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~isPartOf:"Journal of econometrics"
~subject:"Risk management"
~subject:"Volatilität"
~subject:"World"
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Risk management
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Derivat
24
Derivative
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Option pricing theory
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Optionspreistheorie
15
Volatility
13
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11
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Bondarenko, Oleg
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Journal of econometrics
The journal of futures markets
69
Energy economics
53
Journal of banking & finance
51
International journal of theoretical and applied finance
45
International review of financial analysis
31
Finance research letters
30
International review of economics & finance : IREF
28
Quantitative finance
28
Applied mathematical finance
26
Review of derivatives research
23
The European journal of finance
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Applied economics
19
Research in international business and finance
19
European journal of operational research : EJOR
17
International journal of financial engineering
17
Applied financial economics
16
SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
13
NBER working paper series
13
Working paper / National Bureau of Economic Research, Inc.
13
Economic modelling
12
Review of Pacific Basin financial markets and policies
12
Applied economics letters
11
Journal of economic dynamics & control
11
Journal of risk and financial management : JRFM
11
Risks : open access journal
11
Agricultural finance review
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Financial stability review : FSR
10
Insurance / Mathematics & economics
10
Journal of empirical finance
10
Journal of international financial markets, institutions & money
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Working paper
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International journal of bonds and derivatives
9
Review of quantitative finance and accounting
9
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1
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:
2
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
Saved in:
3
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
4
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
5
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
6
Learning, confidence, and option prices
Shaliastovich, Ivan
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 18-42
Persistent link: https://www.econbiz.de/10011498730
Saved in:
7
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
8
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
9
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
10
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
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