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~isPartOf:"Journal of empirical finance"
~subject:"Derivat"
~subject:"Risiko"
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Search: subject_exact:"Optionspreistheorie"
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Derivat
Risiko
Option pricing theory
39
Optionspreistheorie
39
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
Forecasting model
8
Option trading
8
Optionsgeschäft
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Index-Futures
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Kapitaleinkommen
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Risikoprämie
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Risk premium
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Theory
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Aktienmarkt
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Aretz, Kevin
1
Chan, Ka Kei
1
Chen, Ren-Raw
1
Chourdakis, Kyriakos
1
Dendramis, Yiannis
1
Gospodinov, Nikolaj
1
Hirukawa, Masayuki
1
Hsieh, Pei-lin
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Huang, Jeffrey
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Kolokolova, Olga
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Lin, Ming-Tsung
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Liu, Hening
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Poon, Ser-Huang
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Roll, Richard
1
Schwartz, Eduardo S.
1
Subrahmanyam, Avanidhar
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Sun, Baojing
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Tzavalis, Elias
1
Van Kooten, Gerrit C.
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Yang, Shuwen
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Journal of empirical finance
International journal of theoretical and applied finance
116
Applied mathematical finance
68
Review of derivatives research
50
Quantitative finance
42
Journal of banking & finance
38
The journal of computational finance
36
European journal of operational research : EJOR
35
Journal of mathematical finance
34
The journal of futures markets
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
Finance and stochastics
27
Insurance / Mathematics & economics
26
International journal of financial engineering
25
Risks : open access journal
25
Journal of economic dynamics & control
24
The European journal of finance
24
Energy economics
23
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
Finance research letters
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Research paper series / Swiss Finance Institute
18
Computational economics
16
International review of financial analysis
16
SpringerLink / Bücher
16
Annals of finance
15
Applied economics letters
15
Journal of econometrics
15
Journal of risk and financial management : JRFM
15
International review of economics & finance : IREF
14
Applied economics
13
Mathematics and financial economics
12
NBER working paper series
12
SFB 649 discussion paper
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Economic modelling
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
The journal of finance : the journal of the American Finance Association
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Working paper
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Journal of financial economics
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Mathematical finance
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ECONIS (ZBW)
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1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
3
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
4
Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing
;
Van Kooten, Gerrit C.
- In:
Journal of empirical finance
32
(
2015
),
pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
Saved in:
5
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
6
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
7
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
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