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~isPartOf:"Journal of financial econometrics"
~source:"econis"
~subject:"Risk premium"
~subject:"Risk"
~subject:"Share price"
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option pricing
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Journal of financial econometrics
The journal of futures markets
27
Journal of banking & finance
23
The review of financial studies
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Journal of financial markets
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial economics
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International review of financial analysis
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International review of economics & finance : IREF
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Journal of empirical finance
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CREATES research paper
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Journal of international financial markets, institutions & money
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NBER working paper series
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Swiss Finance Institute Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of quantitative finance and accounting
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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The European journal of finance
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The financial review : the official publication of the Eastern Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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WPg : Kompetenz schafft Vertrauen
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Applied mathematical finance
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De Gruyter studies in mathematics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Finanzmarkt und Portfolio-Management
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ECONIS (ZBW)
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Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
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2
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
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