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subject:"Volatilität"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bali, Turan G."
~person:"Nonejad, Nima"
~subject:"Capital market returns"
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Volatilität
Capital market returns
1996-2011
1
Aktienoption
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Börsenkurs
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Estimation
1
Kapitalmarktrendite
1
Schätzung
1
Share price
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Stock option
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Theorie
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Theory
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USA
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United States
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Volatility
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Bali, Turan G.
Nonejad, Nima
Andersen, Torben
4
Engle, Robert F.
4
Kelly, Bryan T.
4
Lettau, Martin
4
Aghion, Philippe
3
Ben-David, Itzhak
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Brown, Gregory W.
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Ludvigson, Sydney C.
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Lustig, Hanno
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Moffitt, Robert A.
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Weber, Michael
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Aït-Sahalia, Yacine
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Bacchetta, Philippe
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Bartram, Söhnke M.
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Bates, David S.
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Bianchi, Francesco
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Bollerslev, Tim
2
Campbell, John Y.
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Da, Zhi
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Edwards, Sebastian
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Forbes, Kristin
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Franzoni, Francesco
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Froot, Kenneth
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Giglio, Stefano
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Hamilton, James D.
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Itō, Takatoshi
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Kaplan, Steven N.
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Linnainmaa, Juhani
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Moussawi, Rabih
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Stulz, René M.
2
Susmel, Raul
2
Vavra, Joseph S.
2
Weisbach, Michael S.
2
Wu, Jing Cynthia
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Ai, Hengjie
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Working paper / National Bureau of Economic Research, Inc.
Journal of financial economics
3
Economics letters
2
Energy economics
2
International review of financial analysis
2
Journal of financial and quantitative analysis : JFQA
2
The North American journal of economics and finance : a journal of financial economics studies
2
AFA 2011 Denver Meetings Paper
1
China finance review international
1
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Georgetown McDonough School of Business Research Paper
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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NBER Working Paper
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NBER working paper series
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Netspar Discussion Paper
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Quantitative finance
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The journal of business : B
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The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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The journal of futures markets
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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The joint cross section of stocks and options
An, Byeong-je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
-
2013
Persistent link: https://www.econbiz.de/10010210735
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