//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Zhang, Jin E."
~subject:"Börsenkurs"
~subject:"Option pricing theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Option pricing theory
Volatility
15
Volatilität
15
Optionspreistheorie
11
Option trading
8
Optionsgeschäft
8
Derivat
5
Derivative
5
Index futures
4
Index-Futures
4
Stochastic process
4
Stochastischer Prozess
4
Black-Scholes model
3
Black-Scholes-Modell
3
Index derivative
3
Indexderivat
3
Risikoprämie
3
Risk premium
3
CAPM
2
Capital income
2
China
2
Crude oil
2
Forecasting model
2
Hedging
2
Implied volatility (IV)
2
Kapitaleinkommen
2
Oil market
2
Prognoseverfahren
2
Statistical distribution
2
Statistische Verteilung
2
VIX futures
2
skewness
2
stochastic volatility
2
Ölmarkt
2
Aktienoption
1
Anlageverhalten
1
Arbitrage
1
Behavioural finance
1
COVID-19
1
Capital market returns
1
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Zhang, Jin E.
Gupta, Rangan
56
Ma, Feng
35
Bouri, Elie
23
Cui, Zhenyu
18
Demirer, Rıza
17
Todorov, Viktor
17
Balcilar, Mehmet
16
Wohar, Mark E.
16
Corbet, Shaen
15
Molnár, Peter
15
Roubaud, David
15
Ryu, Doojin
15
Wang, Jiqian
15
Wang, Xingchun
15
Zhang, Yaojie
15
Hammoudeh, Shawkat
14
Tiwari, Aviral Kumar
14
Salisu, Afees A.
13
Bollerslev, Tim
11
Mensi, Walid
11
Shahzad, Syed Jawad Hussain
11
Shen, Dehua
11
Wang, Yudong
11
Yin, Libo
11
Zhang, Wei
11
Jawadi, Fredj
10
Nguyen, Duy
10
Pierdzioch, Christian
10
Wu, Xinyu
10
Xuan Vinh Vo
10
Zhu, Huiming
10
Alòs, Elisa
9
Clements, Adam
9
Floros, Christos
9
He, Xin-Jiang
9
Kang, Sang Hoon
9
Li, Yan
9
Liang, Chao
9
Lorig, Matthew
9
more ...
less ...
Published in...
All
Applied economics
2
The journal of futures markets
2
Economic modelling
1
Economics letters
1
Energy economics
1
Journal of commodity markets
1
Pacific-Basin finance journal
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
3
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
4
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
5
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
6
The implied volatility smirk in the Chinese equity options market
Yue, Tian
;
Gehricke, Sebastian A.
;
Zhang, Jin E.
;
Pan, …
- In:
Pacific-Basin finance journal
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013369869
Saved in:
7
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
8
Dissecting skewness under affine jump-diffusions
Zhen, Fang
;
Zhang, Jin E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012299592
Saved in:
9
Pricing VIX derivatives with free stochastic volatility model
Lin, Wei
;
Li, Shenghong
;
Chern, Shane
;
Zhang, Jin E.
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 41-75
Persistent link: https://www.econbiz.de/10012311659
Saved in:
10
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->