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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
244
Theorie
144
Theory
144
Capital income
137
Kapitaleinkommen
137
Option pricing theory
119
Optionspreistheorie
119
Estimation
91
Schätzung
91
Portfolio selection
81
Portfolio-Management
81
Volatility
76
Börsenkurs
75
Share price
75
Risk premium
55
Risikoprämie
54
Risiko
46
Risk
46
USA
40
United States
40
Forecasting model
35
Prognoseverfahren
35
Aktienmarkt
34
Stock market
34
Stochastic process
33
Stochastischer Prozess
33
Derivat
31
Derivative
31
Asset pricing
29
Optionsgeschäft
26
Beta risk
25
Betafaktor
25
Anlageverhalten
24
Behavioural finance
24
ARCH model
22
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22
Financial market
20
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2
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English
94
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Ballotta, Laura
2
Coakley, Jerry
2
Dunis, Christian
2
Floros, Christos
2
Liu, Xiaoquan
2
Romagnoli, Silvia
2
Stentoft, Lars
2
Wang, Guanying
2
Wang, Xingchun
2
Abad Díaz, David
1
Aboulamer, Anas
1
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1
Ahlip, Rehez
1
Alexeev, Vitali
1
Alireza Zarei
1
Aragó Manzana, Vicent
1
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1
Arratia, Argimiro
1
Bajo, Emanuele
1
Barbi, Massimiliano
1
Barclay, Michael J.
1
Bernales, Alejandro
1
Bernard, Carole
1
Bhargava, Vivek
1
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1
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1
Bonaccolto, G.
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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1
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1
Cao, Jie
1
Caporin, Massimiliano
1
Chalamandaris, Georgios
1
Chan, Ka Kei
1
Chang, Young-jae
1
Chen Zhou
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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
140
Journal of banking & finance
139
Quantitative finance
137
Applied mathematical finance
111
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
The journal of computational finance
110
Finance research letters
101
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
76
Journal of econometrics
68
International journal of financial engineering
67
European journal of operational research : EJOR
63
Research paper series / Swiss Finance Institute
60
Journal of mathematical finance
59
International review of economics & finance : IREF
58
NBER working paper series
58
Computational economics
57
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
50
Economic modelling
48
NBER Working Paper
46
Risks : open access journal
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
International review of financial analysis
42
Review of quantitative finance and accounting
41
Insurance / Mathematics & economics
40
Annals of finance
39
Swiss Finance Institute Research Paper
38
Journal of risk and financial management : JRFM
37
Applied economics
36
Asia-Pacific financial markets
36
The review of financial studies
36
The journal of finance : the journal of the American Finance Association
33
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ECONIS (ZBW)
94
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1
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94
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1
The
pricing
of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
2
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
3
The
pricing
of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
4
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
5
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
6
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
7
An examination of ex ante risk and return in the cross-section using option-implied information
Kim, Dongcheol
;
Chen, Ren-Raw
;
Roh, Tai-Yong
;
Panda, Durga
- In:
The European journal of finance
26
(
2020
)
16
,
pp. 1623-1645
Persistent link: https://www.econbiz.de/10012314643
Saved in:
8
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
9
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
10
The impact of exchange rates on stock market returns : new evidence from seven free-floating currencies
Alireza Zarei
;
Mohamed Ariff
;
Bhatti, Muhammad Ishaq
- In:
The European journal of finance
25
(
2019
)
14
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10012207088
Saved in:
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