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~accessRights:"restricted"
~isPartOf:"Applied economics letters"
~isPartOf:"The journal of computational finance"
~subject:"Arbeitsmarkt"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Arbeitsmarkt
Option pricing theory
Schätzung
Volatility
168
Volatilität
168
Börsenkurs
47
Estimation
47
Optionspreistheorie
47
Share price
47
Stochastic process
39
Stochastischer Prozess
39
Aktienmarkt
31
Stock market
31
ARCH model
28
ARCH-Modell
28
Capital income
28
Kapitaleinkommen
28
Welt
23
World
23
Forecasting model
22
Prognoseverfahren
22
Theorie
21
Theory
21
Arbeitsmobilität
20
Labour mobility
20
Risiko
18
Risk
18
stochastic volatility
18
Option trading
16
Optionsgeschäft
16
Exchange rate
15
Oil price
15
Wechselkurs
15
Ölpreis
15
VAR model
13
VAR-Modell
13
Black-Scholes model
12
Black-Scholes-Modell
12
Coronavirus
12
Impact assessment
12
Spillover effect
12
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Article
98
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98
Aufsatz in Zeitschrift
98
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English
98
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Le Floc'h, Fabien
3
Wang, Xingchun
3
Ehrhardt, Matthias
2
Grobys, Klaus
2
Gupta, Rangan
2
Günther, Michael
2
Jabłecki, Juliusz
2
Kirkby, J. Lars
2
Ma, Feng
2
Olson, Eric
2
Oosterlee, Cornelis Willebrordus
2
Reisinger, Christoph
2
Ryu, Doojin
2
Wang, Xunxiao
2
Wu, Xinyu
2
Yang, Heejin
2
Ahdida, Abdelkoddousse
1
Albani, Vinícius
1
Alfonsi, Aurélien
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ascher, Uri M.
1
Ashraf, Ayesha
1
Baharumshah, Ahmad Zubaidi
1
Bailey, James
1
Bain, Alan
1
Balsmeier, Benjamin
1
Barseghyan, Gayane
1
Baumann, Robert
1
Belak, Christoph
1
Benk, Janos
1
Berument, Hakan
1
Bharadwaj, Lakshya
1
Blazsek, Szabolcs
1
Boroumand, Raphaël Homayoun
1
Bourgey, Florian
1
Briani, Maya
1
Browning, Chris
1
Caramellino, Lucia
1
Casado Díaz, José Manuel
1
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Published in...
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Applied economics letters
The journal of computational finance
Finance research letters
155
Energy economics
138
Quantitative finance
120
The North American journal of economics and finance : a journal of financial economics studies
113
International review of economics & finance : IREF
109
Applied economics
105
Economic modelling
94
Journal of econometrics
86
International review of financial analysis
85
Journal of banking & finance
79
Discussion paper / Centre for Economic Policy Research
77
Research in international business and finance
60
Economics letters
57
International journal of theoretical and applied finance
56
Journal of empirical finance
52
Journal of international financial markets, institutions & money
52
International journal of financial engineering
47
Journal of economic dynamics & control
47
Computational economics
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Working paper / National Bureau of Economic Research, Inc.
44
The journal of futures markets
41
Discussion papers / CEPR
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of forecasting
39
Journal of international money and finance
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
International journal of finance & economics : IJFE
35
Pacific-Basin finance journal
35
Journal of financial econometrics
34
European journal of operational research : EJOR
33
Labour economics : official journal of the European Association of Labour Economists
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
The European journal of finance
33
Journal of mathematical finance
32
Journal of financial economics
31
Journal of financial markets
30
Emerging markets, finance and trade : EMFT
29
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ECONIS (ZBW)
98
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1
Newspaper-based equity uncertainty or implied
volatility
index : new evidence from oil market
volatility
predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Least squares Monte Carlo methods in stochastic Volterra rough
volatility
models
Guerreiro, Henrique
;
Guerra, João
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 73-101
Persistent link: https://www.econbiz.de/10014314563
Saved in:
3
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
4
The day-of-the-week effect on global stock market
volatility
after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
5
Forecasting RMB exchange rate
volatility
: do time-varying higher moments and time-varying risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
6
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
7
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
8
Volatility
of COVID-19 pandemic
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
9
Forecasting exchange rate markets'
volatility
of G7 countries : will stock market
volatility
help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
10
Forecasting stock market
volatility
using implied
volatility
: evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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