evolutionary computation in economics and finance : …
,
(pp. 399-415)
.
2002
Persistent link: https://www.econbiz.de/10001677460
Saved in:
7
Portfolio optimization under partial information: stochastic volatility in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
Saved in:
8
Costly switching and investment volatility
Jun, Tackseung
- In:
Economic theory : official journal of the Society for …
25
(
2005
)
2
,
pp. 317-332
Persistent link: https://www.econbiz.de/10002595559
Saved in:
9
Pricing American options fitting the smile
Dempster, Michael A. H.
;
Richards, Donald G.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
Saved in:
10
Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil
;
Chaudhuri, Tamal D.
- In:
South Asian journal of management : SAJM
25
(
2018
)
4
,
pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
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