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~isPartOf:"China finance review international"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working papers"
~subject:"Financial crisis"
~subject:"Schätzung"
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China finance review international
The journal of finance : the journal of the American Finance Association
Working papers
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20
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10
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9
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ECONIS (ZBW)
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1
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
2
Volatility risk and stock return predictability on global financial crises
Kongsilp, Worawuth
;
Mateus, Cesario
- In:
China finance review international
7
(
2017
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011797740
Saved in:
3
Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
Saved in:
4
Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Moore, Lyndon
;
Juh, Steve
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 3069-3098
Persistent link: https://www.econbiz.de/10003398551
Saved in:
5
Expected option returns
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
Saved in:
6
Backwardation in oil futures markets : theory and empirical evidence
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1517-1545
Persistent link: https://www.econbiz.de/10001191710
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