//--> //--> //-->
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:"Bernales, Alejandro"
~person:"Bollerslev, Tim"
~person:"Degiannakis, Stavros"
~subject:"Optionspreistheorie"
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
Optionspreistheorie
Volatility
10
Volatilität
10
Forecasting model
9
Prognoseverfahren
9
realized volatility
6
Predictability
5
Trading strategies
5
variance risk premium
5
Equilibrium asset pricing
4
Equity options
4
Implied volatility surface
4
Index options
4
Option pricing theory
4
option implied volatility
4
stochastic volatility
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Implied volatility
3
Oil price
3
Stock market
3
Time series analysis
3
Zeitreihenanalyse
3
Ölpreis
3
Aktienoption
2
Bayes-Statistik
2
Bayesian inference
2
Bayesian updating
2
Börsenkurs
2
Capital income
2
Conditional Volatility
2
Derivat
2
Derivative
2
Estimation
2
Forecast
2
Implied Volatility
2
Implied volatility forecasting
2
Index futures
2
Index-Futures
2
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Bernales, Alejandro
Bollerslev, Tim
Degiannakis, Stavros
Ryu, Doojin
7
Jacquier, Antoine
6
Lorig, Matthew
6
Oosterlee, Cornelis Willebrordus
6
Zhang, Jin E.
6
Gehricke, Sebastian A.
5
Guidolin, Massimo
5
Ruan, Xinfeng
5
Xu, Yaofei
5
Alòs, Elisa
4
Figueroa-López, José E.
4
Gulisashvili, Archil
4
Guo, Biao
4
Kräussl, Roman
4
Martini, Claude
4
Muzzioli, Silvia
4
Radoičić, Radoš
4
Schadner, Wolfgang
4
Shi, Yukun
4
Stefanica, Dan
4
Stork, Philip
4
Wu, Liuren
4
Azhar Mohamad
3
Carr, Peter
3
Dempsey, Michael
3
García-Machado, Juan J.
3
Han, Qian
3
Kim, Kwanho
3
Kopa, Miloš
3
Le Floc'h, Fabien
3
Macrina, Andrea
3
Miao, Hong
3
Pascucci, Andrea
3
Ramchander, Sanjay
3
Rybczyński, Jarosław
3
Schlag, Christian
3
Singh, Vipul Kumar
3
Tanha, Hassan
3
Vitali, Sebastiano
3
more ...
less ...
Published in...
All
Working papers / Innocenzo Gasparini Institute for Economic Research
2
Journal of banking & finance
1
Journal of financial markets
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning to smile : can rational learning explain predictable dynamics in the
implied
volatility
surface?
Bernales, Alejandro
;
Guidolin, Massimo
-
2015
-
This version: December, 2015
Persistent link: https://www.econbiz.de/10011809309
Saved in:
2
Can we forecast the
implied
volatility
surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
-
2012
-
This version: October, 2012
Persistent link: https://www.econbiz.de/10011814410
Saved in:
3
Learning to smile : can rational learning explain predictable dynamics in the
implied
volatility
surface?
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of financial markets
26
(
2015
),
pp. 1-37
Persistent link: https://www.econbiz.de/10011477269
Saved in:
4
Can we forecast the
implied
volatility
surface dynamics of equity options? : predictability and economic value tests
Bernales, Alejandro
;
Guidolin, Massimo
- In:
Journal of banking & finance
46
(
2014
),
pp. 326-342
Persistent link: https://www.econbiz.de/10010468417
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->