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~person:"Belke, Ansgar"
~person:"Ruan, Xinfeng"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Option pricing theory
13
Optionspreistheorie
13
CAPM
10
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10
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7
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7
Option trading
6
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6
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Belke, Ansgar
Ruan, Xinfeng
Carr, Peter
21
Cui, Zhenyu
20
Zhang, Jin E.
18
Wang, Xingchun
16
Todorov, Viktor
14
Escobar, Marcos
13
Benth, Fred Espen
12
Christoffersen, Peter F.
12
Fabozzi, Frank J.
12
Takahashi, Akihiko
12
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11
Bollerslev, Tim
11
Elliott, Robert J.
11
Jacobs, Kris
11
Jacquier, Antoine
11
Lin, Shih-kuei
11
Lorig, Matthew
11
Madan, Dilip B.
11
Kim, Jeong-Hoon
10
Kim, Sol
10
Kwok, Yue-Kuen
10
Nguyen, Duy
10
Schoutens, Wim
10
Wong, Hoi Ying
10
Wu, Liuren
10
Fouque, Jean-Pierre
9
Gatheral, Jim
9
He, Xin-Jiang
9
Lin, Yueh-neng
9
Radoičić, Radoš
9
Shiraya, Kenichiro
9
Singh, Vipul Kumar
9
Sircar, Kaushik Ronnie
9
Skiadopoulos, George
9
Andersen, Torben
8
Branger, Nicole
8
Byun, Suk Joon
8
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8
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Applied economics
1
Computational economics
1
Economic modelling
1
Economics letters
1
Ekonomia : the journal of the Cyprus Economic Society
1
Energy economics
1
Finance research letters
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of commodity markets
1
The journal of futures markets
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ECONIS (ZBW)
10
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1
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10
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10
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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
Exchange rate uncertainty and the German labour market: a cointegration application of the ARDL approach
Belke, Ansgar
- In:
Ekonomia : the journal of the Cyprus Economic Society
5
(
2001
)
1
,
pp. 8-46
Persistent link: https://www.econbiz.de/10001764402
Saved in:
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