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isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Optionsgeschäft"
~subject:"Theorie"
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Optionsgeschäft
Theorie
Index futures
26
Index-Futures
26
Volatility
11
Volatilität
11
Forecasting model
9
Prognoseverfahren
9
Option pricing theory
8
Optionspreistheorie
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Theory
8
USA
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United States
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Aktienindex
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Derivative
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Risk premium
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Share price
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Capital income
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Erwartungsbildung
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Expectation formation
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Market microstructure
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Marktmikrostruktur
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Option trading
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Anders, Ulrich
1
Chen, Clara Chia-Sheng
1
Dockner, Engelbert J.
1
Dorffner, Georg
1
Farrell, Claude
1
Fleming, Jeff
1
French, Joseph J.
1
Guan, Zhengfei
1
Korn, Olaf
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Li, Wei-Xuan
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Mixon, Scott
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Myers, Robert J.
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Pandher, Gurupdesh S.
1
Petajisto, Antti
1
Schittenkopf, Christian
1
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1
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1
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1
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Journal of empirical finance
Journal of forecasting
The journal of futures markets
51
Journal of banking & finance
14
International review of economics & finance : IREF
10
The review of financial studies
9
Advances in futures and options research : a research annual
7
Applied economics letters
7
Applied financial economics
7
Review of derivatives research
7
The journal of finance : the journal of the American Finance Association
7
Finanzmarkt und Portfolio-Management
6
International review of financial analysis
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Meddelanden från Svenska Handelshögskolan
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Theoretical economics letters
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Applied economics
5
Arbeitspapiere zur mathematischen Wirtschaftsforschung
5
CREATES research paper
5
Journal of international financial markets, institutions & money
5
Asia-Pacific journal of financial studies
4
Gabler Edition Wissenschaft
4
Journal of financial markets
4
Pacific-Basin finance journal
4
Review of finance : journal of the European Finance Association
4
Working paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Australian journal of management
3
CFS working paper series
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
European financial management : the journal of the European Financial Management Association
3
Finance research letters
3
Global business review
3
International journal of finance & economics : IJFE
3
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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ECONIS (ZBW)
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1
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
2
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
3
The index premium and its hidden cost for index funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
Saved in:
4
Regression-based modeling of market option prices : with application to S&P500 options
Pandher, Gurupdesh S.
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 475-495
Persistent link: https://www.econbiz.de/10003593891
Saved in:
5
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
6
Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach
Schittenkopf, Christian
;
Dorffner, Georg
;
Dockner, …
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 355-374
Persistent link: https://www.econbiz.de/10001504677
Saved in:
7
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
8
Improving the pricing of options : a neural network approach
Anders, Ulrich
;
Korn, Olaf
;
Schmitt, Christian
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001363176
Saved in:
9
Assessing inefficiency in the S&P 500 futures market
Farrell, Claude
- In:
Journal of forecasting
12
(
1993
)
5
,
pp. 393-420
Persistent link: https://www.econbiz.de/10001145915
Saved in:
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