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~isPartOf:"Applied economics letters"
~isPartOf:"Review of derivatives research"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
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Börsenkurs
Option pricing theory
Volatility
327
Volatilität
327
Share price
89
Estimation
84
Schätzung
84
Theorie
69
Theory
69
Capital income
65
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Wang, Xingchun
6
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2
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2
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2
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2
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Applied economics letters
Review of derivatives research
Finance research letters
224
Journal of banking & finance
168
International journal of theoretical and applied finance
167
The North American journal of economics and finance : a journal of financial economics studies
151
International review of financial analysis
147
Energy economics
142
NBER working paper series
135
International review of economics & finance : IREF
134
The journal of futures markets
134
Quantitative finance
128
Working paper / National Bureau of Economic Research, Inc.
124
Applied economics
116
Economic modelling
108
Journal of empirical finance
101
Journal of econometrics
100
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96
NBER Working Paper
93
Research in international business and finance
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Journal of risk and financial management : JRFM
86
Journal of international financial markets, institutions & money
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Applied mathematical finance
77
Applied financial economics
76
Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
The European journal of finance
68
The journal of computational finance
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
International Journal of Energy Economics and Policy : IJEEP
63
Research paper series / Swiss Finance Institute
61
Review of quantitative finance and accounting
59
Working paper
59
Journal of economic dynamics & control
57
International journal of financial engineering
54
The journal of finance : the journal of the American Finance Association
54
Economics letters
53
Discussion paper / Centre for Economic Policy Research
49
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
145
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1
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
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2
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
3
Investors' reaction under uncertainty
Kyaw, Khine
;
Olugbode, Mojisola
;
Petracci, Barbara
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2332-2336
Persistent link: https://www.econbiz.de/10014365767
Saved in:
4
Hedging cryptocurrency options
Matic, Jovanka Lili
;
Packham, Natalie
;
Härdle, Wolfgang
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 91-133
Persistent link: https://www.econbiz.de/10014266383
Saved in:
5
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
6
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
7
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
8
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
9
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
10
COVID-19's impacts on the Korean stock market
Choi, Changkyu
;
Jung, Hojin
- In:
Applied economics letters
29
(
2022
)
11
,
pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
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