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Search: subject:"Implied volatility"
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Volatilität
728
Volatility
717
Implied volatility
405
Optionspreistheorie
394
Option pricing theory
388
implied volatility
348
Optionsgeschäft
330
Option trading
329
Prognoseverfahren
181
Forecasting model
178
Börsenkurs
157
Share price
153
Index-Futures
116
Schätzung
116
Index futures
115
ARCH-Modell
114
Capital income
112
Estimation
112
Kapitaleinkommen
112
ARCH model
111
Derivat
104
Derivative
104
Black-Scholes model
101
Black-Scholes-Modell
101
Stochastischer Prozess
93
Stochastic process
92
VIX
89
Implied Volatility
83
Aktienindex
81
Stock index
80
Theorie
78
Aktienmarkt
77
Stock market
76
Risk
72
Risiko
70
Theory
66
Risikoprämie
58
Risk premium
58
realized volatility
53
Zeitreihenanalyse
51
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Undetermined
618
Free
440
CC license
21
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888
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347
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7
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626
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121
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68
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25
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12
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12
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12
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897
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338
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2
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Ryu, Doojin
24
Härdle, Wolfgang
20
Muzzioli, Silvia
17
Bouri, Elie
16
Shaikh, Imlak
15
Bekaert, Geert
13
Christensen, Bent Jesper
13
Hoerova, Marie
12
Padhi, Puja
12
Siddiqi, Hammad
12
Aboura, Sofiane
11
Nielsen, Morten Ørregaard
10
Smales, Lee A.
10
Chevallier, Julien
9
Degiannakis, Stavros
9
Jacquier, Antoine
9
Kräussl, Roman
9
Lehnert, Thorsten
9
Stork, Philip
9
Ślepaczuk, Robert
9
Clements, Adam
8
Filis, George
8
Hoque, Ariful
8
Härdle, Wolfgang Karl
8
Oosterlee, Cornelis Willebrordus
8
Benavides, Guillermo
7
Busch, Thomas
7
Fengler, Matthias R.
7
Guidolin, Massimo
7
Lo Duca, Marco
7
Lorig, Matthew
7
Mungo, Julius
7
Sakowski, Paweł
7
Schlag, Christian
7
Wu, Liuren
7
Zhang, Jin E.
7
Alòs, Elisa
6
Becker, Ralf
6
Bernales, Alejandro
6
Bollerslev, Tim
6
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School of Economics and Management, University of Aarhus
19
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
18
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
12
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
10
Université Paris-Dauphine (Paris IX)
9
C.E.P.R. Discussion Papers
8
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
EconWPA
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
HAL
5
National Centre for Econometric Research (NCER)
5
School of Economics and Political Science, Universität St. Gallen
5
Economics Department, Queen's University
4
European Central Bank
4
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
University of Bonn, Germany
3
Université Paris-Dauphine
3
Agricultural and Applied Economics Association - AAEA
2
Banco de México
2
Banque de France
2
Center for Financial Studies
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Department of Econometrics and Business Statistics, Monash Business School
2
Duke University, Department of Economics
2
Econometric Society
2
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
Graduate School of Economics, Osaka University
2
Henley Business School, University of Reading
2
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
2
Indira Gandhi Institute of Development Research (IGIDR)
2
Institut für Weltwirtschaft (IfW)
2
Nationalekonomiska Institutionen, Ekonomihögskolan
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Bank of England
1
Bank of Greece
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
CESifo
1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
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Published in...
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Journal of banking & finance
27
International review of financial analysis
26
Quantitative finance
26
Finance research letters
25
International Journal of Theoretical and Applied Finance (IJTAF)
23
CREATES Research Papers
19
Energy economics
19
International journal of theoretical and applied finance
19
MPRA Paper
18
Applied economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of futures markets
14
Journal of empirical finance
13
Review of Derivatives Research
13
International review of economics & finance : IREF
12
Journal of Banking & Finance
12
SFB 649 Discussion Papers
12
Applied mathematical finance
10
International journal of financial engineering
10
Economic modelling
9
Economics Papers from University Paris Dauphine
9
Research in international business and finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
CEPR Discussion Papers
8
Finance and Stochastics
8
Finance and stochastics
8
Journal of international financial markets, institutions & money
8
Review of Quantitative Finance and Accounting
8
Asia-Pacific journal of financial studies
7
Journal of Risk and Financial Management
7
Journal of financial markets
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Physica A: Statistical Mechanics and its Applications
7
Review of derivatives research
7
SFB 649 Discussion Paper
7
The European Journal of Finance
7
The European journal of finance
7
Working Paper
7
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
Annals of finance
6
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Source
All
ECONIS (ZBW)
713
RePEc
415
EconStor
78
BASE
27
Other ZBW resources
9
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81
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1,242
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81
Exploring the research landscape of
implied
volatility
index : a bibliometric analysis
Jain, Shubham
;
Mittal, Suresh Kumar
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 325-336
Persistent link: https://www.econbiz.de/10014472344
Saved in:
82
Can technical indicators based on underlying assets help to predict
implied
volatility
index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
83
The volume-
implied
volatility
relation in financial markets : a behavioral explanation
Massaporn Cheuathonghua
;
Chaiyuth Padungsaksawasdi
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014492089
Saved in:
84
Cross-sectional variation of option-
implied
volatility
skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
85
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:
86
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
87
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:
88
Dynamic linkages among bitcoin, equity, gold and oil : an
implied
volatility
perspective
Choudhary, Sangita
;
Jain, Anshul
;
Biswal, Pratap Chandra
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014531174
Saved in:
89
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:
90
The relative importance of information events : an ex ante perspective
Iselin, Michael
;
Van Buskirk, Andrew
- In:
Contemporary accounting research : the journal of the …
41
(
2024
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10014517733
Saved in:
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