//--> //--> //--> //-->
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
~subject:"Option pricing theory"
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
Option-Implied Volatility Meas...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Capital income
49
Kapitaleinkommen
49
Theorie
49
Theory
49
Volatility
30
Volatilität
30
Portfolio selection
24
Portfolio-Management
24
Estimation
23
Schätzung
23
Welt
23
World
23
Börsenkurs
22
Share price
22
CAPM
17
Optionspreistheorie
15
Hypothek
14
Immobilienmarkt
14
Mortgage
14
Real estate market
14
Risiko
14
Risk
14
Immobilienpreis
12
Real estate price
12
Aktienmarkt
9
Anlageverhalten
9
Behavioural finance
9
Option trading
9
Optionsgeschäft
9
Stock market
9
Capital market returns
8
Emerging economies
8
Kapitalmarktrendite
8
Real options analysis
8
Realoptionsansatz
8
Schwellenländer
8
Financial crisis
7
Finanzkrise
7
Forecasting model
7
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
13
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
2
Working Paper
2
Language
All
English
15
Author
All
Shackleton, Mark B.
15
Chung, San-Lin
4
Chung, San-lin
2
Liu, Xiaoquan
2
Taylor, Stephen
2
Xu, Xinzhong
2
Arisoy, Yakup Eser
1
Dias, José Carlos
1
Ebrahim, Muhammed Shahid
1
Fu, Xi
1
Klumpes, Paul J. M.
1
Ko, Kunyi
1
O'Brien, Fergal
1
Shiller, Robert J.
1
Umutlu, Mehmet
1
Voukelatos, Nikolaos
1
Wojakowski, Rafal
1
Wojakowski, Rafal M.
1
Wojakowski, Rafał
1
Yeh, Chung-ying
1
more ...
less ...
Published in...
All
Applied economics letters
2
Journal of banking & finance
2
The journal of futures markets
2
Working papers / Lancaster University Management School
2
Applied financial economics
1
Finance : revue de l'Association Française de Finance
1
Journal of business finance & accounting : JBFA
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of multinational financial management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option-implied volatility measures and stock return predictability
Fu, Xi
;
Arisoy, Yakup Eser
;
Shackleton, Mark B.
; …
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10011687331
Saved in:
2
Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M.
;
Shackleton, Mark B.
- In:
Journal of banking & finance
24
(
2000
)
10
,
pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634
Saved in:
3
Efficient quadratic approximation of floating strike Asian option values
Chung, San-Lin
;
Shackleton, Mark B.
;
Wojakowski, Rafal
- In:
Finance : revue de l'Association Française de Finance
24
(
2003
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10001771593
Saved in:
4
The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied economics letters
10
(
2003
)
11
,
pp. 709-716
Persistent link: https://www.econbiz.de/10001820267
Saved in:
5
An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark B.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002625331
Saved in:
6
On the errors and comparison of Vega estimation methods
Chung, San-lin
;
Shackleton, Mark B.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10002528175
Saved in:
7
Hedging efficiency in the Greek options market before and after the financial crisis of 2008
Shackleton, Mark B.
;
Voukelatos, Nikolaos
- In:
Journal of multinational financial management
23
(
2013
)
1/2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009728527
Saved in:
8
Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin
;
Ko, Kunyi
;
Shackleton, Mark B.
;
Yeh, …
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1026-1057
Persistent link: https://www.econbiz.de/10008900940
Saved in:
9
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Saved in:
10
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->