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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~subject:"Option trading"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Option trading
Statistische Verteilung
Volatility
1,210
Volatilität
1,209
Börsenkurs
357
Share price
357
Capital income
323
Kapitaleinkommen
323
Theorie
311
Theory
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303
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249
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189
Prognoseverfahren
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Stochastic process
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Time series analysis
163
Zeitreihenanalyse
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Option pricing theory
156
Optionspreistheorie
156
Estimation theory
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Schätztheorie
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Welt
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World
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Risk
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Portfolio selection
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Risk premium
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Todorov, Viktor
5
Bollerslev, Tim
3
Paolella, Marc S.
3
Polak, Pawel
3
Bondarenko, Oleg
2
Corradi, Valentina
2
Doran, James S.
2
McAleer, Michael
2
Meddahi, Nour
2
Renò, Roberto
2
Santucci de Magistris, Paolo
2
Swanson, Norman R.
2
Violante, Francesco
2
Vorst, Ton
2
Walker, Patrick S.
2
Wang, Xingchun
2
Wu, Xinyu
2
Xiu, Dacheng
2
Aguilar, Mike
1
Almeida, Caio
1
Altay-Salih, Aslihan
1
Andersen, Torben
1
Andreou, Panayiotis C.
1
Asai, Manabu
1
Atilgan, Yigit
1
Augustyniak, Maciej
1
Aydin, Nezir
1
Badescu, Alexandru
1
Bandi, Federico M.
1
Barletta, Andrea
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Baule, Rainer
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Bernales, Alejandro
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Bouezmarni, Taoufik
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1
Brenner, Menachem
1
Buccheri, Giuseppe
1
Byström, Hans N. E.
1
Bégin, Jean-François
1
Cakici, Nusret
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Journal of econometrics
Finance research letters
Journal of banking & finance
The journal of futures markets
66
International journal of theoretical and applied finance
47
Quantitative finance
31
Applied mathematical finance
26
International review of financial analysis
26
Review of derivatives research
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Computational economics
21
International journal of financial engineering
20
The North American journal of economics and finance : a journal of financial economics studies
20
International review of economics & finance : IREF
19
Journal of financial economics
18
Applied economics
17
Discussion paper / Tinbergen Institute
17
Journal of financial markets
17
Economic modelling
16
International journal of forecasting
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of empirical finance
15
Journal of risk and financial management : JRFM
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The journal of computational finance
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Working paper
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Energy economics
14
Journal of economic dynamics & control
14
Research paper series / Swiss Finance Institute
14
Review of quantitative finance and accounting
14
The European journal of finance
14
European journal of operational research : EJOR
13
Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
13
Swiss Finance Institute Research Paper
12
Journal of mathematical finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied financial economics
9
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ECONIS (ZBW)
122
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1
The impact of position limits on options trading
Switzer, Lorne N.
;
Tu, Qiao
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490632
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
Traders' heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
4
Another application of call options : explaining the divergence between the housing market and the rental market
Lee, Hung-Wei
;
Lin, Che-Chun
;
Tsai, I-Chun
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472494
Saved in:
5
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
6
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
7
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
8
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
9
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
10
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
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