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~source:"econis"
~subject:"Option trading"
~subject:"Time series analysis"
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Option trading
Time series analysis
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McAleer, Michael
60
Härdle, Wolfgang
47
Caporale, Guglielmo Maria
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Koopman, Siem Jan
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Todorov, Viktor
35
Andersen, Torben
33
Gil-Alaña, Luis A.
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Lux, Thomas
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Hafner, Christian M.
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Cui, Zhenyu
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Lucas, André
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Madan, Dilip B.
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Carr, Peter
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Perrakis, Stylianos
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Tauchen, George Eugene
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Zhang, Jin E.
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Asai, Manabu
19
Chan, Joshua
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Stentoft, Lars
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Dijk, Dick van
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Chambre de commerce et d'industrie de Paris
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International Centre for Trade and Sustainable Development
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Svenska Handelshögskolan <Helsinki>
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The Wharton Financial Institutions Center
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1
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1
City University
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Cornell University / Department of Agricultural, Resource and Managerial Economics
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The journal of futures markets
201
Journal of banking & finance
120
International journal of theoretical and applied finance
119
Journal of econometrics
115
Finance research letters
93
Discussion paper / Tinbergen Institute
88
The journal of derivatives : the official publication of the International Association of Financial Engineers
87
Energy economics
83
Quantitative finance
80
Review of derivatives research
77
The North American journal of economics and finance : a journal of financial economics studies
73
Economic modelling
72
Journal of economic dynamics & control
64
International review of economics & finance : IREF
62
Journal of empirical finance
62
The journal of computational finance
61
International journal of forecasting
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Applied mathematical finance
58
Journal of financial economics
54
Applied economics
53
International review of financial analysis
52
Computational economics
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
Finance and stochastics
49
Economics letters
43
Journal of risk and financial management : JRFM
41
Journal of financial markets
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of forecasting
38
NBER working paper series
38
Working paper
38
Working paper / National Bureau of Economic Research, Inc.
38
CREATES research paper
37
Applied financial economics
36
European journal of operational research : EJOR
36
International journal of financial engineering
35
Research paper series / Swiss Finance Institute
35
Econometric reviews
34
The European journal of finance
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ECONIS (ZBW)
RePEc
3
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1
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10
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1
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
2
A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha
;
Shastri, Manjula
- In:
International journal of governance and financial …
1
(
2018
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Saved in:
3
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
4
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
5
Testing the performance of Black and Scholes pricing model in the Indian options market
Sharma, Sonal
- In:
Mudra : journal of finance and accounting
5
(
2018
)
1
,
pp. 18-34
Persistent link: https://www.econbiz.de/10011981105
Saved in:
6
A note on the implied
volatility
of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
7
Determinants of in-the-money expiration of call option contracts : an empirical evidence from call options on Nifty 50 Index
Sudhakar, Aare
;
Srikanth, Potharla
- In:
Global business review
17
(
2016
)
6
,
pp. 1373-1387
Persistent link: https://www.econbiz.de/10011665175
Saved in:
8
Capital structure effects on the prices of equity call options
Geske, Robert Leonard
;
Subrahmanyam, Avanidhar
;
Zhou, Yi
- In:
Journal of financial economics
121
(
2016
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Saved in:
9
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
10
Performance of Black-Scholes model with TSRV estimates
Singh, Shivam
;
Vipul
- In:
Managerial finance
41
(
2015
)
8
,
pp. 857-870
Persistent link: https://www.econbiz.de/10011336586
Saved in:
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