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~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
~subject:"Optionsgeschäft"
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ARCH-Modell
Kapitaleinkommen
Optionsgeschäft
Börsenkurs
50,099
Share price
50,031
Optionspreistheorie
14,659
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14,195
Theorie
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3,719
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3,546
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3,098
Derivat
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3,045
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2,989
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2,883
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2,877
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2,708
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Gupta, Rangan
100
Caporale, Guglielmo Maria
88
Zaremba, Adam
79
McMillan, David G.
55
Plastun, Alex
54
Narayan, Paresh Kumar
51
Bali, Turan G.
45
Ryu, Doojin
44
Cakici, Nusret
40
Campbell, John Y.
39
Ma, Feng
39
Stentoft, Lars
38
Pierdzioch, Christian
37
Lux, Thomas
35
McAleer, Michael
34
Bohl, Martin T.
33
Bollerslev, Tim
33
Engle, Robert F.
33
Jacobs, Kris
33
Wohar, Mark E.
33
Cui, Zhenyu
30
Zhou, Guofu
30
Fabozzi, Frank J.
29
Bekaert, Geert
28
Bouri, Elie
28
Madan, Dilip B.
28
Tiwari, Aviral Kumar
28
Gil-Alaña, Luis A.
27
Hull, John
27
Timmermann, Allan
27
Faff, Robert W.
26
Todorov, Viktor
25
Ang, Andrew
24
Chiang, Thomas C.
24
Wang, Xingchun
24
Christoffersen, Peter F.
23
Prokopczuk, Marcel
23
Tang, Yi
23
Balcilar, Mehmet
22
Sum, Vichet
22
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National Bureau of Economic Research
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Center for Economic Research <Tilburg>
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OECD
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
5
Federal Reserve System / Division of Research and Statistics
5
Birkbeck College / Department of Economics
4
Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institut for Finansiering <Frederiksberg>
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Svenska Handelshögskolan <Helsinki>
4
University of Chicago / Center for Research in Security Prices
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel
3
Gottfried Wilhelm Leibniz Universität Hannover
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University of Canterbury / Dept. of Economics and Finance
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Centre for New and Emerging Markets <London>
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Eberhard Karls Universität Tübingen
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve Bank of San Francisco
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International Centre for Trade and Sustainable Development
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Mediobanca <Mailand>
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Pearson Studium
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Rodney L. White Center for Financial Research
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Australian National University / Research School of Pacific and Asian Studies / Department of Economics
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Australien / Division of Regional Development
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Banco Central do Brasil
1
Bank of Kentucky
1
Berliner Wissenschafts-Verlag
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Finance research letters
339
Journal of banking & finance
285
International review of financial analysis
258
International review of economics & finance : IREF
210
Journal of financial economics
201
The North American journal of economics and finance : a journal of financial economics studies
193
Applied economics
187
Pacific-Basin finance journal
180
Journal of empirical finance
178
NBER working paper series
164
Applied economics letters
160
Research in international business and finance
149
Review of quantitative finance and accounting
141
The journal of futures markets
127
Economic modelling
126
Working paper / National Bureau of Economic Research, Inc.
122
Journal of risk and financial management : JRFM
120
NBER Working Paper
119
Journal of international financial markets, institutions & money
117
Energy economics
115
The European journal of finance
107
International journal of theoretical and applied finance
103
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
100
The journal of finance : the journal of the American Finance Association
98
Economics letters
96
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
94
Investment management and financial innovations
94
International journal of economics and financial issues : IJEFI
92
International journal of economics and finance
90
Applied financial economics
89
Cogent economics & finance
84
Journal of financial markets
84
Quantitative finance
78
Journal of econometrics
74
Journal of financial and quantitative analysis : JFQA
72
Review of derivatives research
66
Journal of economic dynamics & control
62
The journal of computational finance
62
The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
18,263
EconStor
10
USB Cologne (EcoSocSci)
3
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1
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
2
Informationsverarbeitung und Preisbildung am Aktien- und Optionsmarkt : eine empirische Intraday-Untersuchung zur Preisanpassungsgeschwindigkeit an schweizerischen und deutschen Ak...
Schäfer, Bernd
-
1995
Persistent link: https://www.econbiz.de/10000902507
Saved in:
3
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
4
Extracting market expectations from options prices : case studies in Japanese option markets
Nakamura, Hisashi
;
Shiratsuka, Shigenori
-
1998
Persistent link: https://www.econbiz.de/10000992542
Saved in:
5
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
6
On bounding option prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
7
The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve
- In:
International review of economics & finance : IREF
7
(
1998
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001247535
Saved in:
8
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
9
Extraction of market expectations from risk-neutral density
Arnerić, Josip
;
Aljinović, Zdravka
;
Poklepović, Tea
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
33
(
2015
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10011429565
Saved in:
10
Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun
;
Christie-David, Rohan
;
Miao, Hong
; …
- In:
Journal of banking & finance
61
(
2015
),
pp. 237-250
Persistent link: https://www.econbiz.de/10011545291
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