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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~subject:"Optionspreistheorie"
~subject:"Statistische Verteilung"
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Optionspreistheorie
Statistische Verteilung
Volatility
835
Volatilität
835
Börsenkurs
255
Share price
255
Estimation
220
Schätzung
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Capital income
213
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Todorov, Viktor
6
Bollerslev, Tim
4
Xiu, Dacheng
4
Chen, Jun-Home
3
Lian, Yu-Min
3
Tauchen, George Eugene
3
Wang, Xingchun
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Aït-Sahalia, Yacine
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Badescu, Alexandru
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Bandi, Federico M.
2
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Corradi, Valentina
2
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2
Gallant, A. Ronald
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Madan, Dilip B.
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Meddahi, Nour
2
Paolella, Marc S.
2
Park, Yang-Ho
2
Polak, Pawel
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Schadner, Wolfgang
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1
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Journal of econometrics
Finance research letters
International journal of theoretical and applied finance
161
Quantitative finance
103
Journal of banking & finance
81
The journal of futures markets
74
Applied mathematical finance
72
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
50
International journal of financial engineering
49
The North American journal of economics and finance : a journal of financial economics studies
44
European journal of operational research : EJOR
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Computational economics
41
Finance and stochastics
40
Journal of mathematical finance
40
Journal of economic dynamics & control
37
Research paper series / Swiss Finance Institute
32
Journal of financial economics
31
Risks : open access journal
31
The European journal of finance
29
Energy economics
28
International review of economics & finance : IREF
28
International review of financial analysis
28
Journal of empirical finance
28
Economic modelling
27
Journal of risk and financial management : JRFM
27
Review of quantitative finance and accounting
27
Annals of finance
26
Applied economics
26
Insurance / Mathematics & economics
26
Discussion paper / Tinbergen Institute
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Working paper
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Swiss Finance Institute Research Paper
19
Asia-Pacific financial markets
18
International journal of forecasting
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ECONIS (ZBW)
114
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
3
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
4
Another application of call options : explaining the divergence between the housing market and the rental market
Lee, Hung-Wei
;
Lin, Che-Chun
;
Tsai, I-Chun
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472494
Saved in:
5
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
6
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
7
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
8
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
9
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
10
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
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