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~person:"Al Dayri, Khalil"
~person:"Belke, Ansgar"
~person:"Ruan, Xinfeng"
~subject:"Volatilität"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Option pricing theory
14
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14
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Al Dayri, Khalil
Belke, Ansgar
Ruan, Xinfeng
Carr, Peter
22
Cui, Zhenyu
21
Zhang, Jin E.
18
Wang, Xingchun
16
Fabozzi, Frank J.
14
Todorov, Viktor
14
Benth, Fred Espen
13
Christoffersen, Peter F.
13
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13
Takahashi, Akihiko
13
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12
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12
Wu, Liuren
12
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11
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11
Lin, Shih-kuei
11
Lorig, Matthew
11
Madan, Dilip B.
11
Skiadopoulos, George
11
Wong, Hoi Ying
11
Alòs, Elisa
10
Gatheral, Jim
10
Kim, Jeong-Hoon
10
Kim, Sol
10
Kwok, Yue-Kuen
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10
Schoutens, Wim
10
Sircar, Kaushik Ronnie
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9
He, Xin-Jiang
9
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9
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9
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9
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9
Singh, Vipul Kumar
9
Siu, Tak Kuen
9
Andersen, Torben
8
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Applied economics
1
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1
Economic modelling
1
Economics letters
1
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
Ekonomia : the journal of the Cyprus Economic Society
1
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1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Finance research letters
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
Equilibrium asset
pricing
under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng
;
Zhu, Wenli
;
Huang, Jiexiang
;
Zhang, Jin E.
- In:
Economic modelling
54
(
2016
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
Saved in:
6
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
7
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:
8
Pricing
swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
9
Risk-neutral moments in the crude oil market
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Energy economics
72
(
2018
),
pp. 583-600
Persistent link: https://www.econbiz.de/10011972460
Saved in:
10
The nature of price returns during periods of high market activity
Al Dayri, Khalil
;
Bacry, Emmanuel
;
Muzy, Jean-François
- In:
Econophysics of Order-driven Markets : proceedings of …
,
(pp. 155-172)
.
2011
Persistent link: https://www.econbiz.de/10009349713
Saved in:
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