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Volatility derivatives and mod...
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Volatility
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
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11,764
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11,608
Hedging
10,669
Schätzung
10,334
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10,108
USA
8,545
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8,295
Kapitaleinkommen
8,264
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8,236
Welt
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
Stock market
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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17,071
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1,073
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12
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1
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McAleer, Michael
335
Gupta, Rangan
297
Caporale, Guglielmo Maria
178
Bollerslev, Tim
142
Chang, Chia-Lin
134
Diebold, Francis X.
126
Andersen, Torben
123
Bouri, Elie
121
Pierdzioch, Christian
112
Ma, Feng
96
Spagnolo, Nicola
93
Hammoudeh, Shawkat
92
Härdle, Wolfgang
92
Aizenman, Joshua
91
Bekaert, Geert
87
Koopman, Siem Jan
87
Tiwari, Aviral Kumar
83
Caporin, Massimiliano
79
Engle, Robert F.
78
Kang, Sang Hoon
77
Bahmani-Oskooee, Mohsen
75
Todorov, Viktor
71
Gil-Alaña, Luis A.
70
Asai, Manabu
69
Kočenda, Evžen
69
Christoffersen, Peter F.
68
McMillan, David G.
68
Mensi, Walid
68
Chiarella, Carl
67
Corbet, Shaen
64
Lucey, Brian M.
64
Lux, Thomas
64
Salisu, Afees A.
63
Dijk, Dick van
62
Wohar, Mark E.
61
Clements, Adam
60
Aït-Sahalia, Yacine
57
Ghysels, Eric
56
Hafner, Christian M.
55
Tauchen, George Eugene
55
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National Bureau of Economic Research
529
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
29
C.E.P.R. Discussion Papers
22
Centre for Analytical Finance <Århus>
18
International Monetary Fund
17
World Bank
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European Central Bank
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Université Paris-Dauphine (Paris IX)
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Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Internationaler Währungsfonds / Research Department
11
University of Canterbury / Dept. of Economics and Finance
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Centre for Growth and Business Cycle Research <Manchester>
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Chambre de commerce et d'industrie de Paris
10
European University Institute / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
9
Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
Department of Economics, Oxford University
8
EconWPA
8
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Instituto Valenciano de Investigaciones Económicas
7
School of Economics and Management, University of Aarhus
7
Banque de France
6
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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Energy economics
726
Finance research letters
680
NBER working paper series
517
Working paper / National Bureau of Economic Research, Inc.
474
NBER Working Paper
449
International review of financial analysis
436
Applied economics
418
International review of economics & finance : IREF
405
The journal of futures markets
382
Journal of banking & finance
377
Economic modelling
368
Journal of econometrics
340
The North American journal of economics and finance : a journal of financial economics studies
333
Research in international business and finance
296
Journal of empirical finance
274
Working paper
273
Applied economics letters
269
Economics letters
265
Applied financial economics
262
Journal of international financial markets, institutions & money
261
International journal of theoretical and applied finance
254
Journal of international money and finance
245
Discussion paper / Centre for Economic Policy Research
237
Quantitative finance
214
Discussion paper / Tinbergen Institute
210
Journal of risk and financial management : JRFM
201
Pacific-Basin finance journal
196
Journal of financial economics
195
CESifo working papers
183
International Journal of Energy Economics and Policy : IJEEP
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
174
The European journal of finance
165
IMF working papers
164
Journal of economic dynamics & control
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
International journal of finance & economics : IJFE
162
Journal of forecasting
156
International journal of forecasting
147
Research paper series / Swiss Finance Institute
134
Computational economics
130
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Source
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ECONIS (ZBW)
42,520
RePEc
1,017
EconStor
145
Other ZBW resources
96
BASE
39
ArchiDok
3
Showing
1
-
10
of
43,820
Sort
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articles prioritized
date (newest first)
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
Effect of liquidity on the implied
volatility
surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
3
Corrections in Heston model derivations for bond options
Mandal, Satrajit
;
Bhattacharya, Sujoy
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012253419
Saved in:
4
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:
5
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
6
Nowcasting networks
Chataigner, Marc
;
Crépey, Stéphane
;
Pu, Jiang
- In:
The journal of computational finance
24
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
Saved in:
7
Inferring the implied
volatility
of SOFR-Based swaptions
Yueh, Meng-Lan
;
Wu, Cho-Jui
- In:
The journal of derivatives : JOD
31
(
2024
)
4
,
pp. 157-179
Persistent link: https://www.econbiz.de/10015200194
Saved in:
8
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
9
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
10
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
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