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isPartOf:"MPRA Paper"
~isPartOf:"Journal of financial markets"
~isPartOf:"Journal of monetary economics"
~subject:"ARCH model"
~subject:"CAPM"
~subject:"Option trading"
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Search: subject_exact:"Volatility"
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ARCH model
CAPM
Option trading
Volatility
248
Volatilität
160
volatility
84
Theorie
66
Theory
66
Börsenkurs
50
Share price
50
Estimation
38
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Rourke, Thomas
2
Aboura, Sofiane
1
Ackert, Lucy F.
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Alexander, Carol
1
Avramov, Doron
1
Baruník, Jozef
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1
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1
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1
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1
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1
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1
Deng, Jun
1
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1
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1
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1
Guermat, Cherif
1
Guo, Biao
1
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1
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1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Journal of financial markets
Journal of monetary economics
Energy economics
227
Finance research letters
182
International review of financial analysis
136
Economic modelling
126
Applied economics
124
International review of economics & finance : IREF
124
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
117
Journal of empirical finance
117
The journal of futures markets
108
Research in international business and finance
100
Journal of econometrics
97
Journal of international financial markets, institutions & money
84
Journal of risk and financial management : JRFM
82
Applied financial economics
73
Economics letters
68
International journal of forecasting
66
Journal of financial economics
64
Discussion paper / Tinbergen Institute
61
Applied economics letters
58
Journal of forecasting
58
The European journal of finance
55
Quantitative finance
53
International journal of theoretical and applied finance
52
Working paper
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International Journal of Energy Economics and Policy : IJEEP
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
International journal of finance & economics : IJFE
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Econometric Institute research papers
42
Journal of economic dynamics & control
42
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
41
Pacific-Basin finance journal
40
Review of quantitative finance and accounting
40
Cogent economics & finance
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
37
International journal of economics and finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
39
RePEc
4
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1
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
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
3
Information flow and credit rating announcements
Khorram, Mehdi
;
Mo, Haitao
;
Sanger, Gary C.
- In:
Journal of financial markets
65
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014466326
Saved in:
4
Net buying pressure and the information in bitcoin option trades
Alexander, Carol
;
Deng, Jun
;
Feng, Jianfen
;
Wan, Huning
- In:
Journal of financial markets
63
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014278620
Saved in:
5
Firm fundamentals and the cross-section of implied volatility shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
6
Option trading volume by moneyness, firm fundamentals, and expected stock returns
Zhou, Yi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013254032
Saved in:
7
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
8
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
9
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
10
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
Saved in:
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