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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Review of derivatives research"
~subject:"Option-implied moments"
~subject:"Rendite"
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Kapitaleinkommen
Option-implied moments
Rendite
Estimation
19
Schätzung
19
Volatility
9
Volatilität
9
Option pricing theory
8
Optionspreistheorie
8
Capital income
5
Theorie
5
Theory
5
USA
5
United States
5
Credit risk
4
Kreditrisiko
4
Credit derivative
3
Derivat
3
Derivative
3
Deutschland
3
Germany
3
Index futures
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Index-Futures
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Kreditderivat
3
Risikomaß
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Risk measure
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Statistical distribution
3
Statistische Verteilung
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Currency option
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Devisenoption
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Exchange rate
2
Financial crisis
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Finanzkrise
2
Forecasting model
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Leverage effect
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Portfolio selection
2
Portfolio-Management
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Prognoseverfahren
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Public bond
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Risikoprämie
2
Risk premium
2
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English
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Ammann, Manuel
1
Cao, Charles Q.
1
Díaz Pérez, Antonio
1
Feser, Alexander
1
Huang, Jing-Zhi
1
Jareño, Francisco
1
Madan, Dilip B.
1
Navarro Arribas, Eliseo
1
Rathgeber, A. W.
1
Stadler, Johannes
1
Stöckl, S.
1
Unal, Haluk
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Review of derivatives research
Finance research letters
155
Journal of banking & finance
140
International review of financial analysis
134
Journal of financial economics
127
International review of economics & finance : IREF
123
Journal of empirical finance
122
Applied economics
103
NBER working paper series
98
Working paper / National Bureau of Economic Research, Inc.
91
The North American journal of economics and finance : a journal of financial economics studies
90
Applied financial economics
89
Applied economics letters
87
Economic modelling
83
Journal of international financial markets, institutions & money
80
NBER Working Paper
73
Pacific-Basin finance journal
70
Research in international business and finance
67
The European journal of finance
67
Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of economics and finance
41
Journal of risk and financial management : JRFM
40
Working paper
40
CESifo working papers
39
Journal of financial markets
39
Research paper series / Swiss Finance Institute
39
Cogent economics & finance
38
Energy economics
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
Finance and economics discussion series
33
International journal of forecasting
33
The journal of finance : the journal of the American Finance Association
33
Journal of financial and quantitative analysis : JFQA
32
Investment management and financial innovations
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ECONIS (ZBW)
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1
The impact of the leverage effect on the implied volatility smile : evidence for the German option market
Rathgeber, A. W.
;
Stadler, Johannes
;
Stöckl, S.
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 95-133
Persistent link: https://www.econbiz.de/10012549093
Saved in:
2
Yield curves from different bond data sets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 191-226
Persistent link: https://www.econbiz.de/10012229792
Saved in:
3
Option-implied Value-at-Risk and the cross-section of stock returns
Ammann, Manuel
;
Feser, Alexander
- In:
Review of derivatives research
22
(
2019
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10012311843
Saved in:
4
Determinants of S&P 500 index option returns
Cao, Charles Q.
;
Huang, Jing-Zhi
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
Saved in:
5
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
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