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~isPartOf:"Journal of empirical finance"
~isPartOf:"The European journal of finance"
~subject:"Option trading"
~subject:"Volatilität"
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Option trading
Volatilität
CAPM
247
Theorie
146
Theory
146
Capital income
139
Kapitaleinkommen
139
Option pricing theory
121
Optionspreistheorie
121
Estimation
91
Schätzung
91
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81
Portfolio-Management
81
Volatility
79
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77
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77
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55
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54
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Wang, Xingchun
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2
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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
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1
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Journal of empirical finance
The European journal of finance
International journal of theoretical and applied finance
237
The journal of futures markets
147
Quantitative finance
145
Journal of banking & finance
139
Applied mathematical finance
113
The journal of computational finance
112
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
Finance research letters
109
Review of derivatives research
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
88
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
80
Finance and stochastics
77
Journal of economic dynamics & control
77
International journal of financial engineering
68
Journal of econometrics
68
European journal of operational research : EJOR
65
Computational economics
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International review of economics & finance : IREF
61
Research paper series / Swiss Finance Institute
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Journal of mathematical finance
59
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Energy economics
53
Economic modelling
49
NBER Working Paper
46
Risks : open access journal
46
International review of financial analysis
44
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
41
Annals of finance
40
Insurance / Mathematics & economics
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Swiss Finance Institute Research Paper
38
Applied economics
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Journal of risk and financial management : JRFM
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The review of financial studies
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Asia-Pacific financial markets
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
97
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51
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
52
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:
53
Stochastic volatility and time-varying country risk in emerging markets
Johansson, Anders C.
- In:
The European journal of finance
15
(
2009
)
3/4
,
pp. 337-363
Persistent link: https://www.econbiz.de/10003875461
Saved in:
54
Hedging of Asian options under exponential Lévy models : computation and performance
Ballotta, Laura
;
Gerrard, Russell
;
Kyriakou, Ioannis
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 297-323
Persistent link: https://www.econbiz.de/10011736257
Saved in:
55
Pricing
volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 353-374
Persistent link: https://www.econbiz.de/10011736265
Saved in:
56
The success of option listings
Bernales, Alejandro
- In:
Journal of empirical finance
40
(
2017
),
pp. 139-161
Persistent link: https://www.econbiz.de/10011744471
Saved in:
57
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
Saved in:
58
A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.
;
Hendershott, Terrence
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
Saved in:
59
It takes a model to beat a model : volatility bounds
Liu, Ludan
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 80-110
Persistent link: https://www.econbiz.de/10003693004
Saved in:
60
Specification and estimation of discrete time quadratic stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 424-442
Persistent link: https://www.econbiz.de/10003609856
Saved in:
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