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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Estimation"
~subject:"Volatility"
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Search: subject:"Termingeschäft"
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Estimation
Volatility
Derivat
106
Derivative
106
Option pricing theory
55
Optionspreistheorie
55
Theorie
36
Theory
36
Volatilität
34
Stochastic process
27
Stochastischer Prozess
27
Option trading
26
Optionsgeschäft
26
Hedging
19
Credit risk
16
Kreditrisiko
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Risk management
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Swap
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Estimation theory
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Futures
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Options
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Schätztheorie
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37
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McAleer, Michael
3
Chang, Chia-Lin
2
Gouriéroux, Christian
2
Monfort, Alain
2
Park, Yang-Ho
2
Xiu, Dacheng
2
Amengual, Dante
1
Aït-Sahalia, Yacine
1
Barone-Adesi, Giovanni
1
Bondarenko, Oleg
1
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1
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1
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1
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1
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1
Chen, Zheng
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1
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1
Cheung, Yin-Wong
1
Chiarella, Carl
1
Chiu, Hsin-Yu
1
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1
Escobar, Marcos
1
Fang, Qiang
1
Ferrando, Sebastian
1
Fusari, Nicola
1
Grossmann, Axel
1
Guégan, Dominique
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Hammoudeh, Shawkat
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1
Kutan, Ali Mustafa
1
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1
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1
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Journal of econometrics
Journal of economic dynamics & control
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
68
International journal of theoretical and applied finance
40
Journal of banking & finance
38
Energy economics
36
International review of financial analysis
29
Applied financial economics
24
Applied mathematical finance
24
International review of economics & finance : IREF
24
Finance research letters
22
Quantitative finance
22
Review of derivatives research
22
The European journal of finance
18
Applied economics letters
17
Research in international business and finance
14
European journal of operational research : EJOR
13
Applied economics
12
International journal of financial engineering
12
Economic modelling
11
Journal of financial economics
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Journal of empirical finance
10
Working paper
10
Journal of financial markets
9
Journal of international financial markets, institutions & money
9
Journal of risk and financial management : JRFM
9
International journal of bonds and derivatives
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and economics discussion series
7
Finance and stochastics
7
Mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
NBER working paper series
7
Pacific-Basin finance journal
7
Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
Which liquidity indicator is more informative to market volatility? : spectrum analysis of China's base metal futures market
Chen, Xiangyu
;
Tongurai, Jittima
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014485263
Saved in:
2
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
3
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
5
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
6
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
7
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
8
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yang, Yan-Hong
;
Shao, Ying-Hui
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012632213
Saved in:
9
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan
;
Cheng, Yuxiang
;
Fang, Qiang
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
Saved in:
10
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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