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~language:"eng"
~person:"Brooks, Robert D."
~person:"Zhang, Jin E."
~subject:"1986-1993"
~subject:"Singapore"
~subject:"Volatilität"
~type_genre:"Article in journal"
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1986-1993
Singapore
Volatilität
Volatility
32
Option pricing theory
26
Optionspreistheorie
26
Option trading
18
Optionsgeschäft
18
Capital income
15
Kapitaleinkommen
15
Risikoprämie
12
Risk premium
12
Theorie
11
Theory
11
Forecasting model
10
Prognoseverfahren
10
Börsenkurs
8
CAPM
8
China
8
Derivat
8
Derivative
8
Estimation
8
Risiko
8
Risk
8
Schätzung
8
Share price
8
Yield curve
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Zinsstruktur
8
Index futures
7
Index-Futures
7
USA
7
United States
7
Aktienmarkt
6
Anlageverhalten
6
Behavioural finance
6
Hedging
6
Stochastic process
6
Stochastischer Prozess
6
Stock market
6
Capital market returns
5
Kapitalmarktrendite
5
Statistical distribution
5
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Undetermined
15
Free
5
Type of publication
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Article
33
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
33
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
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English
Author
All
Brooks, Robert D.
Zhang, Jin E.
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
Todorov, Viktor
34
Brooks, Robert
33
Hamori, Shigeyuki
33
Ji, Qiang
33
Apergēs, Nikolaos
31
Asai, Manabu
30
Degiannakis, Stavros
30
Gil-Alaña, Luis A.
30
Ryu, Doojin
30
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Published in...
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The journal of futures markets
10
Applied economics
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Pacific-Basin finance journal
2
Economic modelling
1
Economics letters
1
Emerging markets review
1
Energy economics
1
International review of finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
33
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1
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33
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1
Carr and Wu's (2020) framework in the oil ETF option market
Jia, Xiaolan
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477744
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
The volatility index and volatility risk premium in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
4
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
5
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
6
The price of COVID-19-induced uncertainty in the options market
Li, Jianhui
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Economics letters
211
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013172691
Saved in:
7
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
8
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
9
The economics of the financial market for volatility trading
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266318
Saved in:
10
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
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