//--> //--> //--> //-->
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
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
Volatility derivatives and mod...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
Capital income
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
Risiko
5,883
Wechselkurs
5,438
Exchange rate
5,332
Prognoseverfahren
4,652
Forecasting model
4,599
Risikomanagement
4,183
Finanzmarkt
4,095
Zeitreihenanalyse
4,068
more ...
less ...
Online availability
All
Free
36,330
Undetermined
22,053
CC license
1,775
Type of publication
All
Article
52,771
Book / Working Paper
45,721
Other
91
Journal
85
Database
1
Type of publication (narrower categories)
All
Article in journal
45,825
Aufsatz in Zeitschrift
45,825
Working Paper
14,597
Graue Literatur
14,199
Non-commercial literature
14,199
Arbeitspapier
13,120
Aufsatz im Buch
3,375
Book section
3,375
Hochschulschrift
2,496
Thesis
2,020
Collection of articles of several authors
648
Sammelwerk
648
Collection of articles written by one author
447
Sammlung
447
Lehrbuch
431
Article
413
Textbook
397
Bibliografie enthalten
379
Bibliography included
379
research-article
351
Dissertation u.a. Prüfungsschriften
326
Aufsatzsammlung
310
Conference paper
254
Konferenzbeitrag
254
Konferenzschrift
215
Amtsdruckschrift
168
Government document
168
Glossar enthalten
146
Glossary included
146
Conference proceedings
130
Handbook
124
Handbuch
124
Systematic review
122
Übersichtsarbeit
122
Forschungsbericht
93
Ratgeber
83
Case study
67
Fallstudie
67
Guidebook
63
Reprint
57
more ...
less ...
Language
All
English
89,336
Undetermined
4,153
German
3,940
French
416
Spanish
376
Italian
146
Polish
93
Portuguese
87
Dutch
45
Russian
32
Czech
26
Hungarian
23
Swedish
22
Danish
14
Norwegian
10
Romanian
9
Lithuanian
8
Indonesian
6
Finnish
5
Croatian
4
Chinese
4
Slovak
3
Bulgarian
2
Modern Greek (1453-)
2
Serbian
2
Ukrainian
2
Afrikaans
1
Arabic
1
Japanese
1
Multiple languages
1
Turkish
1
more ...
less ...
Author
All
McAleer, Michael
416
Gupta, Rangan
305
Broll, Udo
258
Caporale, Guglielmo Maria
208
Fabozzi, Frank J.
202
Härdle, Wolfgang
191
Chang, Chia-Lin
170
Bollerslev, Tim
155
Madan, Dilip B.
150
Diebold, Francis X.
149
Bouri, Elie
137
Pierdzioch, Christian
133
Andersen, Torben
129
Chiarella, Carl
124
Aizenman, Joshua
123
Lien, Da-hsiang Donald
122
Hammoudeh, Shawkat
117
Engle, Robert F.
112
Jarrow, Robert A.
102
Spagnolo, Nicola
102
Acharya, Viral V.
99
Koopman, Siem Jan
99
Tiwari, Aviral Kumar
99
Hull, John
97
Christoffersen, Peter F.
96
Lucey, Brian M.
96
Ma, Feng
96
Carr, Peter
95
Lee, Cheng F.
95
Platen, Eckhard
93
Bekaert, Geert
91
Buch, Claudia M.
91
Wahl, Jack E.
90
Caporin, Massimiliano
88
Stulz, René M.
87
Benth, Fred Espen
86
Hautsch, Nikolaus
86
Kang, Sang Hoon
86
Kit, Pong Wong
86
Takahashi, Akihiko
86
more ...
less ...
