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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of futures markets"
~subject:"Aktienindex"
~subject:"Announcement effect"
~subject:"World"
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Aktienindex
Announcement effect
World
Börsenkurs
583
Share price
583
Option pricing theory
285
Optionspreistheorie
285
Volatility
227
Volatilität
227
Estimation
179
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179
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174
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Tse, Yiuman
3
Chen, Yu-Lun
2
Frino, Alex
2
Gau, Yin-feng
2
Robe, Michel A.
2
Schaub, Mark
2
So, Raymond W.
2
Wang, George H. K.
2
Zheng, Hui
2
Abhyankar, Abhay
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
Ané, Thierry
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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Applied economics letters
The journal of futures markets
Finance research letters
173
International review of financial analysis
134
Journal of banking & finance
122
The journal of finance : the journal of the American Finance Association
101
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
89
Research in international business and finance
85
International review of economics & finance : IREF
83
Energy economics
81
Journal of financial economics
80
NBER Working Paper
75
The North American journal of economics and finance : a journal of financial economics studies
75
Pacific-Basin finance journal
73
Review of quantitative finance and accounting
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of financial and quantitative analysis : JFQA
72
Applied economics
70
Journal of international financial markets, institutions & money
70
The review of financial studies
69
The journal of corporate finance : contracting, governance and organization
63
Journal of empirical finance
61
Economic modelling
56
The European journal of finance
55
Journal of risk and financial management : JRFM
52
Applied financial economics
47
Journal of international money and finance
45
CESifo working papers
43
Global finance journal
43
International journal of economics and finance
43
Journal of economics and finance
41
Cogent economics & finance
39
The journal of applied business research
38
Investment management and financial innovations
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
The accounting review : a publication of the American Accounting Association
36
Management science : journal of the Institute for Operations Research and the Management Sciences
34
International Journal of Financial Studies : open access journal
33
Journal of accounting & economics
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1
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
2
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
3
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
4
What moves the tail? : The determinants of the option-implied probability density function of the DAX index
Glatzer, Ernst
;
Scheicher, Martin
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 515-536
Persistent link: https://www.econbiz.de/10002846386
Saved in:
5
The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Chung, San-lin
;
Tsai, Wei-che
;
Wang, Yaw-huei
;
Weng, …
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1170-1201
Persistent link: https://www.econbiz.de/10009355722
Saved in:
6
Is it important to consider the jump component for pricing and hedging short-term options?
Kim, In-joon
;
Kim, Sol
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 989-1009
Persistent link: https://www.econbiz.de/10003185617
Saved in:
7
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
8
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
9
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
10
Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey
;
So, Raymond W.
;
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001410389
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