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~subject:"VKOSPI"
~subject:"Kapitaleinkommen"
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Search: subject:"implied volatility"
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Subject
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VKOSPI
Kapitaleinkommen
Volatilität
674
Volatility
662
Implied volatility
375
Optionspreistheorie
345
Option pricing theory
339
implied volatility
332
Optionsgeschäft
229
Option trading
228
Prognoseverfahren
170
Forecasting model
167
Börsenkurs
161
Share price
157
Capital income
154
Schätzung
149
Estimation
145
ARCH-Modell
103
ARCH model
100
VIX
86
Theorie
84
Derivat
83
Derivative
83
Implied Volatility
82
Aktienmarkt
78
Stock market
77
Index-Futures
72
Stochastischer Prozess
72
Theory
72
Index futures
71
Stochastic process
71
Risk
60
Black-Scholes model
58
Black-Scholes-Modell
58
Risiko
58
Wechselkurs
53
realized volatility
53
Aktienindex
51
Welt
51
Risikoprämie
50
Risk premium
50
more ...
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Online availability
All
Undetermined
89
Free
40
Type of publication
All
Article
135
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
130
Aufsatz in Zeitschrift
130
Working Paper
27
Arbeitspapier
26
Graue Literatur
23
Non-commercial literature
23
Aufsatz im Buch
2
Book section
2
Conference paper
2
Konferenzbeitrag
2
Article
1
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Language
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English
161
Undetermined
5
Author
All
Ryu, Doojin
16
Han, Heejoon
5
Goyal, Amit
4
Schadner, Wolfgang
4
Bouri, Elie
3
Cao, Jie
3
Guo, Biao
3
Karim, Muhammad Mahmudul
3
Kim, Jun Sik
3
Kruttli, Mathias S.
3
Kräussl, Roman
3
Kutan, Ali M.
3
Li, Gang
3
Roth Tran, Brigitte
3
Schlag, Christian
3
Shaikh, Imlak
3
Stork, Philip
3
Thimme, Julian
3
Watugala, Sumudu W.
3
Weber, Rüdiger
3
Ze-To, Samuel Yau Man
3
Zhan, Xintong
3
Bagchi, Debasis
2
Bianconi, Marcelo
2
Degiannakis, Stavros
2
Elyasiani, Elyas
2
Felix, Luiz
2
Fodor, Andy
2
Gambarelli, Luca
2
Hammoudeh, Shawkat
2
Han, Bing
2
Kafousaki, Eleftheria
2
Kanas, Angelos
2
Kutan, Ali Mustafa
2
Lee, Changjun
2
Mansur Masih
2
McLachlan, Scott
2
Molnár, Peter
2
Mueller, Philippe
2
Muzzioli, Silvia
2
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Institution
All
Institut für Weltwirtschaft (IfW)
1
Published in...
All
Journal of banking & finance
11
International review of financial analysis
7
Applied economics
6
Finance research letters
5
Energy economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets, finance and trade : EMFT
3
Journal of financial economics
3
Journal of financial markets
3
Quantitative finance
3
Research paper series / Swiss Finance Institute
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Asia-Pacific journal of financial studies
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Financial markets and portfolio management
2
International journal of economics and finance
2
Investment management and financial innovations
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Modern economy
2
Multinational finance journal
2
Pacific-Basin finance journal
2
Quantitative finance and economics
2
Research bulletin / The Institute of Cost Accountants of India
2
Research in international business and finance
2
Review of derivatives research
2
Review of quantitative finance and accounting
2
Romanian journal of economic forecasting
2
The European journal of finance
2
The journal of applied business research
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The journal of corporate finance : contracting, governance and organization
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Theoretical economics letters
2
Working papers
2
Working papers series / Federal Reserve Bank of San Francisco
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin business, economics, and finance
1
Afro-Asian Journal of Finance and Accounting
1
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Source
All
ECONIS (ZBW)
159
RePEc
5
EconStor
2
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166
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Date (oldest first)
1
Forecasting VIX: the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
-
2023
Persistent link: https://www.econbiz.de/10014338590
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Forecasting VIX : the illusion of forecast evaluation criteria
Degiannakis, Stavros
;
Kafousaki, Eleftheria
- In:
Economics and Business Letters : EBL
12
(
2023
)
3
,
pp. 231-240
Persistent link: https://www.econbiz.de/10014448444
Saved in:
4
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
5
Factor momentum, option-
implied
volatility
scaling, and investor sentiment
Grobys, Klaus
;
Kolari, James W.
;
Rutanen, Jere
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 138-155
Persistent link: https://www.econbiz.de/10013171033
Saved in:
6
VIX option-
implied
volatility
slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
7
Is
implied
volatility
index (VIX) a forward-looking indicator of stock market movements in India?
Acharya, Amarendra
;
Seet, Subrat Kumar
;
Salvi, Prakash A.
-
2022
Persistent link: https://www.econbiz.de/10013402152
Saved in:
8
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:
9
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:
10
Idiosyncratic volatility, option-based measures of informed trading, and investor attention
Mohrschladt, Hannes
;
Schneider, Judith C.
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10012659668
Saved in:
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