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subject:"Schätzung"
~person:"Easton, Stephen Andrew"
~person:"Gao, Xiaohui"
~person:"Ryu, Doojin"
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Schätzung
Option trading
37
Optionsgeschäft
37
Volatility
15
Volatilität
15
Option pricing theory
14
Optionspreistheorie
14
Börsenkurs
10
Index futures
10
Index-Futures
10
Share price
10
Estimation
9
Theorie
8
Theory
8
Derivat
7
Derivative
7
Asymmetric information
6
Asymmetrische Information
6
Australia
6
Australien
6
Market microstructure
6
Marktmikrostruktur
6
Anlageverhalten
5
Behavioural finance
5
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Index-linked bond
4
Indexanleihe
4
KOSPI200 options
4
Securities trading
4
VKOSPI
4
Welt
4
Wertpapierhandel
4
World
4
ARCH model
3
ARCH-Modell
3
Aktienindex
3
Bid-ask spread
3
Geld-Brief-Spanne
3
Implied volatility
3
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8
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English
9
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Easton, Stephen Andrew
Gao, Xiaohui
Ryu, Doojin
Giglio, Stefano
8
Kelly, Bryan T.
8
Dew-Becker, Ian
6
Cici, Gjergji
5
McAleer, Michael
5
Palacios, Luis-Felipe
5
Zhang, Jin E.
5
Schlag, Christian
4
Agrawal, Puja
3
Asai, Manabu
3
Audrino, Francesco
3
Bailey, Warren
3
Colangelo, Dominik
3
Cremers, Martijn
3
Franzke, Stefanie A.
3
Marabel Romo, Jacinto
3
Nandan, Tanuj
3
Rosenberg, Joshua V.
3
Ruan, Xinfeng
3
Todorov, Viktor
3
Zhou, Yinggang
3
Alfay, Elia
2
Bakshi, Gurdip S.
2
Byun, Suk Joon
2
Cao, Charles Q.
2
Chi, Yeguang
2
Chng, Michael T.
2
Crosby, John
2
Damgaard, Anders
2
Fodor, Andy
2
Funke, Michael
2
Gannon, Gerard L.
2
Guirguis, Michel
2
Hansen, Peter Reinhard
2
Hao, Wenyan
2
Huang, Zhuo
2
Hull, John
2
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Published in...
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International review of economics & finance : IREF
2
The journal of futures markets
2
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Journal of financial economics
1
Operations research
1
Working paper
1
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ECONIS (ZBW)
9
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Dark matter in (volatility and) equity option risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
3
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
4
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
5
Trade duration, informed trading, and option moneyness
Chung, Kee H.
;
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 395-411
Persistent link: https://www.econbiz.de/10011626088
Saved in:
6
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
7
Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
Saved in:
8
Put-call parity with futures-style margining
Easton, Stephen Andrew
- In:
The journal of futures markets
17
(
1997
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001218563
Saved in:
9
Put-call parity with futures-style margining
Easton, Stephen Andrew
-
1996
Persistent link: https://www.econbiz.de/10000947719
Saved in:
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