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subject:"Schätzung"
~person:"Chi, Yeguang"
~person:"Nandan, Tanuj"
~person:"Ruan, Xinfeng"
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Schätzung
Option trading
15
Optionsgeschäft
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Volatility
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Option pricing theory
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Optionspreistheorie
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Estimation
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Index futures
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Risikomaß
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Chi, Yeguang
Nandan, Tanuj
Ruan, Xinfeng
Giglio, Stefano
8
Kelly, Bryan T.
8
Dew-Becker, Ian
6
Cici, Gjergji
5
McAleer, Michael
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Palacios, Luis-Felipe
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Ryu, Doojin
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Zhang, Jin E.
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Asai, Manabu
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3
Zhou, Yinggang
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Alfay, Elia
2
Bakshi, Gurdip S.
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Byun, Suk Joon
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Cao, Charles Q.
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Chng, Michael T.
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The journal of futures markets
2
Finance research letters
1
Global business & economics review
1
Global review of business and economic research
1
Journal of commodity markets
1
Journal of international financial markets, institutions & money
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Margin: the journal of applied economic research
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ECONIS (ZBW)
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
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:
3
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
4
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
5
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
6
Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global business & economics review
20
(
2018
)
4
,
pp. 485-502
Persistent link: https://www.econbiz.de/10012126516
Saved in:
7
Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate volatility measures
Nandan, Tanuj
;
Agrawal, Puja
- In:
Margin: the journal of applied economic research
10
(
2016
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
Saved in:
8
Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global review of business and economic research
10
(
2014
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
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