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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Index futures"
~subject:"Volatilität"
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Search: subject_exact:"Häufigkeitsverteilung"
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Index futures
Volatilität
Statistical distribution
27
Statistische Verteilung
27
Option pricing theory
13
Optionspreistheorie
13
USA
9
United States
9
Theorie
8
Theory
8
Volatility
7
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4
Optionsgeschäft
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Agca, Senay
1
Agrawal, Deepak
1
Eriksson, Anders
1
Gemmill, Gordon
1
Ghysels, Eric
1
Islam, Saiyid
1
Lin, Shu-hui
1
Mixon, Scott
1
Neftci, Salih N.
1
Pan, Ging-ginq
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Saflekos, Apostolos
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1
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of econometrics
34
International journal of theoretical and applied finance
16
Discussion paper / Tinbergen Institute
13
Economic modelling
13
International journal of forecasting
13
Journal of banking & finance
13
Working paper
13
Computational economics
12
International review of financial analysis
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Quantitative finance
12
Finance research letters
11
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Energy economics
9
Journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
8
Economics letters
7
International journal of financial engineering
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
7
Research paper series / Swiss Finance Institute
7
Review of quantitative finance and accounting
7
The European journal of finance
7
Applied economics
6
CREATES research paper
6
Econometrics : open access journal
6
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of mathematical finance
6
Swiss Finance Institute Research Paper
6
Journal of economic dynamics & control
5
Risks : open access journal
5
Applied economics letters
4
Econometric Institute research papers
4
European journal of operational research : EJOR
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1
What does implied volatility skew measure?
Mixon, Scott
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 9-25
Persistent link: https://www.econbiz.de/10009229670
Saved in:
2
Impact of net buying pressure on changes in implied volatility : before and after the onset of the subprime crisis
Shiu, Yung-ming
;
Pan, Ging-ginq
;
Lin, Shu-hui
;
Wu, Tu-cheng
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 54-66
Persistent link: https://www.econbiz.de/10003985513
Saved in:
3
An empirical characteristic function approach to VaR under a mixture-of-normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10008655519
Saved in:
4
The impact of jump dynamics on the predictive power of option-implied densities
Wang, Yaw-huei
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003852617
Saved in:
5
The normal inverse gaussian distribution and the pricing of derivatives
Eriksson, Anders
;
Ghysels, Eric
;
Wang, Fangfang
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10003852619
Saved in:
6
Implied correlations : smiles or smirks?
Agca, Senay
;
Agrawal, Deepak
;
Islam, Saiyid
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 7-35
Persistent link: https://www.econbiz.de/10003795256
Saved in:
7
Value at risk calculations, extreme events, and tail estimation
Neftci, Salih N.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 23-37
Persistent link: https://www.econbiz.de/10001497755
Saved in:
8
How useful are implied distributions? : Evidence from stock index options
Gemmill, Gordon
;
Saflekos, Apostolos
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 83-98
Persistent link: https://www.econbiz.de/10001497760
Saved in:
9
A quantile regression approach to estimating the distribution of multiperiod returns
Taylor, James W.
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 64-78
Persistent link: https://www.econbiz.de/10001432473
Saved in:
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