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~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Index futures"
~subject:"Risiko"
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Search: subject_exact:"Optionspreistheorie"
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ARCH model
Derivat
Index futures
Risiko
Option pricing theory
40
Optionspreistheorie
40
Volatility
19
Volatilität
19
Estimation
11
Schätzung
11
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8
Forecasting model
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Option trading
8
Optionsgeschäft
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Stentoft, Lars
2
Aretz, Kevin
1
Bauwens, Luc
1
Chan, Ka Kei
1
Chen, Ren-Raw
1
Chiang, Min-Hsien
1
Chourdakis, Kyriakos
1
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1
Dendramis, Yiannis
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Fiorentini, Gabriele
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1
Kim, Namhyoung
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Lee, Jaewook
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León Valle, Ángel Manuel
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Tzavalis, Elias
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Wang, Qi
1
Wang, Zerong
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Journal of empirical finance
International journal of theoretical and applied finance
123
The journal of futures markets
72
Applied mathematical finance
70
Review of derivatives research
60
Journal of banking & finance
58
Quantitative finance
55
European journal of operational research : EJOR
38
The journal of computational finance
38
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of mathematical finance
34
Finance research letters
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
International journal of financial engineering
30
Journal of economic dynamics & control
29
The North American journal of economics and finance : a journal of financial economics studies
28
Finance and stochastics
27
Risks : open access journal
27
Insurance / Mathematics & economics
26
The European journal of finance
26
Energy economics
23
Journal of econometrics
23
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
International review of financial analysis
21
The journal of derivatives : JOD
21
Computational economics
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SpringerLink / Bücher
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The journal of finance : the journal of the American Finance Association
20
The review of financial studies
19
NBER working paper series
18
Annals of finance
17
Applied economics
17
Applied economics letters
17
Review of quantitative finance and accounting
17
Journal of financial economics
16
Journal of risk and financial management : JRFM
16
Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic modelling
15
NBER Working Paper
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ECONIS (ZBW)
20
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos
;
Dendramis, Yiannis
;
Tzavalis, Elias
- In:
Journal of empirical finance
28
(
2014
),
pp. 151-170
Persistent link: https://www.econbiz.de/10011285074
Saved in:
10
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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