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~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Risiko"
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Search: subject_exact:"Optionspreistheorie"
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ARCH model
Derivat
Risiko
Option pricing theory
39
Optionspreistheorie
39
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
ARCH-Modell
7
Capital income
6
Index futures
6
Index-Futures
6
Kapitaleinkommen
6
Risikoprämie
6
Risk premium
6
Theorie
5
Theory
5
Black-Scholes model
4
Black-Scholes-Modell
4
Börsenkurs
4
CAPM
4
Derivative
4
Share price
4
Stochastic process
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Stochastischer Prozess
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USA
4
United States
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Aktienmarkt
3
Aktienoption
3
Credit risk
3
EU countries
3
EU-Staaten
3
Estimation theory
3
Kreditrisiko
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Option pricing
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English
14
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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
Constantinou, Nick
1
Dendramis, Yiannis
1
Díaz-Hernández, Adán
1
Gospodinov, Nikolaj
1
Hafner, Christian M.
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
Lubrano, Michel
1
Poon, Ser-Huang
1
Roll, Richard
1
Schwartz, Eduardo S.
1
Subrahmanyam, Avanidhar
1
Sun, Baojing
1
Tzavalis, Elias
1
Van Kooten, Gerrit C.
1
Wu, Guojun
1
Xiao, Zhijie
1
Yang, Shuwen
1
Zhang, Yuzhao
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Journal of empirical finance
International journal of theoretical and applied finance
121
Applied mathematical finance
69
Review of derivatives research
55
Journal of banking & finance
49
Quantitative finance
48
The journal of futures markets
45
European journal of operational research : EJOR
38
The journal of computational finance
38
Journal of mathematical finance
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
The North American journal of economics and finance : a journal of financial economics studies
28
Finance and stochastics
27
Finance research letters
27
International journal of financial engineering
27
Journal of economic dynamics & control
27
Risks : open access journal
27
Insurance / Mathematics & economics
26
The European journal of finance
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Energy economics
23
Journal of econometrics
21
The journal of derivatives : JOD
21
Research paper series / Swiss Finance Institute
20
Computational economics
19
SpringerLink / Bücher
19
International review of financial analysis
17
Annals of finance
16
Applied economics
16
International review of economics & finance : IREF
16
Journal of risk and financial management : JRFM
16
Applied economics letters
15
Economic modelling
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Review of quantitative finance and accounting
14
NBER working paper series
13
Journal of financial economics
12
Mathematics and financial economics
12
SFB 649 discussion paper
12
The journal of finance : the journal of the American Finance Association
12
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ECONIS (ZBW)
14
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14
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj
;
Hirukawa, Masayuki
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
Saved in:
9
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
10
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
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