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~person:"Fusai, Gianluca"
~person:"Ruan, Xinfeng"
~person:"Ryu, Doojin"
~subject:"Estimation"
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Estimation
Option trading
52
Optionsgeschäft
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Option pricing theory
30
Optionspreistheorie
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Volatility
25
Volatilität
25
Börsenkurs
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Fusai, Gianluca
Ruan, Xinfeng
Ryu, Doojin
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6
Cici, Gjergji
5
Palacios, Luis-Felipe
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International review of economics & finance : IREF
2
The journal of futures markets
2
Applied economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
Journal of commodity markets
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ECONIS (ZBW)
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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 cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
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
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
5
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
6
Trade duration, informed trading, and option moneyness
Chung, Kee H.
;
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 395-411
Persistent link: https://www.econbiz.de/10011626088
Saved in:
7
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
8
Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
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