//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance research letters"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Inferring Risk-Averse Probabil...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
695
Volatilität
695
Börsenkurs
225
Share price
225
Theorie
196
Theory
196
Risk
188
Risiko
186
ARCH model
178
ARCH-Modell
178
Aktienmarkt
166
Stock market
166
Capital income
156
Kapitaleinkommen
156
Welt
151
World
151
Forecasting model
139
Option pricing theory
139
Optionspreistheorie
139
Prognoseverfahren
139
Portfolio selection
132
Portfolio-Management
132
Estimation
127
Schätzung
127
Virtual currency
113
Virtuelle Währung
113
China
89
Option trading
82
Optionsgeschäft
82
Coronavirus
79
Spillover effect
78
Spillover-Effekt
78
Anlageverhalten
76
Behavioural finance
76
Stochastic process
76
Stochastischer Prozess
76
Risk aversion
75
Risikoaversion
74
Statistical distribution
64
Statistische Verteilung
64
more ...
less ...
Online availability
All
Undetermined
786
Free
35
Type of publication
All
Article
896
Type of publication (narrower categories)
All
Article in journal
895
Aufsatz in Zeitschrift
895
Language
All
English
896
Author
All
Gupta, Rangan
17
Bouri, Elie
15
Roubaud, David
10
Lucey, Brian M.
9
Tiwari, Aviral Kumar
9
Corbet, Shaen
8
Ji, Qiang
8
Sensoy, Ahmet
7
Wang, Xingchun
7
Xiong, Xiong
7
Lee, Hangsuck
6
Lyócsa, Štefan
6
Ma, Feng
6
Molnár, Peter
6
Pierdzioch, Christian
6
Wei, Yu
6
Zaremba, Adam
6
Gillas, Konstantinos Gkillas
5
Lu, Xinjie
5
Luo, Xingguo
5
Shahzad, Syed Jawad Hussain
5
Wu, Xinyu
5
Aharon, David Y.
4
Ahn, Yongkil
4
Choi, Sun-Yong
4
Escobar, Marcos
4
Gil-Alaña, Luis A.
4
Goodell, John W.
4
Gozgor, Giray
4
Ha, Hongjun
4
Jin, Chenglu
4
Lau, Chi Keung
4
Lee, Minha
4
Ruan, Xinfeng
4
Ryu, Doojin
4
Shen, Dehua
4
Tang, Yusui
4
Todorova, Neda
4
Wang, Jun
4
Wen, Fenghua
4
more ...
less ...
Published in...
All
Finance research letters
Energy economics
805
NBER working paper series
752
The journal of futures markets
678
Working paper / National Bureau of Economic Research, Inc.
677
NBER Working Paper
649
International journal of theoretical and applied finance
646
Economics letters
641
Journal of banking & finance
633
Journal of econometrics
586
Insurance / Mathematics & economics
547
MPRA Paper
543
Applied economics
535
International review of financial analysis
519
International review of economics & finance : IREF
495
Discussion paper / Tinbergen Institute
479
Economic modelling
468
Working paper
441
European journal of operational research : EJOR
438
The North American journal of economics and finance : a journal of financial economics studies
416
Applied economics letters
407
Quantitative finance
370
Discussion paper / Centre for Economic Policy Research
358
Journal of empirical finance
350
Journal of economic dynamics & control
344
Mathematical finance : an international journal of mathematics, statistics and financial theory
342
CESifo working papers
333
Jurnalul de Studii Juridice
332
Risks : open access journal
332
Finance and stochastics
330
Applied financial economics
323
Research in international business and finance
321
Applied mathematical finance
307
Working Paper
307
Journal of financial economics
302
Management science : journal of the Institute for Operations Research and the Management Sciences
302
The journal of derivatives : the official publication of the International Association of Financial Engineers
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
287
Journal of international financial markets, institutions & money
287
Journal of risk and financial management : JRFM
286
more ...
less ...
Source
All
ECONIS (ZBW)
896
Showing
1
-
10
of
896
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.
;
Wang, King
- In:
Finance research letters
25
(
2018
),
pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
Saved in:
2
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
3
Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
Ulyah, Siti Maghfirotul
;
Lin, Xenos Chang-Shuo
;
Miao, …
- In:
Finance research letters
24
(
2018
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011982515
Saved in:
4
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
5
Joint extreme risk of energy prices-evidence from European energy markets
Sun, Yiqun
;
Ji, Hao
;
Cai, Xiurong
;
Li, Jiangchen
- In:
Finance research letters
56
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014473608
Saved in:
6
Impact of macroeconomic announcements on implied
volatility
slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
7
Asymptotic expansion of European options with mean-reverting stochastic
volatility
dynamics
Hu, Jun
;
Kanniainen, Juho
- In:
Finance research letters
14
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011552564
Saved in:
8
Pricing American options under the constant elasticity of variance model : an extension of the method by Barone-Adesi and Whaley
Ballestra, Luca Vincenzo
;
Cecere, Liliana
- In:
Finance research letters
14
(
2015
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011552594
Saved in:
9
Examining the flight-to-safety with the implied volatilities
Sarwar, Ghulam
- In:
Finance research letters
20
(
2017
),
pp. 118-124
Persistent link: https://www.econbiz.de/10011806824
Saved in:
10
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->