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~language:"eng"
~person:"Zhang, Jin E."
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
Volatility
32
Option pricing theory
26
Optionspreistheorie
26
Option trading
18
Optionsgeschäft
18
Capital income
14
Kapitaleinkommen
14
Risikoprämie
12
Risk premium
12
Forecasting model
11
Prognoseverfahren
11
Theorie
10
Theory
10
CAPM
8
China
8
Derivat
8
Derivative
8
Estimation
8
Risiko
8
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Stochastischer Prozess
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Kapitalmarktrendite
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5
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5
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4
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Article
38
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Article in journal
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38
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Language
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English
Author
All
Zhang, Jin E.
Gupta, Rangan
215
Ma, Feng
103
Bouri, Elie
102
Tiwari, Aviral Kumar
97
McMillan, David G.
95
Hammoudeh, Shawkat
87
Narayan, Paresh Kumar
85
Wohar, Mark E.
82
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
77
Zaremba, Adam
70
Caporale, Guglielmo Maria
69
Ryu, Doojin
67
Pierdzioch, Christian
65
Xuan Vinh Vo
65
Mensi, Walid
61
Kang, Sang Hoon
60
Gil-Alaña, Luis A.
59
Lucey, Brian M.
57
Corbet, Shaen
56
Bollerslev, Tim
54
Salisu, Afees A.
54
Wang, Yudong
54
Faff, Robert W.
53
Xiong, Xiong
53
Zhang, Wei
53
Zhang, Yaojie
53
Apergēs, Nikolaos
52
Madura, Jeff
52
Brooks, Robert
50
Hassan, M. Kabir
50
Demirer, Rıza
48
Balcilar, Mehmet
47
Hamori, Shigeyuki
47
Kumar, Dilip
47
Nguyen, Duc Khuong
47
Liang, Chao
45
Lien, Da-hsiang Donald
44
Yoon, Seong-min
44
Chiang, Thomas C.
43
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The journal of futures markets
9
Applied economics
3
Journal of economic dynamics & control
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Pacific-Basin finance journal
2
Economic modelling
1
Economics letters
1
Emerging markets review
1
Energy economics
1
Finance research letters
1
International review of finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Mathematics and financial economics
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
38
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1
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
2
Do short-term market swings improve realized volatility forecasts?
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014632688
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
5
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
6
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
7
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
8
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
9
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
10
The economics of the financial market for volatility trading
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Saved in:
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