//--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Journal of financial markets"
~isPartOf:"Working Papers in Economics"
~person:"Cao, Charles Q."
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
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:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
3
Volatilität
3
Capital income
2
Equity premium
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Announcements
1
Börsenkurs
1
Credit derivative
1
Discontinuities
1
Implied volatility spread
1
Kreditderivat
1
Option trading
1
Optionsgeschäft
1
Prediction
1
Realized variance
1
Share price
1
Stock market
1
Stock market jumps
1
Stock return predictability
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
3
Language
All
English
3
Author
All
Cao, Charles Q.
Medeiros, Marcelo C.
Stivers, Christopher T.
3
Andersen, Torben
2
Bonato, Matteo
2
Bondarenko, Oleg
2
Cepni, Oguzhan
2
Connolly, Robert A.
2
Easley, David
2
Gupta, Rangan
2
Lee, Suzanne S.
2
O'Hara, Maureen
2
Pierdzioch, Christian
2
Rourke, Thomas
2
Ruan, Xinfeng
2
Aboura, Sofiane
1
Ackert, Lucy F.
1
Alexander, Carol
1
Angelidis, Timotheos
1
Ashwin, Julian
1
Avramov, Doron
1
Back, Kerry E.
1
Bangsgaard, Christine
1
Bansal, Naresh K.
1
Barinov, Alexander
1
Barunik, Jozef
1
Baruník, Jozef
1
BenSaïda, Ahmed
1
Bennett, Paul
1
Benos, Alexandros Vassiliou
1
Bernales, Alejandro
1
Birru, Justin
1
Borochin, Paul A.
1
Bossaerts, Peter L.
1
Boudt, Kris
1
Carverhill, Andrew
1
Chakrabarti, Rajesh
1
Chan, Kalok
1
Chang, Chuang-chang
1
Cheffou, Abdoulkarim Idi
1
Chen, Ding
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Journal of financial markets
Working Papers in Economics
Journal of econometrics
3
Econometric reviews
2
Journal of banking & finance
2
Annals of economics and finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Econometric theory
1
Financial analysts' journal : FAJ
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of quantitative finance and accounting
1
Revista Brasileira de Finanças : RBFin
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting the equity premium with the implied
volatility
spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
- In:
Journal of financial markets
51
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013536200
Saved in:
2
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
3
The information content of option-implied
volatility
for credit default swap valuation
Cao, Charles Q.
;
Yu, Fan
;
Zhong, Zhaodong
- In:
Journal of financial markets
13
(
2010
)
3
,
pp. 321-343
Persistent link: https://www.econbiz.de/10009261316
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->