//--> //--> //-->
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"
~person:"Agarwalla, Sobhesh Kumar"
~person:"Bianchi, Michele Leonardo"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"volatility smile"
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: subject:"Volatility smile"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Aktienmarkt
CAPM
Stochastischer Prozess
volatility smile
Volatility
4
Volatilität
4
Emerging economies
3
Option pricing theory
3
Optionspreistheorie
3
Schwellenländer
3
Statistical distribution
3
Statistische Verteilung
3
Capital income
2
Kapitaleinkommen
2
Option trading
2
Optionsgeschäft
2
Volatility smile
2
ARCH-Modell
1
Bubbles
1
Börsenkurs
1
COVID-19
1
Coronavirus
1
Derivat
1
Derivative
1
Emerging markets
1
Estimation
1
GARCH model
1
Gambling
1
Glücksspiel
1
Index futures
1
Index-Futures
1
Italien
1
Italy
1
Kalman filter
1
Lévy processes
1
Modellierung
1
Non-Gaussian Ornstein-Uhlenbeck processes
1
Option pricing
1
Risiko
1
Risk
1
Risk-neutral density
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Agarwalla, Sobhesh Kumar
Bianchi, Michele Leonardo
Kim, Sol
2
Lin, Shih-kuei
2
Martini, Claude
2
Primbs, James
2
Varma, Jayanth Rama
2
Yamada, Yuji
2
Almeida, Caio Ibsen Rodrigues de
1
Andersen, Leif
1
Andreasen, Jesper
1
BRODY, DORJE C.
1
Bennedsen, Mikkel
1
Bester, C. Alan
1
Branger, Nicole
1
Byun, Suk Joon
1
CONSTANTINOU, IRENE C.
1
Campani, Carlos Heitor
1
Carrasco, José A.
1
Chance, Don M.
1
Chen, Ren-Raw
1
Chuang, Ming-Che
1
Clewlow, Les
1
DOKUCHAEV, NIKOLAI
1
Dana, Samy
1
De Spiegeleer, Jan
1
Fabozzi, Frank J.
1
Forys, Monika B.
1
García-Machado, Juan J.
1
Gatheral, Jim
1
Geršôn, Dāwid
1
Hanson, Thomas A.
1
Hendriks, Sebas
1
Hodges, Stewart
1
JOHNSON, N. F.
1
Janssen, Alexandra
1
KANDHAI, D.
1
Kou, S. G.
1
Kumar, Sudarshan
1
Lee, Cheng F.
1
more ...
less ...
Published in...
All
The journal of futures markets
2
Computational economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Harvesting the
volatility
smile
in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
2
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
3
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->