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~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"Schock"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Schock
Volatilität
Theorie
30
Theory
30
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25
Finnland
25
Volatility
12
Option pricing theory
10
Optionspreistheorie
10
Aktienoption
6
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6
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5
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5
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5
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1987-2000
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Arbeitspapier
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Söderman, Ronnie
3
Harju, Kari
2
Hussain, Syed Mujahid
2
Sundkvist, Kim
2
Ahlgren, Niklas
1
Alvarez, Luis H. R.
1
Felixson, Karl
1
Maukonen, Marko S.
1
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1
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1
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Svenska Handelshögskolan <Helsinki>
Federal Reserve Bank of St. Louis
18
University of Canterbury / Dept. of Economics and Finance
10
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9
Federal Reserve Bank of San Francisco
6
Institut für Weltwirtschaft
6
University of Exeter / Department of Economics
5
Institute of Finance and Accounting <London>
4
Rodney L. White Center for Financial Research
4
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4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
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3
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3
National Bureau of Economic Research
3
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3
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Business Information Centre <Toronto>
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2
European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
2
Foerder Institute for Economic Research <Tēl-Āvîv>
2
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2
National Institute of Economic and Social Research
2
Research Seminar in International Economics
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Meddelanden från Svenska Handelshögskolan
12
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ECONIS (ZBW)
12
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1
Intraday seasonalities and macroeconomic news announcements
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003290160
Saved in:
2
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
3
The expiration day effect of index options and index futures on the underlying shares
Felixson, Karl
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001706918
Saved in:
4
Analysts' accuracy of estimation and the relative trading volume
Nandelstadh, Alexander von
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657721
Saved in:
5
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
6
Real estate investment and uncertainty : econometric modelling using Finnish data
Ahlgren, Niklas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544846
Saved in:
7
Optimal risk adoption : a real options approach
Alvarez, Luis H. R.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607757
Saved in:
8
Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
Saved in:
9
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
10
Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
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