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Search: subject:"implied volatility"
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VKOSPI
Theory
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
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154
Schätzung
149
Estimation
145
ARCH-Modell
103
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100
VIX
86
Theorie
84
Derivat
83
Derivative
83
Implied Volatility
82
Aktienmarkt
78
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77
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72
Stochastischer Prozess
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
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Ryu, Doojin
15
Han, Heejoon
5
Kutan, Ali M.
3
Smales, Lee A.
3
Bagchi, Debasis
2
Degiannakis, Stavros
2
Kaminska, Iryna
2
Kim, Jun Sik
2
Kutan, Ali Mustafa
2
Lee, Changjun
2
Ornelas, José Renato Haas
2
Roberts-Sklar, Matt
2
Schlag, Christian
2
Shaikh, Imlak
2
Thimme, Julian
2
Webb, Robert I.
2
Weber, Rüdiger
2
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1
Adam, Anokye M.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Choi, Sun-Yong
1
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1
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1
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1
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1
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1
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4
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4
International review of economics & finance : IREF
3
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3
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2
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2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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2
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2
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2
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2
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2
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2
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2
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1
Afro-Asian Journal of Finance and Accounting
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of finance
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Applied economics letters
1
Asia-Pacific journal of financial studies
1
Australian journal of management
1
Bonn Econ Discussion Papers / BGSE
1
CFS working paper series
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
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1
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1
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1
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1
Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
1
Economics: The Open-Access, Open-Assessment E-Journal
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Emerging Markets Finance and Trade
1
Emerging Markets Review
1
Emerging markets review
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Essays in asset pricing
1
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1
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1
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ECONIS (ZBW)
80
RePEc
5
EconStor
2
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1
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
2
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:
3
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:
4
Forecasting stock market dynamics using bidirectional long short-term memory
Park, Daehyeon
;
Ryu, Doojin
- In:
Romanian journal of economic forecasting
24
(
2021
)
2
,
pp. 22-34
Persistent link: https://www.econbiz.de/10012587123
Saved in:
5
Challenges in approximating the Black and Scholes call formula with hyperbolic tangents
Mininni, Michele
;
Orlando, Giuseppe
;
Taglialatela, Giovanni
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 73-100
Persistent link: https://www.econbiz.de/10012587816
Saved in:
6
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
7
Unbiasing and robustifying
implied
volatility
calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Echenim, Mnacho
;
Gobet, Emmanuel
;
Maurice, Anne-Claire
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1285-1304
Persistent link: https://www.econbiz.de/10014339922
Saved in:
8
The value of expected return persistence
Schadner, Wolfgang
;
Lang, Sebastian
- In:
Annals of finance
19
(
2023
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10014448279
Saved in:
9
Coupled GARCH(1,1) model
Nie, Huasheng
;
Waelbroeck, Henri
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10014304344
Saved in:
10
What should be taken into consideration when forecasting oil
implied
volatility
index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
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