//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~language:"eng"
~person:"Brooks, Robert D."
~person:"Ryu, Doojin"
~person:"Todorov, Viktor"
~subject:"Volatilität"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Börsenkurs
47
Share price
47
Volatility
40
Capital income
31
Kapitaleinkommen
31
Estimation
28
Schätzung
28
Anlageverhalten
25
Behavioural finance
25
Stock market
25
Aktienmarkt
24
Theorie
22
Theory
22
Option trading
21
Optionsgeschäft
21
Option pricing theory
18
Optionspreistheorie
18
South Korea
17
Südkorea
17
Estimation theory
11
Forecasting model
11
Index futures
11
Index-Futures
11
Prognoseverfahren
11
Schätztheorie
11
Ankündigungseffekt
10
Announcement effect
10
High-frequency data
10
Market microstructure
10
Marktmikrostruktur
10
Asymmetric information
9
Asymmetrische Information
9
Bid-ask spread
9
Derivat
9
Derivative
9
Geld-Brief-Spanne
9
Liquidity
9
Stochastic process
9
Stochastischer Prozess
9
more ...
less ...
Online availability
All
Undetermined
Free
6
Type of publication
All
Article
38
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
40
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
Author
All
Brooks, Robert D.
Ryu, Doojin
Todorov, Viktor
Gupta, Rangan
127
Ma, Feng
87
Bouri, Elie
83
Tiwari, Aviral Kumar
56
Hammoudeh, Shawkat
41
Mensi, Walid
41
Zhang, Yaojie
41
Wohar, Mark E.
39
Wang, Yudong
38
Kang, Sang Hoon
37
Liang, Chao
37
Xuan Vinh Vo
36
Bahmani-Oskooee, Mohsen
34
Lucey, Brian M.
34
Wei, Yu
34
Corbet, Shaen
33
Demirer, Rıza
33
Ji, Qiang
33
Roubaud, David
33
Balcilar, Mehmet
31
McAleer, Michael
27
Salisu, Afees A.
27
Yin, Libo
27
Pierdzioch, Christian
26
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Wen, Fenghua
22
Wu, Xinyu
22
Zhu, Huiming
22
Serletis, Apostolos
21
Wang, Jiqian
21
Wang, Lu
21
Xiong, Xiong
21
Jawadi, Fredj
20
Lee, Chien-chiang
20
more ...
less ...
Published in...
All
Journal of econometrics
10
Journal of financial economics
4
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
2
Economics / Journal articles : the open-access, open-assessment journal
2
Journal of international financial markets, institutions & money
2
The journal of futures markets
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Quantitative finance
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
7
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing
;
Han, Qian
;
Ryu, Doojin
;
Tang, Jing
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
Saved in:
8
Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo
;
Cai, Wenye
;
Ryu, Doojin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
Saved in:
9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
10
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->