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subject:"Schätzung"
~isPartOf:"Journal of econometrics"
~subject:"Optionspreistheorie"
~subject:"Schätztheorie"
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Schätzung
Optionspreistheorie
Schätztheorie
Option trading
14
Optionsgeschäft
14
Volatility
10
Volatilität
10
Option pricing theory
9
Stochastic process
8
Stochastischer Prozess
8
Derivat
5
Derivative
5
Theorie
5
Theory
5
Estimation
4
Statistical distribution
4
Statistische Verteilung
4
Black-Scholes model
3
Black-Scholes-Modell
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Estimation theory
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Options
3
Stochastic volatility
3
Bias
2
Futures exchange
2
Implied volatility
2
Systematischer Fehler
2
Terminbörse
2
VIX options
2
1988-1995
1
ARCH model
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ARCH-Modell
1
Aktienindex
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Autoregression
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Bias correction
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Börsenkurs
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Capital market returns
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English
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Todorov, Viktor
3
Xiu, Dacheng
2
Andersen, Torben
1
Asai, Manabu
1
Bollen, Nicolas P. B.
1
Bondarenko, Oleg
1
Chen, Song Xi
1
Gagliardini, Patrick
1
Gray, Stephen
1
McAleer, Michael
1
Park, Yang-Ho
1
Ronchetti, Diego
1
Song, Zhaogang
1
Tauchen, George Eugene
1
Whaley, Robert E.
1
Xu, Zheng
1
Zhang, Yang
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Journal of econometrics
The journal of futures markets
89
International journal of theoretical and applied finance
83
Review of derivatives research
58
The journal of computational finance
57
Applied mathematical finance
51
Quantitative finance
50
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Journal of banking & finance
47
Finance research letters
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
37
International journal of financial engineering
31
Finance and stochastics
28
Computational economics
27
European journal of operational research : EJOR
27
Journal of mathematical finance
27
Journal of financial economics
26
International review of economics & finance : IREF
24
Research paper series / Swiss Finance Institute
22
The European journal of finance
20
Asia-Pacific financial markets
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
Review of quantitative finance and accounting
18
Applied economics
16
The journal of derivatives : JOD
16
Economic modelling
15
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
14
Swiss Finance Institute Research Paper
14
Annals of finance
13
Journal of financial markets
13
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Applied economics letters
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
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ECONIS (ZBW)
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1
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:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
4
A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang
;
Xiu, Dacheng
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
Saved in:
5
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
6
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
7
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
8
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
9
Semi-parametric estimation of American option prices
Gagliardini, Patrick
;
Ronchetti, Diego
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 57-82
Persistent link: https://www.econbiz.de/10009719634
Saved in:
10
Regime switching in foreign exchange rates : evidence from currency option prices
Bollen, Nicolas P. B.
;
Gray, Stephen
;
Whaley, Robert E.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 239-276
Persistent link: https://www.econbiz.de/10001437758
Saved in:
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