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~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial markets"
~subject:"Optionspreistheorie"
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Search: subject:"implied volatility"
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Optionspreistheorie
Volatility
19
Volatilität
19
Forecasting model
8
Implied volatility
8
Prognoseverfahren
8
Estimation
6
Option pricing theory
6
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Theory
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Option implied volatility
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Implied volatility spread
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Bernales, Alejandro
1
Chen, Ding
1
Chen, Ying
1
D'Addona, Stefano
1
Guan, Zhengfei
1
Guidolin, Massimo
1
Guo, Biao
1
Han, Qian
1
Kim, Namhyoung
1
Lee, Jaewook
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Marinelli, Carlo
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Journal of empirical finance
Journal of financial markets
International journal of theoretical and applied finance
19
Quantitative finance
18
Journal of banking & finance
11
International journal of financial engineering
10
Finance research letters
9
Applied mathematical finance
8
International review of financial analysis
8
The journal of futures markets
8
Applied economics
7
Finance and stochastics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The North American journal of economics and finance : a journal of financial economics studies
6
Annals of finance
5
Asia-Pacific journal of financial studies
5
Economic modelling
5
International review of economics & finance : IREF
5
Review of derivatives research
5
Review of quantitative finance and accounting
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The journal of computational finance
5
Journal of economic dynamics & control
4
Journal of forecasting
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Journal of mathematical finance
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Energy economics
3
Global business and finance review
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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Research in international business and finance
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Risks : open access journal
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Australasian accounting business and finance journal : AABF
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ECONIS (ZBW)
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1
Firm fundamentals and the cross-section of
implied
volatility
shapes
Chen, Ding
;
Guo, Biao
;
Zhou, Guofu
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278630
Saved in:
2
Forecasting the term structure of option
implied
volatility
: the power of an adaptive method
Chen, Ying
;
Han, Qian
;
Niu, Linlin
- In:
Journal of empirical finance
49
(
2018
),
pp. 157-177
Persistent link: https://www.econbiz.de/10012117736
Saved in:
3
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
4
Learning to smile : can rational learning explain predictable dynamics in the
implied
volatility
surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
5
Risk-adjusted
implied
volatility
and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
6
No-arbitrage
implied
volatility
functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
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