Institution
All
National Bureau of Economic Research
930
International Monetary Fund (IMF)
420
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
283
International Monetary Fund
157
C.E.P.R. Discussion Papers
98
Institut für Schweizerisches Bankwesen <Zürich>
75
EconWPA
62
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Centre for Analytical Finance <Århus>
45
HAL
45
Université Paris-Dauphine (Paris IX)
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
41
CESifo
35
Agricultural and Applied Economics Association - AAEA
33
Ekonomiska forskningsinstitutet <Stockholm>
33
European Central Bank
33
World Bank
31
Basel Committee on Banking Supervision
30
Cowles Foundation for Research in Economics, Yale University
28
National Centre of Competence in Research North South <Bern>
28
Tilburg University, Center for Economic Research
28
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Chambre de commerce et d'industrie de Paris
25
Center for Economic Research <Tilburg>
21
Institute of Finance and Accounting <London>
21
OECD
21
School of Economics and Management, University of Aarhus
21
Society for Computational Economics - SCE
21
European Association of Agricultural Economists - EAAE
20
Svenska Handelshögskolan <Helsinki>
20
Federal Reserve Bank of St. Louis
19
University of Bonn, Germany
19
Zentrum für Europäische Wirtschaftsforschung (ZEW)
19
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
18
Reserve Bank of Australia
18
Centre for Economic Policy Research
17
Department of Economics, Oxford University
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Inter-American Development Bank
17
Springer Fachmedien Wiesbaden
17
more ...
less ...
Published in...
All
The journal of futures markets
1,259
Finance research letters
1,041
Journal of banking & finance
917
NBER working paper series
910
Energy economics
893
Working paper / National Bureau of Economic Research, Inc.
814
NBER Working Paper
751
International journal of theoretical and applied finance
716
International review of financial analysis
672
International review of economics & finance : IREF
640
Applied economics
589
Journal of financial economics
546
Economic modelling
503
The North American journal of economics and finance : a journal of financial economics studies
467
Working paper
433
Research in international business and finance
426
Applied financial economics
423
The journal of finance : the journal of the American Finance Association
421
Discussion paper / Centre for Economic Policy Research
420
Journal of econometrics
397
Economics letters
396
Applied economics letters
387
The review of financial studies
383
The journal of derivatives : the official publication of the International Association of Financial Engineers
368
Finance and stochastics
367
Journal of empirical finance
365
Journal of international financial markets, institutions & money
362
Quantitative finance
362
Mathematical finance : an international journal of mathematics, statistics and financial theory
360
The European journal of finance
343
Journal of economic dynamics & control
342
Pacific-Basin finance journal
340
Applied mathematical finance
336
Journal of international money and finance
333
Journal of financial and quantitative analysis : JFQA
330
Journal of risk and financial management : JRFM
322
IMF Working Papers
314
IMF working papers
310
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
307
Research paper series / Swiss Finance Institute
299
more ...
less ...
Source
All
ECONIS (ZBW)
89,784
RePEc
4,752
EconStor
1,934
USB Cologne (EcoSocSci)
1,114
Other ZBW resources
434
USB Cologne (business full texts)
358
BASE
257
OLC EcoSci
30
ArchiDok
6
more ...
less ...
Showing
21
-
30
of
98,669
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
22
Assessing the impact of credit risk on equity options via information contents and compound options
Maglione, Federico
;
Mancino, Maria Elvira
- In:
Risks : open access journal
11
(
2023
)
10
,
pp. 1-25
different equities based on their moneyness does offer much guidance in understanding which option offers a better
hedging
…
Persistent link: https://www.econbiz.de/10014393159
Saved in:
23
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
24
Target
volatility
option pricing
Di Graziano, Giuseppe
;
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Saved in:
25
Pricing of bond options in India
Chaudhuri, Sunrita
;
Pandey, Alok
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 359-383
Persistent link: https://www.econbiz.de/10014311656
Saved in:
26
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
27
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
28
Implications for
hedging
of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
29
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
30
An empirical testing of Black-Scholes option pricing model : a study of option moneyness (at-the-money)
Rinky
;
Singh, Shakti
- In:
International Journal of Financial Markets and …
9
(
2023
)
3
,
pp. 208-229
Persistent link: https://www.econbiz.de/10015064444
Saved in:
First
Prev
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...
//-->