//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Continuous-time model"
~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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Continuous-time model
Volatility
Theorie
215
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
Markov chain
66
Markov-Kette
65
Spieltheorie
63
Zeitreihenanalyse
54
Time series analysis
50
Optionspreistheorie
41
Option pricing theory
38
Portfolio selection
37
Volatilität
36
Mathematical programming
33
Mathematische Optimierung
33
Portfolio-Management
33
Schätztheorie
32
Estimation theory
31
CAPM
29
stochastic volatility
26
Experiment
25
Dynamisches Gleichgewicht
24
Prinzipal-Agent-Theorie
24
Agency theory
23
Kontrolltheorie
19
Continuous-time
18
Dynamic equilibrium
18
Moral hazard
18
Control theory
17
Monetary policy
17
Moral Hazard
17
Continuous Time
16
Forecasting model
16
Prognoseverfahren
16
continuous-time
16
more ...
less ...
Online availability
All
Undetermined
32
Free
12
Type of publication
All
Article
42
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
3
Aufsatz im Buch
1
Book section
1
Hochschulschrift
1
more ...
less ...
Language
All
English
44
Undetermined
10
Author
All
Ebina, Takeshi
4
Matsushima, Noriaki
4
Casas, Isabel
3
Fabra, Natalia
3
Gao, Jiti
3
García, Alfredo
3
Hong, Yongmiao
3
Cui, Zhenyu
2
Li, Haitao
2
McAleer, Michael
2
Moreno, Manuel
2
Nishide, Katsumasa
2
Platania, Federico
2
Sun, Yixiao
2
Allen, Dave
1
Andersen, Torben
1
Asl, Neda Beheshti
1
Bollerslev, Tim
1
Brockhaus, Oliver
1
Chen, Carl R.
1
Choi, J.S.
1
Choi, Seungmoon
1
Christopher Lee, C.
1
Collin-Dufresne, Pierre
1
Creel, Michael D.
1
Dias, Gustavo Fruet
1
Diebold, Francis X.
1
Dontis-Charitos, Panagiotis
1
Dubois, Mathieu
1
Durand, Robert B.
1
El Alabi, Emilio
1
El-Khatib, Youssef
1
Fan, Yunfeng
1
Fernandes, Marcelo
1
Fos, Vyacheslav
1
Gapeev, Pavel V.
1
Geršôn, Dāwid
1
Gough, Orla
1
Harvey, Andrew
1
Haslip, Gareth G.
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Christian-Albrechts-Universität zu Kiel
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
University of California, San Diego / Department of Economics
1
Published in...
All
Journal of empirical finance
4
Discussion paper / Institute of Social and Economic Research
2
ISER Discussion Paper
2
Journal of econometrics
2
MPRA Paper
2
The journal of computational finance
2
Annals of Economics and Finance
1
Annals of finance
1
Asia-Pacific financial markets
1
CFS working paper series
1
Dynamic games and applications : DGA
1
Econometric Reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Letters
1
Economics letters
1
Environmental and resource economics
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Han gug gae bal yeon gu
1
Handbook of economic forecasting ; 1
1
International journal of bonds and derivatives
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of contemporary management : JMC
1
Journal of economic dynamics & control
1
Journal of economic studies
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of mathematical economics
1
Journal of public economics
1
Managerial Finance
1
Mathematics and Computers in Simulation (MATCOM)
1
Operational research : an international journal
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Physica A: Statistical Mechanics and its Applications
1
Portuguese economic journal
1
Quantitative finance
1
Recent work / Department of Economics, UC San Diego
1
SFB 373 Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
RePEc
11
EconStor
3
Showing
1
-
10
of
54
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
2
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
5
Concerns for long-run risks and natural resource policy
Kakeu, Johnson
- In:
Environmental and resource economics
84
(
2023
)
4
,
pp. 1051-1093
Persistent link: https://www.econbiz.de/10014251940
Saved in:
6
Dynamic asset allocation with multiple regime-switching markets
Shi, Jianmin
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1741-1755
Persistent link: https://www.econbiz.de/10014253444
Saved in:
7
Analysis of VIX-linked fee incentives in variable annuities via
continuous-time
Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
8
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel
;
Sun, Yixiao
-
University of California, San Diego / Department of …
-
2020
Persistent link: https://www.econbiz.de/10012504149
Saved in:
9
A novel two-phase decomposition-based algorithm to solve MINLP pipeline scheduling problem
Asl, Neda Beheshti
;
MirHassani, S. A.
;
Relvas, S.
; …
- In:
Operational research : an international journal
22
(
2022
)
5
,
pp. 4829-4863
Persistent link: https://www.econbiz.de/10013445589
Saved in:
10
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->