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subject:"Capital income"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of derivatives research"
~subject:"Derivat"
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Capital income
Derivat
Index futures
54
Index-Futures
54
Volatility
22
Volatilität
22
Option pricing theory
15
Optionspreistheorie
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Skiadopoulos, George
2
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Bruand, Martin
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Cao, Charles Q.
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Doran, James S.
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Dorfleitner, Gregor
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Journal of banking & finance
Review of derivatives research
The journal of futures markets
41
International review of economics & finance : IREF
14
Applied financial economics
10
International review of financial analysis
8
Review of futures markets
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
The review of financial studies
6
Applied economics
5
Emerging markets, finance and trade : EMFT
5
Journal of empirical finance
5
Pacific-Basin finance journal
5
Review of Pacific Basin financial markets and policies
5
Review of quantitative finance and accounting
5
Applied economics letters
4
Finance research letters
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Journal of emerging market finance
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Research bulletin / The Institute of Cost Accountants of India
4
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The empirical economics letters : a monthly international journal of economics
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The journal of finance : the journal of the American Finance Association
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Working paper
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Advances in Pacific Basin financial markets
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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BRC papers on financial derivatives and investment strategies
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Global business review
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International journal of bonds and derivatives
3
International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial markets
3
Meddelanden från Svenska Handelshögskolan
3
The European journal of finance
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Working papers
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Advances in futures and options research : a research annual
2
Applied economic perspectives and policy
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Asian economic journal : journal of the East Asian Economic Association
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1
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
2
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang
- In:
Journal of banking & finance
38
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
Saved in:
3
The price discovery of day trading activities in futures market
Chen, Ming-Hsien
;
Tai, Vivian W.
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 217-239
Persistent link: https://www.econbiz.de/10010529623
Saved in:
4
The world price of jumo and volatility risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
5
The pricing of temperature futures at the Chicago Mercantile Exchange
Dorfleitner, Gregor
;
Wimmer, Maximilian
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1360-1370
Persistent link: https://www.econbiz.de/10003978408
Saved in:
6
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
7
Derivative use, fund flows and investment manager performance
Frino, Alex
;
Lepone, Andrew
;
Wong, Brad
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 925-933
Persistent link: https://www.econbiz.de/10003836457
Saved in:
8
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
9
Determinants of S&P 500 index option returns
Cao, Charles Q.
;
Huang, Jing-Zhi
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
Saved in:
10
Implied volatility and future portfolio returns
Banerjee, Prithviraj S.
;
Doran, James S.
;
Peterson, David R.
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3183-3199
Persistent link: https://www.econbiz.de/10003574850
Saved in:
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