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~subject:"Risiko"
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stochastic volatility
Risiko
Volatilität
673
Volatility
661
Implied volatility
374
Optionspreistheorie
345
Option pricing theory
339
implied volatility
332
Optionsgeschäft
228
Option trading
227
Prognoseverfahren
169
Forecasting model
166
Börsenkurs
161
Share price
157
Capital income
154
Kapitaleinkommen
154
Schätzung
149
Estimation
145
ARCH-Modell
103
ARCH model
100
VIX
86
Theorie
84
Derivat
83
Derivative
83
Implied Volatility
82
Aktienmarkt
78
Stock market
77
Index-Futures
72
Stochastischer Prozess
72
Theory
72
Index futures
71
Stochastic process
71
Risk
60
Black-Scholes model
58
Black-Scholes-Modell
58
Wechselkurs
53
realized volatility
53
Aktienindex
51
Welt
51
Risikoprämie
50
Risk premium
50
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Free
39
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29
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Article
57
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33
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Article in journal
50
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50
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10
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9
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8
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8
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4
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78
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11
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Schlag, Christian
5
Smales, Lee A.
5
Tauchen, George
5
Bollerslev, Tim
4
Lewis, Alan L.
4
McAleer, Michael
4
Christensen, Bent Jesper
3
Ishida, Isao
3
Kruttli, Mathias S.
3
Oya, Kosuke
3
Roth Tran, Brigitte
3
Sizova, Natalia
3
Thimme, Julian
3
Watugala, Sumudu W.
3
Weber, Rüdiger
3
Bekaert, Geert
2
Branger, Nicole
2
Garcia, René
2
Hoerova, Marie
2
Kaminska, Iryna
2
Kanas, Angelos
2
Kostakis, Alexandros
2
Luger, Richard
2
Renault, Éric
2
Roberts-Sklar, Matt
2
Ruan, Xinfeng
2
Schadner, Wolfgang
2
Su, Zhi
2
Adjemian, Michael K.
1
Alexander, Carol
1
Alexiou, Lykourgos
1
Alòs, Elisa
1
Anagnostopoulou, Seraina C.
1
Andani, Meri
1
Andersen, Torben G.
1
Avellaneda, Marco
1
Bach, Christian
1
Bauer, Michael
1
Beaulieu, Marie-Claude
1
Bekiros, Stelios
1
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School of Economics and Management, University of Aarhus
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Duke University, Department of Economics
2
University of Bonn, Germany
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Finance Press
1
Henley Business School, University of Reading
1
Institute of Economic Research, Kyoto University
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
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CREATES Research Papers
6
Option Valuation under Stochastic Volatility
4
Applied mathematical finance
3
Finance research letters
3
SAFE working paper
3
CIRANO Working Papers
2
Discussion Paper Serie B
2
Energy economics
2
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
SAFE Working Paper
2
Working Papers / Duke University, Department of Economics
2
Working papers series / Federal Reserve Bank of San Francisco
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics
1
Birkbeck Working Papers in Economics and Finance
1
Computational management science
1
Documentos de Trabajo del ICAE
1
East Asian economic review
1
Econometric Institute Research Papers
1
Emerging issues in economics of development, business and finance
1
Essays in asset pricing
1
FEDS Working Paper
1
Finance and economics discussion series
1
Financial markets and portfolio management
1
Food policy : economics planning and politics of food and agriculture
1
Global business review
1
Global finance journal
1
ICMA Centre Discussion Papers in Finance
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of accounting research
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
64
RePEc
25
EconStor
1
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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
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
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:
4
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:
5
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:
6
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:
7
Forward looking up-/down correlations
Schadner, Wolfgang
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012592490
Saved in:
8
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:
9
Monetary policy and uncertainty resolution in commodity markets
Gu, Chen
;
Kurov, Alexander
;
Stan, Raluca
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473287
Saved in:
10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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