//--> //--> //-->
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
~isPartOf:"Asia-Pacific journal of financial studies"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Volatilität"
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:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Forecasting model
Volatilität
Derivat
10
Derivative
10
Option pricing theory
5
Optionspreistheorie
5
Volatility
5
Risikoprämie
3
Risk premium
3
Stochastic process
3
Stochastischer Prozess
3
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Stochastic volatility
2
Theorie
2
Theory
2
Yield curve
2
Zinsstruktur
2
Anleihe
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Average price futures
1
Basis factor
1
Basis spread
1
Black and Scholes
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Börsenkurs
1
Capital asset pricing model
1
Capital flows
1
Capital income
1
Capital mobility
1
Capital structure
1
Commodity derivative
1
Commodity futures
1
Corporate bond
1
Corporate debt pricing model
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Kim, Sol
2
Byun, Suk Joon
1
Chen, Ting-fu
1
Daehwan, Kim
1
Hsu, Chih-chen
1
Kim, Tong Suk
1
Lee, Changjun
1
Lin, Shih-kuei
1
Park, Yuen Jung
1
Rhee, Dong Woo
1
Shin, Jungsoon
1
Won Kang
1
Wu, Tao L.
1
Yoo, Jin
1
more ...
less ...
Published in...
All
Asia-Pacific journal of financial studies
The journal of futures markets
84
International journal of theoretical and applied finance
49
Journal of banking & finance
41
Energy economics
35
International review of financial analysis
29
Finance research letters
28
Applied mathematical finance
25
Review of derivatives research
24
Quantitative finance
23
International review of economics & finance : IREF
22
Advances in futures and options research : a research annual
21
The European journal of finance
21
The review of financial studies
19
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of finance : the journal of the American Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
European journal of operational research : EJOR
15
Journal of financial economics
15
Research in international business and finance
15
Applied economics
14
Applied financial economics
14
Journal of economic dynamics & control
14
International journal of financial engineering
13
Journal of econometrics
13
Working paper
13
Applied economics letters
12
Review of quantitative finance and accounting
12
Discussion paper / B
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
International journal of forecasting
10
Journal of mathematical finance
10
NBER working paper series
10
The journal of computational finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Working paper / National Bureau of Economic Research, Inc.
10
Economic modelling
9
Journal of empirical finance
9
Risks : open access journal
9
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Derivation of corporate debt pricing model and its empirical implications
Won Kang
;
Shin, Jungsoon
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
3
,
pp. 439-462
Persistent link: https://www.econbiz.de/10011550832
Saved in:
2
Predicting commodity-futures basis factor return by basis spread
Daehwan, Kim
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10011470985
Saved in:
3
Average price futures contracts : pricing, characteristics, and implications
Yoo, Jin
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 849-876
Persistent link: https://www.econbiz.de/10011471096
Saved in:
4
Pricing and hedging European energy derivatives : a case study of WTI oil options
Hsu, Chih-chen
;
Lin, Shih-kuei
;
Chen, Ting-fu
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 317-355
Persistent link: https://www.econbiz.de/10010408044
Saved in:
5
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
6
The information content of OTC individual put option implied volatility for credit default swap spreads
Park, Yuen Jung
;
Kim, Tong Suk
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
4
,
pp. 491-516
Persistent link: https://www.econbiz.de/10009618798
Saved in:
7
Empirical comparison of alternative implied volatility measures of the forecasting performance of future volatility
Rhee, Dong Woo
;
Byun, Suk Joon
;
Kim, Sol
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
1
,
pp. 103-124
Persistent link: https://www.econbiz.de/10009514731
Saved in:
8
Nonparametric interest rate cap pricing : implications for the "unspanned stochastic volatility" puzzle
Wu, Tao L.
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
4
,
pp. 577-598
Persistent link: https://www.econbiz.de/10009388552
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->