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~subject:"Risiko"
~subject:"Theory"
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Search: subject:"implied volatility"
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Risiko
Theory
VKOSPI
Volatilität
676
Volatility
664
Implied volatility
378
Optionspreistheorie
345
Option pricing theory
339
implied volatility
337
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229
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228
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170
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167
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82
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53
realized volatility
53
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Ryu, Doojin
15
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5
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5
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3
Kutan, Ali M.
3
Roth Tran, Brigitte
3
Schadner, Wolfgang
3
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3
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3
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3
Weber, Rüdiger
3
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2
Bekaert, Geert
2
Bekiros, Stelios
2
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2
Gu, Chen
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Stan, Raluca
2
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2
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2
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2
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2
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2
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1
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1
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1
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
Bonn Econ Discussion Papers / BGSE
1
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1
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1
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1
Decisions in economics and finance : a journal of applied mathematics
1
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1
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ECONIS (ZBW)
124
RePEc
5
EconStor
2
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1
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Drábek, Zdeněk
;
Kopa, Miloš
;
Maciak, Matúš
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014391957
Saved in:
2
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
3
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:
4
Financial volatility modeling with option-implied information and important macro-factors
Yfanti, Stavroula
;
Karanasos, Menelaos
- In:
Journal of the Operational Research Society
73
(
2022
)
9
,
pp. 2129-2149
Persistent link: https://www.econbiz.de/10013532426
Saved in:
5
Convertible bond arbitrage smart beta
Zeitsch, Peter J.
- In:
Computational economics
63
(
2024
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10014472067
Saved in:
6
Uncertainty measure : as a proxy for the degree of market imperfection
Zhang, Hailiang
;
Muhammad, Atif Sattar
;
Wang, Haijun
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 159-171
Persistent link: https://www.econbiz.de/10014446735
Saved in:
7
Pricing Poseidon: extreme weather uncertainty and firm return dynamics
Kruttli, Mathias S.
;
Roth Tran, Brigitte
;
Watugala, …
-
2021
Persistent link: https://www.econbiz.de/10012807282
Saved in:
8
Pricing event risk : evidence from concave
implied
volatility
curves
Alexiou, Lykourgos
;
Goyal, Amit
;
Kostakis, Alexandros
; …
-
2021
We document that
implied
volatility
(IV) curves extracted from short-term equity options frequently become concave …
Persistent link: https://www.econbiz.de/10012612931
Saved in:
9
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
Saved in:
10
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
Mininni, Michele
;
Orlando, Giuseppe
;
Taglialatela, Giovanni
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 73-100
Persistent link: https://www.econbiz.de/10012587816
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