//--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~subject:"Behavioural finance"
~subject:"Derivative"
~type_genre:"Article in journal"
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:"Option trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Derivative
Option trading
14
Optionsgeschäft
14
Volatility
10
Volatilität
10
Option pricing theory
9
Optionspreistheorie
9
Stochastic process
8
Stochastischer Prozess
8
Derivat
5
Theorie
5
Theory
5
Estimation
4
Schätzung
4
Statistical distribution
4
Statistische Verteilung
4
Black-Scholes model
3
Black-Scholes-Modell
3
Estimation theory
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Options
3
Schätztheorie
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
1
ARCH-Modell
1
Aktienindex
1
Autoregression
1
Bias correction
1
Börsenkurs
1
Capital market returns
1
Characteristic function
1
Closed-form expansion
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
5
Author
All
Chang, Chia-Lin
2
McAleer, Michael
2
Lieberman, Offer
1
Park, Yang-Ho
1
Phillips, Peter C. B.
1
Xiu, Dacheng
1
Published in...
All
Journal of econometrics
The journal of futures markets
37
International journal of theoretical and applied finance
24
Journal of banking & finance
22
Review of derivatives research
20
Applied mathematical finance
16
Finance research letters
15
Quantitative finance
15
International journal of financial engineering
14
International review of economics & finance : IREF
14
Journal of financial economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
Journal of financial markets
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of mathematical finance
9
The European journal of finance
9
Review of quantitative finance and accounting
7
Risks : open access journal
7
Economic modelling
6
Global finance journal
6
Pacific-Basin finance journal
6
Applied economics letters
5
Cogent economics & finance
5
Computational economics
5
Energy economics
5
Journal of financial and quantitative analysis : JFQA
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annals of finance
4
Applied financial economics
4
Finance and stochastics
4
Journal of derivatives & hedge funds
4
Journal of derivatives and quantitative studies
4
Journal of risk and financial management : JRFM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics and financial economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
2
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:
3
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
4
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->