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Volatility derivatives and mod...
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Estimation
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
Derivative
14,894
Börsenkurs
11,764
Share price
11,608
Hedging
10,669
Schätzung
10,334
USA
8,545
United States
8,295
Kapitaleinkommen
8,264
Capital income
8,236
Welt
8,223
World
8,105
ARCH-Modell
7,679
ARCH model
7,602
Portfolio-Management
7,390
Portfolio selection
7,347
Optionsgeschäft
6,636
Stochastischer Prozess
6,492
Option trading
6,430
Stochastic process
6,388
Aktienmarkt
6,334
Stock market
6,260
Risk
5,926
Risiko
5,882
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
Forecasting model
4,599
Risikomanagement
4,183
Finanzmarkt
4,095
Zeitreihenanalyse
4,068
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Free
3,642
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2,915
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215
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19
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10
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9
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9,859
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225
French
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5
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McAleer, Michael
87
Gupta, Rangan
85
Caporale, Guglielmo Maria
56
Härdle, Wolfgang
49
Pierdzioch, Christian
42
Todorov, Viktor
39
Bollerslev, Tim
38
Herwartz, Helmut
34
Gil-Alaña, Luis A.
33
Hautsch, Nikolaus
33
Belke, Ansgar
32
Ma, Feng
32
Engle, Robert F.
31
Bahmani-Oskooee, Mohsen
29
Chang, Chia-Lin
29
Chan, Joshua
27
Wohar, Mark E.
27
Andersen, Torben
26
Asai, Manabu
26
Koopman, Siem Jan
26
Buch, Claudia M.
23
Weber, Michael
23
Döpke, Jörg
22
Kelly, Bryan T.
22
Rodriguez, Gabriel
22
Hammoudeh, Shawkat
21
Cheung, Yin-Wong
20
Tauchen, George Eugene
20
Tiwari, Aviral Kumar
20
Dijk, Dick van
19
Hafner, Christian M.
19
Kumar, Dilip
19
Stulz, René M.
19
Kang, Sang Hoon
18
Lux, Thomas
18
Mensi, Walid
18
Aghion, Philippe
17
Bartram, Söhnke M.
17
Laeven, Luc
17
Lustig, Hanno
17
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National Bureau of Economic Research
99
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
6
University of Canterbury / Dept. of Economics and Finance
6
Springer Fachmedien Wiesbaden
5
Centre for Analytical Finance <Århus>
4
Goethe-Universität Frankfurt am Main
4
Institute of Finance and Accounting <London>
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Verlag Dr. Kovač
3
Australian National University / Faculty of Economics and Commerce
2
Bonn Graduate School of Economics
2
Boston College / Department of Economics
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Deutsches Institut für Wirtschaftsforschung
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Research Department
2
Lunds Universitet / Nationalekonomiska Institutionen
2
Narodna Banka na Republika Makedonija
2
Queen Mary College / Department of Economics
2
Rodney L. White Center for Financial Research
2
Shaker Verlag
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of York / Department of Economics and Related Studies
2
Universität Mannheim
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Zentrum für Europäische Wirtschaftsforschung
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
American Enterprise Institute for Public Policy Research
1
Bank of Communications <Schanghai> / Financial Research Center / Research Group
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
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Applied economics
133
Energy economics
123
Finance research letters
123
Economic modelling
122
Journal of econometrics
122
The journal of futures markets
119
International review of economics & finance : IREF
115
Applied financial economics
109
Working paper / National Bureau of Economic Research, Inc.
100
Journal of banking & finance
96
NBER working paper series
96
The North American journal of economics and finance : a journal of financial economics studies
95
Journal of empirical finance
94
International review of financial analysis
90
NBER Working Paper
89
Working paper
86
Applied economics letters
83
Economics letters
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of international money and finance
71
Discussion paper / Tinbergen Institute
66
Discussion paper / Centre for Economic Policy Research
65
Journal of international financial markets, institutions & money
63
CESifo working papers
61
The European journal of finance
59
Journal of financial economics
56
International journal of finance & economics : IJFE
54
Research in international business and finance
51
International journal of forecasting
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The journal of finance : the journal of the American Finance Association
46
Journal of risk and financial management : JRFM
44
International journal of economics and finance
42
Cogent economics & finance
41
Discussion paper
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
SFB 649 discussion paper
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Research paper series / Swiss Finance Institute
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
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ECONIS (ZBW)
10,105
BASE
1
RePEc
1
Other ZBW resources
1
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10,108
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date (oldest first)
1
The term structure of option-implied
volatility
and future realized
volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
Saved in:
2
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
3
An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky
;
Singh, Shakti
- In:
International Journal of Financial Markets and …
9
(
2023
)
3
,
pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
Saved in:
4
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
5
Implied
volatility
surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
6
Volatility
indices and implied uncertainty measures of European government bond futures
Baran, Jaroslav
;
Voříšek, Jan
-
2020
Persistent link: https://www.econbiz.de/10013384851
Saved in:
7
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
8
Volatility
risk premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
9
What drives index options exposures?
Johnson, Tim
;
Liang, Mo
;
Liu, Yun
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 561-593
Persistent link: https://www.econbiz.de/10011990828
Saved in:
10
Robust
hedging
performance and
volatility
risk in option markets : application to Standard and Poor's 500 and Taiwan index options
Han, Chuan-Hsiang
;
Chang, Chien-Hung
;
Kuo, Chii-Shyan
; …
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 160-173
Persistent link: https://www.econbiz.de/10011573571
Saved in:
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