//--> //--> //--> //-->
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:"Risk measure"
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
American option valuation : im...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Optionspreistheorie
15,755
Option pricing theory
15,295
ARCH-Modell
11,792
Volatilität
11,781
Volatility
11,653
ARCH model
11,611
Theorie
7,612
Theory
7,389
Optionsgeschäft
6,692
Option trading
6,486
Stochastischer Prozess
4,360
Stochastic process
4,300
Schätzung
3,964
Estimation
3,896
Derivat
3,587
Derivative
3,579
Börsenkurs
3,379
Share price
3,330
Kapitaleinkommen
2,970
Capital income
2,960
Zeitreihenanalyse
2,668
Time series analysis
2,621
Prognoseverfahren
2,588
Forecasting model
2,553
Portfolio-Management
2,401
Portfolio selection
2,386
Aktienmarkt
2,191
Stock market
2,174
Hedging
2,047
Schätztheorie
2,030
Estimation theory
2,011
USA
1,992
United States
1,929
Risiko
1,823
Risk
1,819
CAPM
1,740
Black-Scholes-Modell
1,476
Black-Scholes model
1,419
Risikomaß
1,349
more ...
less ...
Online availability
All
Undetermined
507
Free
404
CC license
59
Type of publication
All
Article
998
Book / Working Paper
345
Type of publication (narrower categories)
All
Article in journal
951
Aufsatz in Zeitschrift
951
Graue Literatur
181
Non-commercial literature
181
Arbeitspapier
174
Working Paper
174
Aufsatz im Buch
42
Book section
42
Hochschulschrift
30
Thesis
25
Collection of articles of several authors
5
Conference paper
5
Konferenzbeitrag
5
Lehrbuch
5
Sammelwerk
5
Textbook
5
Collection of articles written by one author
4
Sammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
2
Bibliography included
2
Case study
2
Fallstudie
2
Konferenzschrift
2
CD-ROM, DVD
1
Conference proceedings
1
Glossar enthalten
1
Glossary included
1
Handbook
1
Handbuch
1
Ratgeber
1
more ...
less ...
Language
All
English
1,318
German
19
Spanish
3
French
2
Czech
1
Author
All
Paolella, Marc S.
21
McAleer, Michael
16
Giot, Pierre
15
Ardia, David
13
Chlebus, Marcin
13
Barone-Adesi, Giovanni
11
Herrera, Rodrigo
10
Degiannakis, Stavros
9
Francq, Christian
9
Lönnbark, Carl
9
Mittnik, Stefan
9
Zakoïan, Jean-Michel
9
Bauwens, Luc
8
Fabozzi, Frank J.
8
Kim, Young Shin
8
Kumar, Dilip
8
Singh, Abhay Kumar
8
Alexander, Carol
7
Allen, David E.
7
Chang, Chia-Lin
7
Haas, Markus
7
Laurent, Sébastien
7
Lazar, Emese
7
Olmo, Jose
7
Su, Jung-Bin
7
Bee, Marco
6
Chen, Cathy W. S.
6
Floros, Christos
6
Gerlach, Richard
6
Hoogerheide, Lennart F.
6
Huang, Zhuo
6
Karmakar, Madhusudan
6
Krause, Jochen
6
Liu, Hung-Chun
6
Opschoor, Anne
6
Račev, Svetlozar T.
6
Storti, Giuseppe
6
Weiß, Gregor
6
Westgaard, Sjur
6
Xu, Dinghai
6
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
HFDF <2, 1998, Zürich>
2
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <1, 1995, Zürich>
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Published in...
All
Journal of banking & finance
33
Finance research letters
29
Journal of empirical finance
29
Energy economics
27
The North American journal of economics and finance : a journal of financial economics studies
27
International journal of forecasting
26
Journal of risk
26
Economic modelling
21
Journal of forecasting
21
Applied economics
20
International review of financial analysis
18
Journal of risk and financial management : JRFM
17
Journal of econometrics
16
Risks : open access journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The European journal of finance
16
The journal of risk model validation
16
International review of economics & finance : IREF
15
Quantitative finance
15
Working papers
14
International journal of theoretical and applied finance
12
Research paper series / Swiss Finance Institute
12
Computational economics
11
Discussion paper / Tinbergen Institute
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of mathematical finance
11
Insurance
10
European journal of operational research : EJOR
9
Journal of financial econometrics
9
Pacific-Basin finance journal
9
Research in international business and finance
9
Econometric Institute research papers
8
Journal of international financial markets, institutions & money
8
Annals of financial economics
7
Applied economics letters
7
CFS working paper series
7
CORE discussion paper : DP
7
International Journal of Financial Studies : open access journal
7
International journal of economics and financial issues : IJEFI
7
more ...
less ...
Source
All
ECONIS (ZBW)
1,343
Showing
1
-
10
of
1,343
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
2
Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets review
22
(
2015
),
pp. 43-64
Persistent link: https://www.econbiz.de/10011304192
Saved in:
3
Volatility concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547074
Saved in:
4
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
5
Volatility measures and Value-at-Risk
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
Saved in:
6
Implied volatility indexes and daily value at risk models
Giot, Pierre
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 54-64
Persistent link: https://www.econbiz.de/10003010792
Saved in:
7
Risk management lessons from "knock-in knock-out" option disaster
Khil, Jaeuk
;
Suh, Sangwon
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10009315276
Saved in:
8
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
9
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
10
Forecasting day-ahead expected shortfall on the EUR/USD exchange rate : the (I)relevance of implied volatility
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
International journal of forecasting
40
(
2024
)
4
,
pp. 1275-1301
Persistent link: https://www.econbiz.de/10015438395
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->