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isPartOf:"Journal of financial markets"
~person:"Cao, Charles Q."
~person:"Cao, Melanie"
~person:"Carverhill, Andrew"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Option trading
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Volatility
2
Volatilität
2
Bayes-Statistik
1
Bayesian inference
1
CAPM
1
Equity premium
1
Forecasting model
1
Implied volatility spread
1
Market liquidity
1
Markov Chain Monte Carlo
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Markov chain
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Markov-Kette
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Marktliquidität
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Option pricing
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Option pricing theory
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Optionspreistheorie
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Prediction
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Prognoseverfahren
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Risiko
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Risk
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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Time-series consistency
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Time-varying jump risk
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Zeitreihenanalyse
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Cao, Charles Q.
Cao, Melanie
Carverhill, Andrew
Rourke, Thomas
2
Stoll, Hans R.
2
Subrahmanyam, Marti G.
2
Ackert, Lucy F.
1
Alexander, Carol
1
Alexandridis, Antonios K.
1
Anand, Amber
1
Apergis, Iraklis
1
Augustin, Patrick
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Bechmann, Ken L.
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Brenner, Menachem
1
Chang, Chuang-chang
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Chen, Ding
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1
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1
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1
Deng, Jun
1
Deuskar, Prachi
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Do, Viet
1
Feng, Jianfen
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Fok, Robert C. W.
1
Foley, Sean
1
Grass, Gunnar
1
Guo, Biao
1
Gupta, Anurag
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Hao, Qing
1
Hao, Xiaoting
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Hsieh, Pei-Fang
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Huh, Sahn-Wook
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Kanne, Stefan
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Kapetanios, George
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Journal of financial markets
The journal of futures markets
2
Review of derivatives research
1
The journal of alternative investments
1
The journal of business : B
1
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ECONIS (ZBW)
3
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A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
2
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
3
Option market liquidity : commonality and other characteristics
Cao, Melanie
;
Wei, Jason
- In:
Journal of financial markets
13
(
2010
)
1
,
pp. 20-48
Persistent link: https://www.econbiz.de/10003935474
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