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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatilität"
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Bedendo, Mascia
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International journal of theoretical and applied finance
The journal of futures markets
68
International review of economics & finance : IREF
22
Applied financial economics
17
Journal of banking & finance
17
International review of financial analysis
16
Finance research letters
12
Pacific-Basin finance journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied economics
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Applied economics letters
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Journal of empirical finance
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The journal of finance : the journal of the American Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
7
Asia-Pacific journal of financial studies
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Journal of international financial markets, institutions & money
6
Research in international business and finance
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Review of quantitative finance and accounting
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The European journal of finance
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The review of financial studies
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Review of Pacific Basin financial markets and policies
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Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper / National Bureau of Economic Research, Inc.
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Working papers
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Decision
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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Journal of econometrics
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Journal of emerging market finance
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Journal of financial management and analysis : international review of finance
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Meddelanden från Svenska Handelshögskolan
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1
Statistics of VIX futures and applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012012774
Saved in:
2
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
3
Model-free implied volatility : from surface to index
Fukasawa, Masaaki
;
Ishida, I.
;
Maghrebi, N.
;
Oya, Kosuke
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 433-463
Persistent link: https://www.econbiz.de/10009269385
Saved in:
4
A parsimonious continous time model of equity index returns : (inferred from high frequency data)
Bedendo, Mascia
;
Hodges, Stewart D.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 997-1030
Persistent link: https://www.econbiz.de/10002476563
Saved in:
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