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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"ita"
~language:"kir"
~language:"lit"
~language:"und"
~person:"Agarwalla, Sobhesh Kumar"
~subject:"Auslandsinvestition"
~subject:"Supply chain"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Fallstudie"
~type_genre:"Handbuch"
~type_genre:"Statistik"
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Agarwalla, Sobhesh Kumar
Zhang, Jin E.
9
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7
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Ederington, Louis H.
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International Journal of Energy Economics and Policy : IJEEP
The journal of futures markets
Economics letters
1
International review of financial analysis
1
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ECONIS (ZBW)
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Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
2
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
3
Expiration-day effects and the impact of short trading breaks on intraday volatility : evidence from the Indian market
Agarwalla, Sobhesh Kumar
;
Pandey, Ajay
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1046-1070
Persistent link: https://www.econbiz.de/10010255103
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