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Volatility derivatives and mod...
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Börsenkurs
Volatility
43,820
Volatilität
43,558
Theorie
27,467
Theory
26,985
Capital structure
15,937
Kapitalstruktur
15,743
Optionspreistheorie
15,643
Option pricing theory
15,183
Derivat
14,932
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14,894
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10,669
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10,334
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10,108
USA
8,545
United States
8,295
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8,264
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8,236
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8,223
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8,105
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7,679
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7,602
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7,390
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7,347
Optionsgeschäft
6,636
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6,492
Option trading
6,430
Stochastic process
6,388
Aktienmarkt
6,334
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6,260
Risk
5,926
Risiko
5,882
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
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4,599
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4,183
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4,095
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4,068
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4,246
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18
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Gupta, Rangan
111
McAleer, Michael
60
Caporale, Guglielmo Maria
56
Lux, Thomas
41
Hautsch, Nikolaus
40
Ryu, Doojin
40
Pierdzioch, Christian
35
Bouri, Elie
34
Härdle, Wolfgang
34
Bollerslev, Tim
33
Spagnolo, Nicola
33
Bloom, Nicholas
30
Ma, Feng
29
Salisu, Afees A.
29
Stulz, René M.
28
Bansal, Ravi
25
Engle, Robert F.
25
Hammoudeh, Shawkat
25
Bekaert, Geert
24
Lettau, Martin
24
Demirer, Rıza
23
Mensi, Walid
23
Wohar, Mark E.
23
Corbet, Shaen
22
Kang, Sang Hoon
22
Balcilar, Mehmet
21
Bali, Turan G.
21
Campbell, John Y.
21
Christiansen, Charlotte
21
Hale, Galina
21
Kang, Wensheng
21
Molnár, Peter
21
Tong, Hui
21
Vo Xuan Vinh
21
Allen, David E.
20
Ang, Andrew
20
Kelly, Bryan T.
20
Nguyen, Duc Khuong
20
Ratti, Ronald A.
20
Stambaugh, Robert F.
20
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National Bureau of Economic Research
137
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10
European Central Bank
4
Internationaler Währungsfonds / Research Department
4
School of Finance and Business Economics <Perth, Western Australia>
4
Birkbeck College / Department of Economics
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
USA / Division of Market Regulation
3
University of Canterbury / Dept. of Economics and Finance
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Deutsche Forschungsgemeinschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
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2
Goethe-Universität Frankfurt am Main
2
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2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer Fachmedien Wiesbaden
2
Universität Mannheim
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1
Australian National University / Faculty of Economics and Commerce
1
Bonn Graduate School of Economics
1
Brown University / Department of Economics
1
Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Center for International Business Education and Research <Urbana, Ill.>
1
Centre for Growth and Business Cycle Research <Manchester>
1
Chicago Mercantile Exchange
1
Conference on Financial Stability <1993, Sydney>
1
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Finance research letters
228
International review of financial analysis
147
NBER working paper series
137
Energy economics
136
The North American journal of economics and finance : a journal of financial economics studies
129
Working paper / National Bureau of Economic Research, Inc.
129
International review of economics & finance : IREF
128
The journal of futures markets
126
Journal of banking & finance
124
Applied economics
119
Research in international business and finance
108
NBER Working Paper
101
Journal of empirical finance
100
Journal of international financial markets, institutions & money
99
Journal of financial economics
97
Applied economics letters
96
Economic modelling
94
Pacific-Basin finance journal
88
The journal of finance : the journal of the American Finance Association
70
Journal of econometrics
69
The European journal of finance
69
Applied financial economics
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
Journal of risk and financial management : JRFM
64
Working paper
60
Review of quantitative finance and accounting
59
The review of financial studies
58
Journal of financial markets
54
International Journal of Energy Economics and Policy : IJEEP
52
Research paper series / Swiss Finance Institute
52
Economics letters
50
Journal of financial and quantitative analysis : JFQA
50
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
49
Discussion paper / Centre for Economic Policy Research
48
Finance India : the quarterly journal of Indian Institute of Finance
45
Global finance journal
44
International journal of economics and finance
43
Cogent economics & finance
42
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
40
International journal of finance & economics : IJFE
40
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ECONIS (ZBW)
11,617
EconStor
136
USB Cologne (EcoSocSci)
7
OLC EcoSci
2
USB Cologne (business full texts)
1
RePEc
1
Showing
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1
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
2
The Information Content of Derivatives for Monetary Policy : Implied Volatilities and Probabilities
Neuhaus, Holger
-
2016
Persistent link: https://www.econbiz.de/10012990948
Saved in:
3
Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
Saved in:
4
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
5
The information content of derivatives for monetary policy : implied volatilities and probabilities
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10009699999
Saved in:
6
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
growing use of
derivative
instruments on the stability of the financial markets and the effectiveness ofmonetary policy …
Persistent link: https://www.econbiz.de/10009700000
Saved in:
7
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
8
Delta and vega exposure trading in stock and option markets
Maraachlian, Hilda
;
Rourke, Thomas
- In:
Journal of financial markets
18
(
2014
),
pp. 96-125
Persistent link: https://www.econbiz.de/10010442472
Saved in:
9
Closed-form solution for the critical stock price and the price of perpetual American call options via the improved Mellin transforms
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
International journal of financial markets and derivatives
6
(
2018
)
4
,
pp. 269-286
Persistent link: https://www.econbiz.de/10011996903
Saved in:
10
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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