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~isPartOf:"Journal of empirical finance"
~person:"Cao, Jie"
~person:"Han, Qian"
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Search: subject_exact:"Optionspreistheorie"
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Forecasting model
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
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Börsenkurs
1
Capital income
1
Forecasting
1
Immobilienfonds
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Informed trading in options
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Kapitaleinkommen
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Local parametric models
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Option trading
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Optionsgeschäft
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Real estate fund
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Real estate investment trusts
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Share price
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Stock return predictability
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Term structure of implied volatility
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Cao, Jie
Han, Qian
Stentoft, Lars
2
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Bauwens, Luc
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Chung, Sung Gon
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Huang, Jeffrey
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Ikäheimo, Seppo
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Kim, Namhyoung
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Kind, Axel
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Kolokolova, Olga
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Journal of empirical finance
European financial management : the journal of the European Financial Management Association
1
Journal of international financial markets, institutions & money
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Journal of risk
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Research paper series / Swiss Finance Institute
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Rotman School of Management Working Paper
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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The Quarterly Journal of Finance : QJF
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ECONIS (ZBW)
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Option price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
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2
Forecasting the term structure of option implied volatility : the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
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