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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Kreditrisiko"
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Search: "Option pricing theory"
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Capital income
Kreditrisiko
Option pricing theory
75
Optionspreistheorie
75
Theorie
30
Theory
30
Volatility
27
Volatilität
27
USA
20
United States
20
Kapitaleinkommen
11
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10
Option trading
10
Optionsgeschäft
10
Schätzung
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Feunou, Bruno
2
Atilgan, Yigit
1
Bali, Turan G.
1
Bernales, Alejandro
1
Christoffersen, Peter F.
1
Cortazar, Gonzalo
1
Cremers, Martijn
1
Demirtas, K. Ozgur
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Dumitru, Ana-Maria
1
Durham, Garland
1
Fan, Zhenzhen
1
Hu, Guanglian
1
Jacobs, Kris
1
Liu, Yuguo
1
Meddahi, Nour
1
Okou, Cédric
1
Park, Yang-ho
1
Rubinstein, Mark
1
Salamunic, Luka
1
Skiadopoulos, George
1
Urga, Giovanni
1
Vasquez, Aurelio
1
Weinbaum, David
1
Xiao, Xiao
1
Zhou, Hao
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
32
Journal of banking & finance
29
Review of derivatives research
19
Journal of financial economics
18
Quantitative finance
16
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
Applied mathematical finance
13
Insurance / Mathematics & economics
13
The journal of computational finance
12
Finance research letters
11
International journal of financial engineering
10
International review of financial analysis
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Journal of empirical finance
9
The European journal of finance
9
Applied economics letters
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
The review of financial studies
8
Finance and stochastics
7
Journal of financial markets
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of finance : the journal of the American Finance Association
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
International review of economics & finance : IREF
5
Journal of econometrics
5
The journal of fixed income
5
Annals of financial economics
4
Review of finance : journal of the European Finance Association
4
Scandinavian actuarial journal
4
Serie documentos de trabajo
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
The pricing of volatility and jump risks in the cross-section of index option returns
Hu, Guanglian
;
Liu, Yuguo
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
6
,
pp. 2385-2411
Persistent link: https://www.econbiz.de/10013367097
Saved in:
2
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
3
Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
4
Good volatility, bad volatility, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
5
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
6
Implied volatility spreads and expected market returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 87-101
Persistent link: https://www.econbiz.de/10011389785
Saved in:
7
The economic value of realized volatility : using high-frequency returns for option valuation
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 663-697
Persistent link: https://www.econbiz.de/10010487742
Saved in:
8
Beyong stochastic volatility and jumps in returns and volatility
Durham, Garland
;
Park, Yang-ho
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10009715069
Saved in:
9
Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 242-255
Persistent link: https://www.econbiz.de/10009657355
Saved in:
10
Deviations from put-call parity and stock return predictability
Cremers, Martijn
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 335-367
Persistent link: https://www.econbiz.de/10003990691
Saved in:
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