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Search: subject:"Implied volatility"
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Subject
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Volatility
388
Volatilität
385
Implied volatility
254
Option pricing theory
184
Optionspreistheorie
184
Option trading
122
Optionsgeschäft
122
implied volatility
114
Börsenkurs
94
Share price
94
Capital income
86
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86
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86
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86
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78
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78
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53
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52
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Theory
50
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44
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44
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44
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41
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37
World
37
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34
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32
Risikoprämie
32
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32
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29
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28
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27
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7
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385
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188
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Bouri, Elie
12
Ryu, Doojin
8
Smales, Lee A.
7
Roubaud, David
6
Carr, Peter
5
Figueroa-López, José E.
5
Filis, George
5
Lorig, Matthew
5
Molnár, Peter
5
Singh, Vipul Kumar
5
Wen, Fenghua
5
Xu, Yaofei
5
Anagnostopoulou, Seraina C.
4
Bekiros, Stelios
4
Gehricke, Sebastian A.
4
Guo, Biao
4
Haugom, Erik
4
Jacquier, Antoine
4
Ji, Qiang
4
Muzzioli, Silvia
4
Padhi, Puja
4
Pascucci, Andrea
4
Radoičić, Radoš
4
Shaikh, Imlak
4
Shi, Yukun
4
Stefanica, Dan
4
Tsekrekos, Andrianos E.
4
Zhang, Jin E.
4
Bams, Dennis
3
Bekaert, Geert
3
Bevilacqua, Mattia
3
Bhar, Ramaprasad
3
Degiannakis, Stavros
3
Dempsey, Michael
3
Fan, Ying
3
Fernandez-Perez, Adrian
3
Fouque, Jean-Pierre
3
Gong, Ruoting
3
Han, Qian
3
Hilliard, Jitka
3
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C.E.P.R. Discussion Papers
8
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International Journal of Theoretical and Applied Finance (IJTAF)
23
International review of financial analysis
22
Quantitative finance
21
Finance research letters
17
Energy economics
16
Journal of banking & finance
16
Applied economics
13
Journal of Banking & Finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
Review of Derivatives Research
10
Journal of empirical 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
International review of economics & finance : IREF
8
Review of Quantitative Finance and Accounting
8
International journal of financial engineering
7
Journal of financial markets
7
Physica A: Statistical Mechanics and its Applications
7
Research in international business and finance
7
The European Journal of Finance
7
Applied Mathematical Finance
6
Economic modelling
6
Finance and stochastics
6
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of futures markets
6
Applied economics letters
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
5
The journal of computational finance
5
Annals of Finance
4
Annals of finance
4
Applied mathematical finance
4
Emerging markets, finance and trade : EMFT
4
Energy Economics
4
International Journal of Financial Markets and Derivatives
4
Journal of International Financial Markets, Institutions and Money
4
Journal of economic behavior & organization : JEBO
4
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ECONIS (ZBW)
385
RePEc
187
BASE
1
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1
Probabilistic interpretation of Black
implied
volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
2
The stock
implied
volatility
and the implied dividend volatility
Quaye, Enoch Nii Boi
;
Tunaru, Radu
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013383766
Saved in:
3
Construction of a volatility index from exchange-traded dollar-rupee options
Bhat, Aparna Prasad
- In:
Journal of Indian business research
14
(
2022
)
4
,
pp. 403-425
Persistent link: https://www.econbiz.de/10013537567
Saved in:
4
Volatility spillovers during normal and high volatility states and their driving factors : a cross-country and cross-asset analysis
Iqbal, Najaf
;
Bouri, Elie
;
Liu, Guangrui
;
Kumar, Ashish
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 975-995
Persistent link: https://www.econbiz.de/10014470054
Saved in:
5
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:
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
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:
8
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:
9
Recovering
implied
volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
Saved in:
10
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
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