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~person:"Bernales, Alejandro"
~person:"Boyle, Phelim P."
~person:"Zhang, Jin E."
~subject:"Index-Futures"
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Search: subject_exact:"Optionspreismodell"
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Index-Futures
Option pricing theory
59
Optionspreistheorie
59
Volatility
30
Volatilität
30
Option trading
27
Optionsgeschäft
27
Theorie
13
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13
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Bernales, Alejandro
Boyle, Phelim P.
Zhang, Jin E.
Linders, Daniël
7
Perrakis, Stylianos
7
Constantinides, George M.
6
Jackwerth, Jens Carsten
6
Todorov, Viktor
6
Bollerslev, Tim
5
Chernov, Mikhail
5
Collin-Dufresne, Pierre
5
Engle, Robert F.
5
Kane, Alex
5
Noh, Jaesun
5
Rieken, Sascha
5
Bamberg, Günter
4
Bates, David S.
4
Broadie, Mark
4
Cont, Rama
4
Czerwonko, Michal
4
Daigler, Robert T.
4
Dhaene, Jan
4
Dorfleitner, Gregor
4
Goldstein, Robert S.
4
Guidolin, Massimo
4
Kim, Sol
4
Mittnik, Stefan
4
Ryu, Doojin
4
Santa-Clara, Pedro
4
Singh, Vipul Kumar
4
Stentoft, Lars
4
Yan, Shu
4
Yang, Fan
4
Agrawal, Puja
3
Bakshi, Gurdip S.
3
Buraschi, Andrea
3
Charles-Cadogan, G.
3
Fleming, Jeff
3
Huynh, Kim
3
Johannes, Michael
3
Lin, Yueh-neng
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Applied economics
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Research in finance
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ECONIS (ZBW)
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1
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:
2
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
3
Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
4
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
-
2012
-
This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
Saved in:
5
Can we forecast the implied volatility surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
6
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
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