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~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
~subject:"Volatilität"
~type:"article"
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Volatility
Volatilität
Option pricing theory
527
Optionspreistheorie
527
CAPM
505
Theorie
371
Theory
371
Capital income
241
Kapitaleinkommen
241
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202
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Gatheral, Jim
4
Radoičić, Radoš
4
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3
Felpel, Mike
3
Horvath, Blanka Nora
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Jacquier, Antoine
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Kienitz, Jörg
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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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2
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2
Cui, Zhenyu
2
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2
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2
Gehricke, Sebastian A.
2
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2
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2
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2
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Applied economics
Journal of banking & finance
Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
175
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
Journal of financial economics
71
The journal of computational finance
66
Journal of econometrics
65
Review of derivatives research
55
The North American journal of economics and finance : a journal of financial economics studies
53
International journal of financial engineering
49
International review of economics & finance : IREF
49
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49
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47
European journal of operational research : EJOR
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47
Journal of empirical finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
42
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41
International review of financial analysis
38
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37
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37
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33
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30
Risks : open access journal
30
The journal of finance : the journal of the American Finance Association
30
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30
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27
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Applied financial economics
23
Journal of financial markets
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Journal of financial and quantitative analysis : JFQA
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
288
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1
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288
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Mean-variance portfolio with wealth and volatility dependent risk aversion
Liu, Shican
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 735-751
Persistent link: https://www.econbiz.de/10015050791
Saved in:
9
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
10
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
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