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subject:"Schätzung"
~person:"Chi, Yeguang"
~person:"Nandan, Tanuj"
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Schätzung
Option pricing theory
6
Option trading
6
Optionsgeschäft
6
Optionspreistheorie
6
Volatility
6
Volatilität
6
Estimation
5
Index futures
3
Index-Futures
3
ARCH model
2
ARCH-Modell
2
Bourse
2
Börse
2
Derivat
2
Derivative
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Forecasting model
2
India
2
Indien
2
Prognoseverfahren
2
Virtual currency
2
Virtuelle Währung
2
index options
2
moneyness
2
non-parametric tests
2
pricing efficiency
2
put-call parity
2
Aktienmarkt
1
Black-Scholes model
1
Black-Scholes-Modell
1
CNX Nifty
1
China
1
Chinese stock market
1
Cryptocurrency trading
1
EGARCH Model
1
Non-parametric Tests
1
Option pricing
1
Options Market
1
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Chi, Yeguang
Nandan, Tanuj
Giglio, Stefano
8
Kelly, Bryan T.
8
Dew-Becker, Ian
6
Cici, Gjergji
5
McAleer, Michael
5
Palacios, Luis-Felipe
5
Ryu, Doojin
5
Zhang, Jin E.
5
Schlag, Christian
4
Agrawal, Puja
3
Asai, Manabu
3
Audrino, Francesco
3
Bailey, Warren
3
Colangelo, Dominik
3
Cremers, Martijn
3
Franzke, Stefanie A.
3
Marabel Romo, Jacinto
3
Rosenberg, Joshua V.
3
Ruan, Xinfeng
3
Todorov, Viktor
3
Zhou, Yinggang
3
Alfay, Elia
2
Bakshi, Gurdip S.
2
Byun, Suk Joon
2
Cao, Charles Q.
2
Chng, Michael T.
2
Crosby, John
2
Damgaard, Anders
2
Easton, Stephen Andrew
2
Fodor, Andy
2
Funke, Michael
2
Gannon, Gerard L.
2
Gao, Xiaohui
2
Guirguis, Michel
2
Hansen, Peter Reinhard
2
Hao, Wenyan
2
Huang, Zhuo
2
Hull, John
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Global business & economics review
1
Global review of business and economic research
1
Journal of international financial markets, institutions & money
1
Margin: the journal of applied economic research
1
The journal of futures markets
1
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ECONIS (ZBW)
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1
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
2
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
3
Violations of put-call parity for CNX Nifty index options : a study at National Stock Exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global business & economics review
20
(
2018
)
4
,
pp. 485-502
Persistent link: https://www.econbiz.de/10012126516
Saved in:
4
Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate volatility measures
Nandan, Tanuj
;
Agrawal, Puja
- In:
Margin: the journal of applied economic research
10
(
2016
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
Saved in:
5
Violations of put-call parity for CNX nifty index options : a study at national stock exchange
Nandan, Tanuj
;
Agrawal, Puja
- In:
Global review of business and economic research
10
(
2014
)
2
,
pp. 135-152
Persistent link: https://www.econbiz.de/10011343197
Saved in:
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