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Search: subject:"implied volatility"
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Volatilität
168
implied volatility
166
Volatility
153
Optionspreistheorie
91
Option pricing theory
85
Optionsgeschäft
67
Option trading
66
Implied volatility
61
Implied Volatility
55
Prognoseverfahren
50
Forecasting model
47
realized volatility
36
Börsenkurs
30
Theorie
30
VIX
30
Schätzung
29
Share price
26
Estimation
25
Black-Scholes-Modell
24
stochastic volatility
24
Black-Scholes model
23
Index-Futures
23
ARCH-Modell
22
Index futures
22
Capital income
21
Kapitaleinkommen
21
option pricing
21
ARCH model
19
Aktienindex
18
Theory
18
Derivat
17
Derivative
17
Stock index
17
Zeitreihenanalyse
17
implied volatility surface
17
Stochastischer Prozess
16
Wechselkurs
16
Aktienmarkt
15
Risikoprämie
15
Risk
15
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Free
442
CC license
21
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300
Article
136
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6
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117
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81
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81
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65
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65
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64
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26
Thesis
11
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3
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319
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117
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2
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Härdle, Wolfgang
18
Christensen, Bent Jesper
13
Siddiqi, Hammad
11
Muzzioli, Silvia
10
Nielsen, Morten Ørregaard
10
Ryu, Doojin
10
Ślepaczuk, Robert
9
Härdle, Wolfgang Karl
8
Bekaert, Geert
7
Busch, Thomas
7
Fengler, Matthias R.
7
Hoerova, Marie
7
Kräussl, Roman
7
Sakowski, Paweł
7
Stork, Philip
7
Becker, Ralf
6
Bollerslev, Tim
6
Clements, Adam
6
Kim, Kwanho
6
Kokoszczyński, Ryszard
6
Mungo, Julius
6
Tauchen, George
6
Aboura, Sofiane
5
Benavides, Guillermo
5
Christoffersen, Peter
5
Degiannakis, Stavros
5
Hoque, Ariful
5
Oosterlee, Cornelis Willebrordus
5
Alòs, Elisa
4
Andersen, Torben G.
4
Borak, Szymon
4
Félix, Luiz
4
Guidolin, Massimo
4
Han, Heejoon
4
Jacquier, Antoine
4
Koopman, Siem Jan
4
Lee, Geul
4
Lee, Jaeram
4
Lo Duca, Marco
4
Mammen, Enno
4
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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
7
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
HAL
5
National Centre for Econometric Research (NCER)
5
Economics Department, Queen's University
4
European Central Bank
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Université Paris-Dauphine
3
Université Paris-Dauphine (Paris IX)
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
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
2
University of Bonn, Germany
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
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics, Lerner College of Business and Economics
1
Department of Economics, University of California-San Diego (UCSD)
1
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CREATES Research Papers
19
MPRA Paper
18
SFB 649 Discussion Papers
12
Journal of Risk and Financial Management
7
SFB 649 Discussion Paper
7
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)
6
Journal of risk and financial management : JRFM
6
Working Paper
6
CIRANO Working Papers
5
NCER Working Paper Series
5
Risks : open access journal
5
Working papers
5
ECB Working Paper
4
Quantitative finance and economics
4
Queen's Economics Department Working Paper
4
Risks
4
SAFE Working Paper
4
SFB 373 Discussion Paper
4
SFB 373 Discussion Papers
4
Working Paper Series / European Central Bank
4
Working Papers / Economics Department, Queen's University
4
CFS Working Paper Series
3
Computational management science
3
Discussion paper / Tinbergen Institute
3
Economics Papers from University Paris Dauphine
3
Global Business & Finance Review (GBFR)
3
Global business and finance review
3
Multinational finance journal
3
Open Access publications from Université Paris-Dauphine
3
Option Valuation under Stochastic Volatility
3
Quantitative finance
3
Research paper series / Swiss Finance Institute
3
Review of Derivatives Research
3
Review of derivatives research
3
SAFE working paper
3
The journal of futures markets
3
Working Paper / Bank of Greece
3
Working Papers / HAL
3
Australasian accounting business and finance journal : AABF
2
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Source
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RePEc
187
ECONIS (ZBW)
152
EconStor
79
BASE
24
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1
On the curvature of the bachelier
implied
volatility
Alòs, Elisa
;
García Lorite, David
- In:
Risks : open access journal
13
(
2025
)
2
,
pp. 1-19
Our aim in this paper is to analytically compute the at-the-money second derivative of the Bachelier
implied
volatility
…
Persistent link: https://www.econbiz.de/10015333743
Saved in:
2
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:
3
Disaggregating VIX
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2025
Persistent link: https://www.econbiz.de/10015197246
Saved in:
4
Trading VIX on volatility forecasts : another volatility puzzle?
Degiannakis, Stavros
;
Delis, Panagiotis
;
Filis, George
; …
-
2025
Persistent link: https://www.econbiz.de/10015197247
Saved in:
5
Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict
Zhang, Yi
;
Zhou, Long
;
Liu, Zhidong
;
Wu, Baoxiu
-
2025
Persistent link: https://www.econbiz.de/10015359866
Saved in:
6
Improving score-driven density forecasts with an application to
implied
volatility
surface dynamics
Zou, Xia
;
Lin, Yicong
;
Lucas, André
-
2025
for the
implied
volatility
surface of S&P500 index options data. …
Persistent link: https://www.econbiz.de/10015408437
Saved in:
7
Financial market disruption and investor awareness : the case of
implied
volatility
skew
Siddiqi, Hammad
- In:
Quantitative finance and economics
6
(
2022
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10013499509
Saved in:
8
Empirische Analyse des Zusammenhangs zwischen Rendite und impliziter Volatilität am deutschen Aktienmarkt
Mauer, Annika
;
Nastansky, Andreas
-
2024
Persistent link: https://www.econbiz.de/10015193915
Saved in:
9
Realized volatility moments implied by options with applications to the pricing of realized volatility options
Rolloos, Frido
;
Shiraya, Kenichiro
-
2024
Persistent link: https://www.econbiz.de/10015164480
Saved in:
10
Extreme ATM skew in a local volatility model with discontinuity : joint density approach
Gairat, Alexander
;
Shcherbakov, Vadim
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 1179-1202
Persistent link: https://www.econbiz.de/10015130561
Saved in:
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