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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Capital income"
~subject:"Kreditrisiko"
~subject:"Volatilität"
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Search: "Option pricing theory"
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Capital income
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Option pricing theory
58
Optionspreistheorie
58
Theorie
27
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27
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17
United States
17
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15
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Option trading
7
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
181
Quantitative finance
110
Journal of banking & finance
92
Applied mathematical finance
83
The journal of futures markets
80
The journal of computational finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
Review of derivatives research
62
International journal of financial engineering
55
Finance research letters
50
Finance and stochastics
47
The North American journal of economics and finance : a journal of financial economics studies
45
European journal of operational research : EJOR
44
Journal of mathematical finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
Journal of econometrics
40
Journal of economic dynamics & control
40
Computational economics
38
Insurance / Mathematics & economics
36
Journal of financial economics
35
Research paper series / Swiss Finance Institute
35
Risks : open access journal
30
The European journal of finance
30
Review of quantitative finance and accounting
28
Annals of finance
26
International review of economics & finance : IREF
25
Asia-Pacific financial markets
24
Journal of empirical finance
23
Journal of risk and financial management : JRFM
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Applied economics
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
International review of financial analysis
21
Energy economics
19
The journal of finance : the journal of the American Finance Association
19
Economic modelling
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
18
Swiss Finance Institute Research Paper
17
Applied economics letters
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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
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
Saved in:
4
Volatility and expected option returns
Hu, Guanglian
;
Jacobs, Kris
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 1025-1060
Persistent link: https://www.econbiz.de/10012195631
Saved in:
5
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:
6
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
7
Event-related exchange-rate forecasts combining information from betting quotes and option prices
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2663-2683
Persistent link: https://www.econbiz.de/10012128877
Saved in:
8
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:
9
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
10
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
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