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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Optionspreismodell"
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Prognoseverfahren
Option pricing theory
285
Optionspreistheorie
285
Volatility
90
Volatilität
90
Option trading
61
Optionsgeschäft
61
Theorie
61
Theory
61
Stochastic process
53
Stochastischer Prozess
53
Derivat
38
Derivative
38
Yield curve
30
Zinsstruktur
30
Hedging
26
Risikoprämie
26
Risk premium
26
Black-Scholes model
22
Black-Scholes-Modell
22
Estimation
22
Credit risk
21
Kreditrisiko
21
Schätzung
21
CAPM
19
Capital income
17
Kapitaleinkommen
17
ARCH model
15
ARCH-Modell
15
Portfolio selection
15
Portfolio-Management
15
Forecasting model
14
Option pricing
14
USA
14
United States
14
Commodity derivative
12
Rohstoffderivat
12
Statistical distribution
11
Statistische Verteilung
11
Aktienoption
10
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14
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14
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14
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English
14
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Agarwal, Vineet
1
Andreou, Panayiotis C.
1
Bauer, Julian
1
Bernales, Alejandro
1
Blau, Benjamin
1
Chalamandaris, Georgios
1
Gagnon, Marie-Hélène
1
Guidolin, Massimo
1
Ivanova, Vesela
1
Kagkadis, Anastasios
1
Kearney, Fearghal
1
Kiesel, Rüdiger
1
Lin, Tse-Chun
1
Lu, Shan
1
Lu, Xiaolong
1
Nguyen Nga
1
Perote, Javier
1
Philip, Dennis
1
Power, Gabriel J.
1
Puigvert Gutiérrez, Josep Maria
1
Rahe, Florentin
1
Rombouts, Jeroen V. K.
1
Shang, Han Lin
1
Sheenan, Lisa
1
Stentoft, Lars
1
Taamouti, Abderrahim
1
Toupin, Dominique
1
Tsekrekos, Andrianos E.
1
Violante, Francesco
1
Whitby, Ryan J.
1
Yun, Jaeho
1
Ñíguez, Trino-Manuel
1
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Asia-Pacific financial markets
Journal of banking & finance
Quantitative finance
9
The journal of futures markets
9
International journal of forecasting
8
Journal of empirical finance
8
International journal of theoretical and applied finance
6
Energy economics
5
Journal of forecasting
5
Journal of financial markets
4
Journal of international financial markets, institutions & money
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper
4
Economic modelling
3
European journal of operational research : EJOR
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Journal of financial and quantitative analysis : JFQA
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
3
Review of derivatives research
3
SpringerLink / Bücher
3
The European journal of finance
3
Annals of finance
2
Asia-Pacific journal of financial studies
2
Australian journal of management
2
Discussion paper / Department of Economics, University of California San Diego
2
Discussion paper / Deutsche Bundesbank
2
Discussion papers / CEPR
2
Economics letters
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Federal Reserve Bank of Cleveland working paper series
2
International journal of economics and finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of financial economics
2
Journal of mathematical finance
2
Journal of the Operational Research Society
2
LSF research working paper series
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
14
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14
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
3
The information content of forward moments
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
106
(
2019
),
pp. 527-541
Persistent link: https://www.econbiz.de/10012224347
Saved in:
4
Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
5
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
6
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
7
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
8
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
9
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
10
Are hazard models superior to traditional bankruptcy prediction approaches? : a comprehensive test
Bauer, Julian
;
Agarwal, Vineet
- In:
Journal of banking & finance
40
(
2014
),
pp. 432-442
Persistent link: https://www.econbiz.de/10010403649
Saved in:
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