//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Avellaneda, Marco"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"implied volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Correlation
1
Forecasting model
1
Korrelation
1
MP-threshold
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Prognoseverfahren
1
Risiko
1
Risk
1
Volatility
1
computationally feasible
1
convexity
1
correlation matrix
1
dimension reduction
1
empirical density
1
idiosyncratic risk
1
implied volatility surface
1
noise
1
options market
1
principal component
1
principal component analysis
1
random matric theory
1
signal
1
significant
1
significant factors
1
spectrum
1
systemic risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Non-commercial literature
Book section
1
Language
All
English
1
Author
All
Avellaneda, Marco
Alòs, Elisa
3
Goyal, Amit
3
Guidolin, Massimo
3
Kräussl, Roman
3
Schlag, Christian
3
Stork, Philip
3
Bekaert, Geert
2
Bernales, Alejandro
2
Cao, Jie
2
Caporale, Guglielmo Maria
2
Farkas, Walter
2
Félix, Luiz
2
Jacquier, Antoine
2
Kaminska, Iryna
2
Kruttli, Mathias S.
2
León, Jorge A.
2
Mueller, Philippe
2
Roberts-Sklar, Matt
2
Roth Tran, Brigitte
2
Ryu, Doojin
2
Teterkina, Daria
2
Thimme, Julian
2
Watugala, Sumudu W.
2
Weber, Rüdiger
2
Zhan, Xintong
2
Ślepaczuk, Robert
2
Acharya, Amarendra
1
Aguilar, Javiera
1
Alentorn, Amadeo
1
Alexiou, Lykourgos
1
Ammann, Manuel
1
Andani, Meri
1
Bachem, Olivier
1
Barunik, Jozef
1
Barunikova, Michaela
1
Bauer, Michael
1
Beer, Simone
1
Benavides, Guillermo
1
Bianconi, Marcelo
1
more ...
less ...
Published in...
All
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->