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Search: subject:"Model-free"
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Volatility
52
Volatilität
52
Option trading
34
Optionsgeschäft
34
Option pricing theory
32
Optionspreistheorie
32
Prognoseverfahren
22
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21
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19
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19
ARCH-Modell
16
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16
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16
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14
Derivat
14
Derivative
14
Risikoprämie
14
Risk premium
14
Börsenkurs
13
Index futures
13
Index-Futures
13
Model-free implied volatility
13
Share price
12
model-free implied volatility
12
CAPM
11
Capital income
11
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11
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11
Schätzung
11
Aktienindex
10
Black-Scholes model
10
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10
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10
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10
Risiko
9
Estimation theory
8
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8
VIX
8
Hedging
7
Model-free pricing
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Undetermined
64
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55
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2
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79
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55
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60
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25
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23
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107
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27
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Muzzioli, Silvia
11
Mele, Antonio
9
Obayashi, Yoshiki
9
Dhaene, Jan
4
Fliess, Michel
4
Join, Cédric
4
Linders, Daniël
4
Schneider, Paul
4
Schoutens, Wim
4
Andersen, Torben G.
3
Bondarenko, Oleg
3
Chevallier, Julien
3
Czasonis, Megan
3
Gonzalez-Perez, Maria T.
3
Karmakar, Sayar
3
Kritzman, Mark
3
Le Thanh Ha
3
Shalen, Catherine T.
3
Turkington, David
3
Wu, Kejin
3
ANDERSEN, Torben G.
2
Abouda, Moez
2
BOLLERSLEV, Tim
2
Bollerslev, Tim
2
Bonnans, J. Frederic
2
Chakrabarti, Prasenjit
2
Christoffersen, Peter
2
Dolinsky, Yan
2
Farhoud, Elyess
2
Fausti, Scott W.
2
Garvey, John
2
Gong, Yuting
2
Gupta, Rangan
2
Hollstein, Fabian
2
Hsieh, Pei-Fang
2
Jacobs, Kris
2
Liu, Xiaoxi
2
MEDDAHI, Nour
2
Neufeld, Ariel
2
Novales, Alfonso
2
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HAL
6
School of Economics and Management, University of Aarhus
5
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Economics Department, South Dakota State University
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Department of Econometrics and Business Statistics, Monash Business School
1
Département de Sciences Économiques, Université de Montréal
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
School of Economics and Finance, Victoria Business School
1
Tinbergen Instituut
1
Université Paris-Dauphine (Paris IX)
1
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Research paper series / Swiss Finance Institute
9
Swiss Finance Institute Research Paper
7
CREATES Research Papers
5
Journal of banking & finance
4
Post-Print / HAL
4
Finance and stochastics
3
Sloan working papers
3
Applied Energy
2
Applied mathematical finance
2
CIRANO Working Papers
2
Cahiers de recherche
2
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
2
Department of Economics working paper series
2
Documents de travail du Centre d'Economie de la Sorbonne
2
Finance research letters
2
Journal of financial economics
2
Journal of international financial markets, institutions & money
2
Quantitative finance and economics
2
Review of derivatives research
2
SERIEs - Journal of the Spanish Economic Association
2
Staff Papers / Economics Department, South Dakota State University
2
The journal of futures markets
2
Working Papers / HAL
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
CFR Working Papers
1
CFR working paper
1
Computational Economics
1
DEMB working paper series
1
Department of Economics (DEMB)
1
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / University of Essex, Department of Economics
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Economic Modelling
1
Economic modelling
1
Economics Letters
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ECONIS (ZBW)
84
RePEc
43
EconStor
6
Other ZBW resources
1
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1
Model-free
moments : predictability of STOXX Europe 600 Oil & Gas future returns
Capriotti, Alessio
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550830
Saved in:
2
Gauging the dynamic interlinkage level between Fintech and the global blue economy performance
Le Thanh Ha
- In:
Journal of economic studies
52
(
2025
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10015198653
Saved in:
3
GARCHX-NoVaS : a
model-free
approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
4
VIX maturity interpolation
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
Review of derivatives research
28
(
2025
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10015440568
Saved in:
5
How to predict the performance of NBA draft prospects
Czasonis, Megan
;
Kritzman, Mark
;
Kulasekaran, Cel
; …
-
2023
-
This version November 27, 2023
Persistent link: https://www.econbiz.de/10014464533
Saved in:
6
Gauging the level of dynamic between climate policy and foreign aid in Vietnam
Le Thanh Ha
- In:
International economics : the quarterly journal in …
182
(
2025
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015432723
Saved in:
7
Asymptotic extrapolation of
model-free
implied variance : exploring structural underestimation in the VIX Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
8
Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
9
In what way can worldwide robotics and artificial intelligence encourage development in green crypto investments? : an implementation of a
model-free
connectedness technique
Le Thanh Ha
- In:
Studies in economics and finance
41
(
2024
)
5
,
pp. 1141-1165
Persistent link: https://www.econbiz.de/10015199628
Saved in:
10
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
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