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~language:"eng"
~person:"Brooks, Robert D."
~person:"Ryu, Doojin"
~person:"Todorov, Viktor"
~subject:"1986-1993"
~subject:"Singapore"
~subject:"Volatilität"
~type_genre:"Article in journal"
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1986-1993
Singapore
Volatilität
Börsenkurs
68
Share price
68
Volatility
65
Capital income
47
Kapitaleinkommen
47
Estimation
44
Schätzung
44
Theorie
34
Theory
34
Anlageverhalten
33
Behavioural finance
33
Stock market
33
Aktienmarkt
32
Option trading
30
Optionsgeschäft
30
Option pricing theory
28
Optionspreistheorie
28
South Korea
28
Südkorea
28
Index futures
21
Index-Futures
21
Stochastic process
19
Stochastischer Prozess
19
Forecasting model
17
Prognoseverfahren
17
Derivat
16
Derivative
16
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
13
Schätztheorie
13
Market microstructure
12
Marktmikrostruktur
12
Ankündigungseffekt
11
Announcement effect
11
Asymmetric information
11
Asymmetrische Information
11
Emerging economies
11
Handelsvolumen der Börse
11
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Online availability
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Undetermined
40
Free
6
Type of publication
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Article
63
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
66
Graue Literatur
22
Non-commercial literature
22
Arbeitspapier
20
Working Paper
20
Article
1
Collection of articles written by one author
1
Hochschulschrift
1
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1
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1
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English
Author
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Brooks, Robert D.
Ryu, Doojin
Todorov, Viktor
Gupta, Rangan
154
Bouri, Elie
92
Ma, Feng
90
Bahmani-Oskooee, Mohsen
79
McAleer, Michael
74
Hammoudeh, Shawkat
64
Tiwari, Aviral Kumar
62
Kang, Sang Hoon
54
Bollerslev, Tim
51
McMillan, David G.
50
Mensi, Walid
50
Wohar, Mark E.
49
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
43
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Pierdzioch, Christian
41
Andersen, Torben
39
Demirer, Rıza
38
Lucey, Brian M.
38
Wei, Yu
38
Liang, Chao
37
Yoon, Seong-min
37
Salisu, Afees A.
36
Balcilar, Mehmet
35
Chevallier, Julien
35
Hegerty, Scott W.
35
Roubaud, David
34
Brooks, Robert
33
Hamori, Shigeyuki
33
Ji, Qiang
33
Apergēs, Nikolaos
31
Zhang, Jin E.
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
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Journal of econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of financial economics
4
Applied economics letters
3
Economics / Journal articles : the open-access, open-assessment journal
3
Finance research letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of futures markets
3
Emerging markets review
2
Journal of international financial markets, institutions & money
2
Quantitative economics : QE ; journal of the Econometric Society
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Borsa Istanbul Review
1
Econometric theory
1
Economic systems
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Pacific-Basin finance journal
1
Quantitative finance
1
Romanian journal of economic forecasting
1
The journal of finance : the journal of the American Finance Association
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
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Source
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ECONIS (ZBW)
66
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1
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10
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66
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1
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
2
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
7
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing
;
Han, Qian
;
Ryu, Doojin
;
Tang, Jing
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
Saved in:
8
Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo
;
Cai, Wenye
;
Ryu, Doojin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
Saved in:
9
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
10
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
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