//--> //--> //--> //-->
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
isPartOf:"Journal of financial economics"
~isPartOf:"Economics letters"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
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_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Volatility
429
Volatilität
429
Theorie
152
Theory
152
Capital income
119
Kapitaleinkommen
119
Börsenkurs
117
Share price
117
Estimation
94
Schätzung
94
USA
62
United States
62
ARCH model
61
ARCH-Modell
61
CAPM
56
Risiko
52
Risk
52
Risikoprämie
50
Risk premium
50
Time series analysis
47
Zeitreihenanalyse
47
Aktienmarkt
44
Stochastic process
44
Stochastischer Prozess
44
Stock market
44
Forecasting model
43
Prognoseverfahren
43
Welt
42
World
42
Business cycle
38
Konjunktur
38
Exchange rate
37
Option pricing theory
37
Wechselkurs
37
Schock
34
Shock
34
Portfolio selection
33
Portfolio-Management
33
Estimation theory
28
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
37
Language
All
English
37
Author
All
Christoffersen, Peter F.
3
Jacobs, Kris
3
Ornthanalai, Chayawat
3
Fusari, Nicola
2
Goldstein, Robert S.
2
Muravyev, Dmitriy
2
Todorov, Viktor
2
Agarwalla, Sobhesh Kumar
1
Andersen, Torben
1
Bai, Jennie
1
Bandi, F. M.
1
Bates, David S.
1
Benzoni, Luca
1
Bollerslev, Tim
1
Broussard, John Paul
1
Carr, Peter
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
1
Chaudhury, Mohammed M.
1
Chernov, Mikhail
1
Collin-Dufresne, Pierre
1
Corsi, Fulvio
1
Dezsö, Cristian L.
1
Duan, Yunpeng
1
Eom, Young Ho
1
Fahim, Arash
1
Fang, Tong
1
Filipović, Damir
1
Fuente, Gabriel de
1
Fullwood, Jonathan
1
Geske, Robert Leonard
1
Ghoddusi, Hamed
1
Ghysels, Eric
1
Gourier, Elise
1
Goyal, Amit
1
Horra, Luis P. de la
1
Hwang, Eunju
1
James, Jessica
1
Jang, Woon Wook
1
Kang, Yong Joo
1
more ...
less ...
Published in...
All
Journal of financial economics
Economics letters
International journal of theoretical and applied finance
156
Quantitative finance
100
Journal of banking & finance
74
Applied mathematical finance
72
The journal of futures markets
71
The journal of computational finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
43
European journal of operational research : EJOR
40
Finance and stochastics
40
Journal of econometrics
39
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Computational economics
35
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Risks : open access journal
28
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
Annals of finance
24
International review of economics & finance : IREF
22
The European journal of finance
22
Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Journal of empirical finance
18
Journal of risk and financial management : JRFM
18
Asia-Pacific financial markets
16
Economic modelling
16
International review of financial analysis
16
Journal of financial and quantitative analysis : JFQA
15
Asia-Pacific journal of financial studies
14
Mathematics and financial economics
14
The journal of finance : the journal of the American Finance Association
14
Applied financial economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
3
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
4
The impact of economic policy uncertainty and monetary policy on R&D investment : an option pricing approach
Horra, Luis P. de la
;
Perote, Javier
;
Fuente, Gabriel de
- In:
Economics letters
214
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448064
Saved in:
5
Volatility and the cross-section of returns on FX options
Fullwood, Jonathan
;
James, Jessica
;
Marsh, Ian
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1262-1284
Persistent link: https://www.econbiz.de/10012873205
Saved in:
6
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
7
Why do option returns change sign from day to night?
Muravyev, Dmitriy
;
Ni, Xuechuan Charles
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
Saved in:
8
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
9
Volatility and expected option returns: a note
Chaudhury, Mohammed M.
- In:
Economics letters
152
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011800758
Saved in:
10
The role of news-based implied volatility among US financial markets
Su, Zhi
;
Fang, Tong
;
Yin, Libo
- In:
Economics letters
157
(
2017
),
pp. 24-27
Persistent link: https://www.econbiz.de/10011847294
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->