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Search: subject:"Implied volatility"
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Subject
All
Volatilität
708
Volatility
697
Implied volatility
397
Optionspreistheorie
364
Option pricing theory
358
implied volatility
343
Optionsgeschäft
244
Option trading
243
Prognoseverfahren
179
Forecasting model
176
Börsenkurs
168
Capital income
165
Kapitaleinkommen
165
Share price
164
Schätzung
159
Estimation
155
ARCH-Modell
108
ARCH model
105
VIX
89
Theorie
88
Derivat
87
Derivative
87
Aktienmarkt
83
Implied Volatility
83
Stock market
82
Stochastischer Prozess
77
Stochastic process
76
Theory
76
Index-Futures
75
Index futures
74
Risk
61
Black-Scholes model
60
Black-Scholes-Modell
60
Risiko
59
Risikoprämie
56
Risk premium
56
Wechselkurs
55
Welt
54
Aktienindex
53
World
53
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Undetermined
610
Free
429
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Article
871
Book / Working Paper
343
Other
7
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Article in journal
613
Aufsatz in Zeitschrift
613
Working Paper
117
Arbeitspapier
64
Graue Literatur
64
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64
Article
21
Aufsatz im Buch
12
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12
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12
research-article
9
Conference paper
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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1
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1
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English
877
Undetermined
338
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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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All
Ryu, Doojin
24
Härdle, Wolfgang
20
Muzzioli, Silvia
17
Bouri, Elie
15
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
Jacquier, Antoine
9
Kräussl, Roman
9
Lehnert, Thorsten
9
Stork, Philip
9
Ślepaczuk, Robert
9
Clements, Adam
8
Hoque, Ariful
8
Härdle, Wolfgang Karl
8
Oosterlee, Cornelis Willebrordus
8
Benavides, Guillermo
7
Busch, Thomas
7
Degiannakis, Stavros
7
Fengler, Matthias R.
7
Filis, George
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
Becker, Ralf
6
Bernales, Alejandro
6
Bollerslev, Tim
6
Carr, Peter
6
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Institution
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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
25
Finance research letters
24
Quantitative finance
24
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
International review of economics & finance : IREF
12
Journal of Banking & Finance
12
Journal of empirical finance
12
SFB 649 Discussion Papers
12
Review of Derivatives Research
11
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
Journal of international financial markets, institutions & money
8
Review of Quantitative Finance and Accounting
8
Asia-Pacific journal of financial studies
7
Finance and stochastics
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)
696
RePEc
415
EconStor
74
BASE
27
Other ZBW resources
9
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61
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61
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:
62
Flight-to-safety across time and market conditions
Bouri, Elie
;
Jalkh, Naji
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014582565
Saved in:
63
Market risk modeling with option-implied covariances and score-driven dynamics
Herrera, Rodrigo
;
Piña, Marco
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014534822
Saved in:
64
Heterogeneous beliefs with preference interdependence and asset pricing
Hu, Duni
;
Wang, Hailong
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
Saved in:
65
Early exercise,
implied
volatility
spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
66
A model-free approximation for barrier options in a general stochastic volatility framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
67
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:
68
Stock market pattern recognition using symbol entropy analysis
Lavín, Jaime F.
;
Valle, Mauricio A.
;
Magner, Nicolás S.
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014580845
Saved in:
69
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:
70
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:
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