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~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
~subject:"Volatilität"
~type:"article"
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Volatility
Volatilität
Option pricing theory
368
Optionspreistheorie
368
CAPM
326
Theorie
260
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260
Capital income
172
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Gatheral, Jim
4
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3
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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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2
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2
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Applied economics
International review of economics & finance : IREF
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
175
Journal of banking & finance
112
The journal of futures markets
91
Applied mathematical finance
85
Finance research letters
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
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71
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65
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55
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
225
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1
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Heterogeneous beliefs with preference interdependence and asset
pricing
Hu, Duni
;
Wang, Hailong
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
Saved in:
4
Investigation of the effect of global EPU spillovers on country-level stock market idiosyncratic volatility
Caglayan, Mustafa O.
;
Gong, Yuting
;
Xue, Wenjun
- In:
The European journal of finance
30
(
2024
)
11
,
pp. 1212-1238
Persistent link: https://www.econbiz.de/10014636443
Saved in:
5
Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options?
Hu, Yu
;
Jiang, Xiaoquan
- In:
Applied economics
56
(
2024
)
46
,
pp. 5530-5554
Persistent link: https://www.econbiz.de/10015051109
Saved in:
6
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
7
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
8
Option
pricing
in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
9
Is investing in green assets costlier? : green vs. non-green financial assets
Siddique, Md Abubakar
;
Nobanee, Haitham
;
Hasan, Md. Bokhtiar
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 1460-1481
Persistent link: https://www.econbiz.de/10014535113
Saved in:
10
Size, value and volatility
Peterburgsky, Stanley
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 752-763
Persistent link: https://www.econbiz.de/10014492257
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