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A Comprehensive Analysis of th...
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Volatility
Capital income
130
Kapitaleinkommen
130
Theorie
105
Theory
104
Börsenkurs
70
Share price
70
Risk
64
Risiko
63
Volatilität
63
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61
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60
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60
Estimation
58
Schätzung
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Portfolio selection
53
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53
Consumer behaviour
43
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43
Aktienmarkt
37
Option pricing theory
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Optionspreistheorie
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Capital market returns
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Kapitalmarktrendite
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China
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Risikoprämie
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Risk premium
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Optionsgeschäft
24
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Welt
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English
63
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Bali, Turan G.
43
Wu, Liuren
18
Cakici, Nusret
10
Carr, Peter
9
Ang, Andrew
7
An, Byeong-Je
5
Demirtas, K. Ozgur
5
Atilgan, Yigit
4
Murray, Scott
4
Neftci, Salih N.
3
Weigert, Florian
3
Bai, Jennie
2
Chen, Shujuan
2
Hovakimian, Armen
2
Tian, Meng
2
Weinbaum, David
2
Wen, Quan
2
Wu, Liang
2
An, Byeong-je
1
Bodnaruk, Andrij
1
Chen, Guifu
1
Del Viva, Luca
1
Egloff, Daniel
1
Foresi, Silverio
1
Gabaix, Xavier
1
Genberg, Hans
1
Günaydin, A. Doruk
1
Hu, Jianfeng
1
Huang, Jing-Zhi
1
Jansson, Thomas
1
Karabulut, Yigitcan
1
Karagozoglu, Ahmet K.
1
Lambertides, Neophytos
1
Leipold, Markus
1
Levy, Haim
1
Peng, Lin
1
Scherbina, Anna
1
Tang, Yi
1
Trigeorgis, Lenos
1
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1
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National Bureau of Economic Research
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Journal of financial and quantitative analysis : JFQA
5
The journal of futures markets
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The journal of finance : the journal of the American Finance Association
4
Applied economics
3
Journal of financial economics
3
Georgetown McDonough School of Business Research Paper
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NBER working paper series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of fixed income
2
AFA 2011 Denver Meetings Paper
1
Economics letters
1
Financial engineering
1
International finance : a survey
1
Journal of applied econometrics
1
Journal of banking & finance
1
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1
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1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
NBER Working Paper
1
NYU Tandon Research Paper
1
Netspar Discussion Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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1
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ECONIS (ZBW)
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A comprehensive analysis of the short-term interest-rate dynamics
Bali, Turan G.
;
Wu, Liuren
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1269-1290
Persistent link: https://www.econbiz.de/10003310322
Saved in:
2
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Saved in:
3
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
4
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
5
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
6
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
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7
The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
8
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
9
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Saved in:
10
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
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