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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Derivative"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Search: subject_exact:"Optionspreistheorie"
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Derivative
Prognoseverfahren
Stochastic process
Option pricing theory
40
Optionspreistheorie
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
ARCH model
8
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8
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8
Option trading
8
Optionsgeschäft
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Kapitaleinkommen
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Afik, Zvika
1
Arad, Ohad
1
Cao, Jie
1
Chan, Ka Kei
1
Chen, Ying
1
Constantinou, Nick
1
Díaz-Hernández, Adán
1
Fleming, Jeff
1
Galil, Koresh
1
Gospodinov, Nikolaj
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Guan, Zhengfei
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1
Han, Bing
1
Han, Qian
1
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1
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Lauterbach, Beni
1
Lin, Ming-Tsung
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Liu, Peng
1
Myers, Robert J.
1
Niu, Linlin
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Soebhag, Amar
1
Song, Linjia
1
Stentoft, Lars
1
Subrahmanyam, Avanidhar
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Sun, Baojing
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Tang, Ke
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Van Kooten, Gerrit C.
1
Wang, Qi
1
Wang, Zerong
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Wang, Zhiguang
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Wu, Feng
1
Zhan, Xintong
1
Zhang, Qian
1
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Journal of empirical finance
International journal of theoretical and applied finance
263
Quantitative finance
131
Applied mathematical finance
124
The journal of computational finance
109
Finance and stochastics
95
European journal of operational research : EJOR
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Insurance / Mathematics & economics
75
The journal of futures markets
75
Review of derivatives research
73
International journal of financial engineering
68
Journal of mathematical finance
64
Journal of banking & finance
63
Risks : open access journal
59
Computational economics
57
Journal of economic dynamics & control
52
Finance research letters
50
The North American journal of economics and finance : a journal of financial economics studies
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
The European journal of finance
37
Energy economics
36
Annals of finance
34
Journal of econometrics
33
Research paper series / Swiss Finance Institute
32
Asia-Pacific financial markets
29
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Economic modelling
26
Journal of risk and financial management : JRFM
26
SFB 649 discussion paper
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
23
Journal of financial economics
22
Mathematics and financial economics
22
The journal of derivatives : JOD
22
Applied economics
20
International review of economics & finance : IREF
20
International review of financial analysis
20
SpringerLink / Bücher
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
Operations research letters
18
Applied economics letters
17
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ECONIS (ZBW)
17
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1
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
2
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
3
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
4
Option price implied information and REIT returns
Cao, Jie
;
Han, Bing
;
Song, Linjia
;
Zhan, Xintong
- In:
Journal of empirical finance
71
(
2023
),
pp. 13-28
Persistent link: https://www.econbiz.de/10014292350
Saved in:
5
A multiple regime extension to the Heston–Nandi GARCH(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
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:
8
Using Merton model for default prediction : an empirical assessment of selected alternatives
Afik, Zvika
;
Arad, Ohad
;
Galil, Koresh
- In:
Journal of empirical finance
35
(
2016
),
pp. 43-67
Persistent link: https://www.econbiz.de/10011662716
Saved in:
9
Financial weather derivatives for corn production in Northern China : a comparison of pricing methods
Sun, Baojing
;
Van Kooten, Gerrit C.
- In:
Journal of empirical finance
32
(
2015
),
pp. 201-209
Persistent link: https://www.econbiz.de/10011556819
Saved in:
10
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:
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