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~subject:"Kapitaleinkommen"
~subject:"VKOSPI"
~type_genre:"Article in journal"
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Search: subject:"implied volatility"
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Kapitaleinkommen
VKOSPI
Volatility
583
Volatilität
583
Option pricing theory
303
Optionspreistheorie
303
Implied volatility
240
Option trading
207
Optionsgeschäft
207
Börsenkurs
137
Forecasting model
137
Prognoseverfahren
137
Share price
137
implied volatility
131
Capital income
127
Estimation
124
Schätzung
124
ARCH model
88
ARCH-Modell
88
Derivat
77
Derivative
77
Aktienmarkt
69
Stock market
69
Stochastic process
64
Stochastischer Prozess
64
Index futures
63
Index-Futures
63
Theorie
60
Theory
60
Black-Scholes model
55
Black-Scholes-Modell
55
VIX
48
Welt
46
World
46
Risiko
45
Risk
45
Aktienindex
44
Risk premium
44
Stock index
44
Risikoprämie
43
Exchange rate
42
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Undetermined
88
Free
11
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Article
130
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1
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Article in journal
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131
Working Paper
27
Arbeitspapier
26
Graue Literatur
23
Non-commercial literature
23
Aufsatz im Buch
2
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2
Conference paper
2
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2
Article
1
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English
131
Author
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Ryu, Doojin
8
Bouri, Elie
3
Karim, Muhammad Mahmudul
3
Schadner, Wolfgang
3
Shaikh, Imlak
3
Ze-To, Samuel Yau Man
3
Elyasiani, Elyas
2
Fodor, Andy
2
Gambarelli, Luca
2
Guo, Biao
2
Hammoudeh, Shawkat
2
Kanas, Angelos
2
Kim, Jun Sik
2
Li, Gang
2
Mansur Masih
2
Molnár, Peter
2
Muzzioli, Silvia
2
Shahzad, Syed Jawad Hussain
2
Shi, Yukun
2
Srinivasan, Palamalai
2
Todorova, Neda
2
Wang, Xuewu
2
Wen, Fenghua
2
Xu, Yaofei
2
Zhang, Yi
2
Abdoh, Hussein
1
Agarwal, Vineet
1
Albers, Stefan
1
Ali, Md Hakim
1
Alsheikhmubarak, Abdulilah Ibrahim
1
Andreou, Panayiotis C.
1
Ang, Tze Chuan
1
Anoruo, Emmanuel
1
Ariff, Mohamed
1
Awartani, Basel
1
Badshah, Ihsan Ullah
1
Bagchi, Debasis
1
Bargeron, Leonce
1
Beaulieu, Marie-Claude
1
Bekaert, Geert
1
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Journal of banking & finance
11
International review of financial analysis
7
Applied economics
6
Finance research letters
6
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets, finance and trade : EMFT
3
Journal of financial economics
3
Journal of financial markets
3
Quantitative finance
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Asia-Pacific journal of financial studies
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Financial markets and portfolio management
2
International journal of economics and finance
2
Investment management and financial innovations
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Modern economy
2
Multinational finance journal
2
Pacific-Basin finance journal
2
Quantitative finance and economics
2
Research bulletin / The Institute of Cost Accountants of India
2
Research in international business and finance
2
Review of derivatives research
2
Review of quantitative finance and accounting
2
Romanian journal of economic forecasting
2
The European journal of finance
2
The journal of applied business research
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of corporate finance : contracting, governance and organization
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin business, economics, and finance
1
Annals of finance
1
Applied economics letters
1
Econometric reviews
1
Economic systems
1
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ECONIS (ZBW)
131
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Forecasting VIX : the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
- In:
Economics and Business Letters : EBL
12
(
2023
)
3
,
pp. 231-240
Persistent link: https://www.econbiz.de/10014448444
Saved in:
3
Factor momentum, option-
implied
volatility
scaling, and investor sentiment
Grobys, Klaus
;
Kolari, James W.
;
Rutanen, Jere
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 138-155
Persistent link: https://www.econbiz.de/10013171033
Saved in:
4
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:
5
The relationship between
implied
volatility
and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
6
Implied
volatility
spread and stock mispricing
Cao, Zhen
;
Chelikani, Surya
;
Kilic, Osman
;
Wang, Xuewu
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
Saved in:
7
The daily rise and fall of the VIX1D : causes and solutions of its overnight bias
Albers, Stefan
;
Kestner, Lars N.
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014530970
Saved in:
8
Idiosyncratic volatility, option-based measures of informed trading, and investor attention
Mohrschladt, Hannes
;
Schneider, Judith C.
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10012659668
Saved in:
9
New evidence on the information content of
implied
volatility
of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
10
Forecasting stock market dynamics using bidirectional long short-term memory
Park, Daehyeon
;
Ryu, Doojin
- In:
Romanian journal of economic forecasting
24
(
2021
)
2
,
pp. 22-34
Persistent link: https://www.econbiz.de/10012587123
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