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~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~person:"Kearney, Fearghal"
~person:"Skiadopoulos, George"
~subject:"Volatilität"
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Volatilität
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Aktienmarkt
2
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Stock market
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1998-2001
1
Aktienoption
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Anlageverhalten
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Behavioural finance
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CAPM
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Capital income
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Capital structure
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Commodity finance
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Commodity market
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Corporate finance
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Cross-sectional momentum
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Downside risk
1
Excess volatility
1
Financial flexibility
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Forecasting
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Forecasting model
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Generalised risk-adjusted momentum
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Implied volatility surfaces
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Kapitaleinkommen
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Kapitalstruktur
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Method of moments
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Momentenmethode
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Momentum crashes
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option trading
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Option-Implied information
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Options
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Kearney, Fearghal
Skiadopoulos, George
Branger, Nicole
5
Leippold, Markus
4
Lin, Yueh-neng
4
Zhang, Jin E.
4
Chang, Chien-hung
3
Cui, Zhenyu
3
Grasselli, Martino
3
Alexander, Carol
2
Andreou, Panayiotis C.
2
Bernales, Alejandro
2
Cai, Ning
2
Cheng, Jun
2
Chevapatrakul, Thanaset
2
Dempsey, Michael
2
Duan, Jin-Chuan
2
Ederington, Louis H.
2
Elliott, Robert J.
2
Elyasiani, Elyas
2
Fabozzi, Frank J.
2
Gambarelli, Luca
2
Gehricke, Sebastian A.
2
Gkionis, Konstantinos
2
Gnoatto, Alessandro
2
Guan, Wei
2
Ibraimi, Meriton
2
Kagkadis, Anastasios
2
Kim, Bara
2
Kim, Jerim
2
Kostakis, Alexandros
2
Li, Chenxu
2
Lian, Guanghua
2
Mele, Antonio
2
Muck, Matthias
2
Muzzioli, Silvia
2
Obayashi, Yoshiki
2
Philip, Dennis
2
Prokopczuk, Marcel
2
Shalen, Catherine T.
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Applied economics
Journal of banking & finance
Journal of economic dynamics & control
Working paper
4
International journal of theoretical and applied finance
2
Decision making : recent developments and worldwide applications
1
European financial management : the journal of the European Financial Management Association
1
Financial engineering, E-commerce and supply chain
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial markets
1
Review of derivatives research
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
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ECONIS (ZBW)
4
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1
Momentum and the cross-section of stock volatility
Fan, Minyou
;
Kearney, Fearghal
;
Li, Youwei
;
Liu, Jiadong
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
Saved in:
2
Positive stock information in out-of-the-money option prices
Gkionis, Konstantinos
;
Kostakis, Alexandros
; …
- In:
Journal of banking & finance
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012821608
Saved in:
3
Capital structure and financial flexibility : expectations of future shocks
Lambrinoudakis, Costas
;
Skiadopoulos, George
;
Gkionis, …
- In:
Journal of banking & finance
104
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012163780
Saved in:
4
Implied volatility surface predictability : the case of commodity markets
Kearney, Fearghal
;
Shang, Han Lin
;
Sheenan, Lisa
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224756
Saved in:
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