//--> //--> //-->
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 banking & finance"
~person:"Ederington, Louis H."
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Conditional heteroskedasticity
1
Estimation
1
Exchange rate
1
GARCH
1
Heteroscedasticity
1
Heteroskedastizität
1
Implied volatility
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Variance risk premium
1
Volatility smile
1
Wechselkurs
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ederington, Louis H.
Skiadopoulos, George
6
Taylor, Stephen
5
Clements, Adam
4
Jiang, George J.
4
Prokopczuk, Marcel
4
Alexander, Carol
3
Branger, Nicole
3
Chang, Eric Chieh
3
Christiansen, Charlotte
3
Doran, James S.
3
Driessen, Joost
3
Faff, Robert W.
3
Konstantinidi, Eirini
3
Li, Junye
3
Peterson, David R.
3
Wese Simen, Chardin
3
Aitken, Michael J.
2
Andreou, Panayiotis C.
2
Audrino, Francesco
2
Baig, Ahmed S.
2
Baldeaux, Jan
2
Batten, Jonathan A.
2
Becker, Ralf
2
Bezemer, Dirk Johan
2
Blau, Benjamin
2
Butt, Hassan A.
2
Cartea, Álvaro
2
Chevapatrakul, Thanaset
2
Choudhry, Taufiq
2
Christoffersen, Peter F.
2
Cumming, Douglas J.
2
Darrat, Ali F.
2
Davidson, Wallace Norman
2
Dijk, Dick van
2
Escobar, Marcos
2
Fodor, Andy
2
Gençay, Ramazan
2
Gkionis, Konstantinos
2
Grasselli, Martino
2
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of futures markets
5
Journal of financial and quantitative analysis : JFQA
2
Financial engineering and the Japanese markets
1
Journal of financial markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
Saved in:
2
The information frown in option prices
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1429-1457
Persistent link: https://www.econbiz.de/10002717930
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->