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~person:"Boyle, Phelim P."
~person:"Zhang, Jin E."
~subject:"Forecasting model"
~subject:"Index futures"
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Search: subject_exact:"Optionspreismodell"
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Forecasting model
Index futures
Option pricing theory
46
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19
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Boyle, Phelim P.
Zhang, Jin E.
Craig, Ben R.
9
Guidolin, Massimo
9
Bernales, Alejandro
8
Todorov, Viktor
8
Linders, Daniël
7
Perrakis, Stylianos
7
Constantinides, George M.
6
Engle, Robert F.
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6
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6
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6
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5
Chernov, Mikhail
5
Collin-Dufresne, Pierre
5
Hess, Markus
5
Keller, Joachim G.
5
Muzzioli, Silvia
5
Rieken, Sascha
5
Rombouts, Jeroen V. K.
5
Ryu, Doojin
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Singh, Vipul Kumar
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Tang, Xiaoxiao
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Bamberg, Günter
4
Bates, David S.
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Chang, Bo Young
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Cont, Rama
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Czerwonko, Michal
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Daigler, Robert T.
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Deelstra, Griselda
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Applied economics
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Energy economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of commodity markets
1
Research in finance
1
The journal of futures markets
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1
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:
2
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:
3
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:
4
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:
5
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
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
Saved in:
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