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~subject:"Kreditrisiko"
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Capital income
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Option pricing theory
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Optionspreistheorie
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Feunou, Bruno
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Fan, Zhenzhen
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Hu, Guanglian
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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
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The journal of computational finance
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Finance research letters
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International journal of financial engineering
10
International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Journal of economic dynamics & control
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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The review of financial studies
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Finance and stochastics
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Journal of financial markets
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
5
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The journal of fixed income
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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
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:
4
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:
5
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:
6
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:
7
Derivatives performance attribution
Rubinstein, Mark
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001569200
Saved in:
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