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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~subject:"Zinsstruktur"
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Zinsstruktur
Volatility
28
Volatilität
28
Implied volatility
11
Option pricing theory
11
Optionspreistheorie
11
Forecasting model
10
Prognoseverfahren
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Option trading
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Optionsgeschäft
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Risikoprämie
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Risk premium
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Theorie
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Theory
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Capital income
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Kapitaleinkommen
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Time series analysis
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State space model
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Welt
4
World
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Yield curve
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Zustandsraummodell
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Index futures
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Index-Futures
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Option implied volatility
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Option pricing
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Portfolio selection
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Portfolio-Management
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Volatility risk premium
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Chen, Ying
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1
Gospodinov, Nikolaj
1
Han, Qian
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Jamali, Ibrahim
1
Kaminska, Iryna
1
Liang, Jin
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Economic modelling
Journal of empirical finance
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International journal of economics and finance
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International journal of financial engineering
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International journal of forecasting
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International journal of theoretical and applied finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial services research : JFSR
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Journal of international money and finance
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Journal of risk finance : the convergence of financial products and insurance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
2
Forecasting the term structure of option
implied
volatility
: the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
3
Calibration of
implied
volatility
for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
4
The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolaj
;
Jamali, Ibrahim
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 497-510
Persistent link: https://www.econbiz.de/10009615666
Saved in:
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