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Volatility derivatives and mod...
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Risiko
Volatility
43,822
Volatilität
43,560
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
Estimation
10,108
USA
8,545
United States
8,295
Kapitaleinkommen
8,264
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8,236
Welt
8,223
World
8,105
ARCH-Modell
7,679
ARCH model
7,602
Portfolio-Management
7,391
Portfolio selection
7,348
Optionsgeschäft
6,636
Stochastischer Prozess
6,492
Option trading
6,430
Stochastic process
6,388
Aktienmarkt
6,335
Stock market
6,261
Risk
5,927
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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2,234
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2,137
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154
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1
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7
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Gupta, Rangan
103
Broll, Udo
33
Kelly, Bryan T.
32
Bloom, Nicholas
30
Bouri, Elie
29
Bekaert, Geert
25
Demirer, Rıza
23
Giglio, Stefano
23
Pierdzioch, Christian
23
Lustig, Hanno
21
Salisu, Afees A.
21
Kit, Pong Wong
19
Ma, Feng
19
Fabozzi, Frank J.
18
Stulz, René M.
18
Veronesi, Pietro
18
Pelizzon, Loriana
17
Bartram, Söhnke M.
16
Acharya, Viral V.
15
Bali, Turan G.
15
Brown, Gregory W.
15
Hoerova, Marie
15
Wang, Xingchun
15
Christiansen, Charlotte
14
Hammoudeh, Shawkat
14
Cepni, Oguzhan
13
Chiang, Thomas C.
13
Maurer, Raimond
13
Prokopczuk, Marcel
13
Wohar, Mark E.
13
Baker, Scott
12
Caporin, Massimiliano
12
Ji, Qiang
12
Liu, Yang
12
Mehran, Hamid
12
Nieuwerburgh, Stijn van
12
Benth, Fred Espen
11
Davis, Steven J.
11
Dew-Becker, Ian
11
Mumtaz, Haroon
11
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National Bureau of Economic Research
69
European Central Bank
3
Federal Reserve Bank of New York
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
European Commission / Joint Research Centre
2
European Stability Mechanism
2
Federal Reserve Bank of Atlanta
2
Federal Reserve System / Board of Governors
2
Institute of Finance and Accounting <London>
2
Springer International Publishing
2
Türkiye Cumhuriyet Merkez Bankası
2
USA / Congress / House of Representatives / Committee on Banking and Financial Services
2
University of British Columbia / Finance Division
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
World Bank / International Economics Dept / Commodity Policy and Analysis Unit
2
Bank für Internationalen Zahlungsausgleich
1
Basel Committee on Banking Supervision
1
Berliner Wissenschafts-Verlag
1
Boston College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Deutsches Institut für Wirtschaftsforschung
1
Edward Elgar Publishing
1
European Chemicals Bureau
1
Federal Reserve Bank of Chicago
1
Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Goethe-Universität Frankfurt am Main
1
Harvard Institute for International Development
1
Hong Kong Institute for Monetary and Financial Research
1
International Monetary Fund
1
John Deutsch Institute for the Study of Economic Policy
1
Joint Research Centre
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
1
Nomos Verlagsgesellschaft
1
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Finance research letters
167
Energy economics
110
International review of economics & finance : IREF
78
NBER working paper series
69
International review of financial analysis
68
NBER Working Paper
61
The North American journal of economics and finance : a journal of financial economics studies
59
Applied economics
57
Insurance / Mathematics & economics
55
Journal of financial economics
53
Economic modelling
49
Journal of banking & finance
49
Working paper / National Bureau of Economic Research, Inc.
49
Risks : open access journal
46
The journal of futures markets
45
Working paper
41
Research in international business and finance
40
International journal of theoretical and applied finance
39
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Economics letters
38
The review of financial studies
35
Department of Economics working paper series
33
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Pacific-Basin finance journal
32
The European journal of finance
30
Journal of empirical finance
28
Discussion paper / Centre for Economic Policy Research
27
Journal of risk and financial management : JRFM
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
CESifo working papers
26
Journal of economic dynamics & control
26
Quantitative finance
26
Discussion papers / CEPR
24
Journal of international money and finance
24
Research paper series / Swiss Finance Institute
24
Finance and stochastics
22
The journal of corporate finance : contracting, governance and organization
21
Journal of risk
20
Review of derivatives research
20
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Source
All
ECONIS (ZBW)
5,835
EconStor
35
USB Cologne (EcoSocSci)
8
BASE
4
OLC EcoSci
1
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1
Hedging
European derivatives with the polynomial variance
swap
under uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
2
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:
3
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:
4
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
5
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:
6
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
7
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
8
Simple robust
hedging
with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
9
A verification model to capture option risk and
hedging
based on a modified underlying beta
Shen, Chuan-He
;
Liu, Yang
- In:
The journal of risk model validation
15
(
2021
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014540158
Saved in:
10
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
Saved in:
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