//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Derivat"
~subject:"Risiko"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optionspreistheorie"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Capital income
Derivat
Risiko
Option pricing theory
40
Optionspreistheorie
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
ARCH-Modell
8
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
Index futures
6
Index-Futures
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Derivative
4
Option pricing
4
Share price
4
USA
4
United States
4
Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
3
EU-Staaten
3
Estimation theory
3
Kreditrisiko
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Stentoft, Lars
2
Aretz, Kevin
1
Bauwens, Luc
1
Cao, Jie
1
Chan, Ka Kei
1
Chen, Ren-Raw
1
Chiang, Min-Hsien
1
Chourdakis, Kyriakos
1
Chung, Sung Gon
1
Constantinou, Nick
1
Dendramis, Yiannis
1
Díaz-Hernández, Adán
1
Gospodinov, Nikolaj
1
Hafner, Christian M.
1
Han, Bing
1
Herwartz, Helmut
1
Hirukawa, Masayuki
1
Hsieh, Pei-lin
1
Huang, Hsin-yi
1
Huang, Jeffrey
1
Kolokolova, Olga
1
Lin, Ming-Tsung
1
Liu, Hening
1
Louis, Henock
1
Lubrano, Michel
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Soebhag, Amar
1
Song, Linjia
1
Subrahmanyam, Avanidhar
1
Sun, Baojing
1
Tzavalis, Elias
1
Van Kooten, Gerrit C.
1
Wang, Qi
1
Wang, Zerong
1
Wu, Guojun
1
Xiao, Zhijie
1
Yang, Shuwen
1
Zhan, Xintong
1
more ...
less ...
Published in...
All
Journal of empirical finance
International journal of theoretical and applied finance
124
Applied mathematical finance
70
Journal of banking & finance
62
Review of derivatives research
59
Quantitative finance
58
The journal of futures markets
51
The journal of computational finance
40
European journal of operational research : EJOR
38
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of mathematical finance
35
Finance research letters
33
Insurance / Mathematics & economics
31
International journal of financial engineering
30
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of economic dynamics & control
29
Finance and stochastics
28
Risks : open access journal
27
The European journal of finance
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Research paper series / Swiss Finance Institute
26
Energy economics
25
Journal of econometrics
24
Journal of financial economics
24
The journal of derivatives : JOD
22
International review of financial analysis
20
Computational economics
19
Journal of risk and financial management : JRFM
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
SpringerLink / Bücher
19
International review of economics & finance : IREF
18
Annals of finance
17
Applied economics
17
Applied economics letters
17
The journal of finance : the journal of the American Finance Association
17
The review of financial studies
17
Review of quantitative finance and accounting
16
Economic modelling
15
Journal of financial and quantitative analysis : JFQA
15
NBER working paper series
14
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
6
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:
7
Crash risk and risk neutral densities
Chen, Ren-Raw
;
Hsieh, Pei-lin
;
Huang, Jeffrey
- In:
Journal of empirical finance
47
(
2018
),
pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
Saved in:
8
Earnings announcements and option returns
Chung, Sung Gon
;
Louis, Henock
- In:
Journal of empirical finance
40
(
2017
),
pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
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
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->