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:"Volatility"
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
Studying the Implications of C...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Theorie
74
Theory
73
Optionspreistheorie
40
Option pricing theory
39
Volatilität
28
Capital income
27
Kapitaleinkommen
27
CAPM
26
Stochastic process
25
Stochastischer Prozess
25
Wechselkurs
24
Exchange rate
23
Risikoprämie
22
Risk premium
22
Portfolio selection
20
Portfolio-Management
20
Credit risk
19
Kreditrisiko
19
Discounting
15
Diskontierung
15
Einheitswurzeltest
15
Kaufkraftparität
15
Purchasing power parity
15
Risk
15
Unit root test
15
Risiko
14
USA
14
United States
14
Devisenmarkt
13
Estimation
13
Foreign exchange market
13
Schätzung
13
Zeitreihenanalyse
13
Insolvency
12
Insolvenz
12
Großbritannien
11
Time series analysis
11
United Kingdom
11
Börsenkurs
10
more ...
less ...
Online availability
All
Free
11
Undetermined
5
Type of publication
All
Article
15
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
28
Author
All
Bakshi, Gurdip S.
17
Crosby, John
7
Panayotov, George
6
Madan, Dilip B.
5
Bakshi, Gurdip
4
Cerrato, Mario
4
Cao, Charles Q.
3
Chen, Zhiwu
3
Gao, Xiaohui
3
Kim, Hyunsok
3
MacDonald, Ronald
3
Frau, Carme
2
Gao Bakshi, Xiaohui
2
Kapadia, Nikunj
2
Skoulakis, Georgios
2
Burnside, Craig
1
Chabi-Yo, Fousseni
1
Davis, Mark
1
Ju, Nengjiu
1
Ou-Yang, Hui
1
Rossi, Alberto G.
1
Xue, Jinming
1
Zhang, Zhekai
1
Zhong, Zhaodong
1
more ...
less ...
Published in...
All
Journal of financial economics
3
Discussion papers / Adam Smith Business School, University of Glasgow
2
Energy economics
1
Fox School of Business Research Paper
1
Fox School of Business Research Paper Forthcoming
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research
1
Review of quantitative finance and accounting
1
The American economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Working paper series : paper ...
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dark matter in (volatility and) equity option risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
2
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
3
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
4
The spirit of capitalism and stock-market prices
Bakshi, Gurdip S.
- In:
The American economic review
86
(
1996
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10001201842
Saved in:
5
Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Saved in:
6
Volatility risk premiums embedded in individual equity options : some new insights
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 45-54
Persistent link: https://www.econbiz.de/10001799002
Saved in:
7
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
Saved in:
8
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
Saved in:
9
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
Saved in:
10
Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip S.
;
Ju, Nengjiu
;
Ou-Yang, Hui
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
