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  • Search: subject:"State-preference pricing"
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Year of publication
Subject
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State-preference pricing 3 Volatility 3 Volatilität 3 Börsenkurs 2 Forecasting model 2 Prognoseverfahren 2 Share price 2 VIX 2 Volatility forecasting 2 ARCH model 1 ARCH-Modell 1 Aktienindex 1 Erdgas 1 Erdgasmarkt 1 Gas industry 1 Gaswirtschaft 1 Index futures 1 Index-Futures 1 Natural gas 1 Natural gas market 1 Preis 1 Price 1 Risk-neutral moments 1 SKEW 1 Skewness index 1 Statistical distribution 1 Statistische Verteilung 1 Stock index 1 Theorie 1 Theory 1
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Online availability
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Liu, Zhangxin 2 Ding, Ashley 1 Faff, Robert W. 1 O'Neill, Michael J. 1
Published in...
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand 1 Economic modelling 1 Energy economics 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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A state-preference volatility index for the natural gas market
Ding, Ashley - In: Energy economics 104 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013364221
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Hitting SKEW for SIX
Liu, Zhangxin; Faff, Robert W. - In: Economic modelling 64 (2017), pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
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State-preference pricing and volatility indices
Liu, Zhangxin; O'Neill, Michael J. - In: Accounting and finance : journal of the Accounting … 57 (2017) 3, pp. 815-836
Persistent link: https://www.econbiz.de/10011798961
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