//--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Zhang, Jin E."
~subject:"Volatilität"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Volatility
9
Option pricing theory
5
Option trading
5
Optionsgeschäft
5
Optionspreistheorie
5
USA
5
United States
5
Yield curve
5
Zinsstruktur
5
Derivat
3
Derivative
3
Estimation
2
Estimation theory
2
Index futures
2
Index-Futures
2
Schätztheorie
2
Schätzung
2
1988-2007
1
1990-2009
1
2015
1
Aktienindex
1
American-style
1
Black-Scholes formula
1
Börsenkurs
1
Capital income
1
Capital market returns
1
Causality analysis
1
EU countries
1
EU-Staaten
1
Europa
1
Europe
1
European put
1
European-style
1
Forecasting model
1
Japan
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Kausalanalyse
1
Method of moments
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
Zhang, Jin E.
Ma, Feng
9
Daigler, Robert T.
8
Bali, Turan G.
7
Gupta, Rangan
7
Takahashi, Akihiko
7
Andersen, Torben
6
Benth, Fred Espen
6
Brigo, Damiano
5
Ederington, Louis H.
5
Hammoudeh, Shawkat
5
Kang, Sang Hoon
5
McAleer, Michael
5
Mensi, Walid
5
Simon, David P.
5
Tiwari, Aviral Kumar
5
Wang, George H. K.
5
Whaley, Robert E.
5
Abakah, Emmanuel Joel Aikins
4
Arize, Augustine Chuck
4
Bouri, Elie
4
Caporin, Massimiliano
4
Chiarella, Carl
4
Fleming, Jeff
4
Fonseca, José da
4
Gil-Alaña, Luis A.
4
Lai, Yu-Sheng
4
Liang, Chao
4
Lin, Yueh-neng
4
Lung, Peter P.
4
Luo, Xingguo
4
Malik, Farooq
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Shi, Yanlin
4
Uddin, Mohammed Gazi Salah
4
Vives, Josep
4
Wang, Lu
4
Wohar, Mark E.
4
Wu, Chunchi
4
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
International review of economics & finance : IREF
The journal of finance : the journal of the American Finance Association
The journal of futures markets
Applied economics
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Economic modelling
1
Economics letters
1
Emerging markets review
1
Energy economics
1
International review of finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
3
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
4
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
5
Causality in the VIX futures market
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10010218057
Saved in:
6
The term structure of VIX
Luo, Xingguo
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1092-1123
Persistent link: https://www.econbiz.de/10009697787
Saved in:
7
The CBOE S&P 500 three-month variance futures
Zhang, Jin E.
;
Huang, Yuqin
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 48-70
Persistent link: https://www.econbiz.de/10003962233
Saved in:
8
The new market for volatility trading
Zhang, Jin E.
;
Shu, Jinghong
;
Brenner, Menachem
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
Saved in:
9
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->