//--> //--> //-->
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 financial economics"
~isPartOf:"LSE Research Online Documents on Economics"
~person:"Wu, Liuren"
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:"Volatility risk"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Expected volatility surface
1
Implied volatility surface
1
Option pricing theory
1
Option realized volatility
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Proportional variance dynamics
1
Risikoprämie
1
Risk premium
1
Vega-gamma-vanna-volga
1
Volatility
1
Volatility risk premium
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Wu, Liuren
Della Corte, Pasquale
2
Barinov, Alexander
1
Bollerslev, Tim
1
Carr, Peter
1
Chang, Bo Young
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
Corradi, Valentina
1
Distaso, Walter
1
González-Urteaga, Ana
1
Jakobs, Kris
1
Koijen, Ralph S. J.
1
Kozhan, Roman
1
Mele, Antonio
1
Moskowitz, Tobias J.
1
Neuberger, Anthony
1
Osterrieder, Daniela
1
Pedersen, Lasse Heje
1
Ramadorai, Tarun
1
Rubio, Gonzalo
1
Sarno, Lucio
1
Sizova, Natalia
1
Tauchen, George Eugene
1
Vedolin, Andrea
1
Vrugt, Evert B.
1
Wang, Junbo
1
Wu, Chunchi
1
more ...
less ...
Published in...
All
Journal of financial economics
LSE Research Online Documents on Economics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Analyzing
volatility
risk
and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->