//--> //--> //-->
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:"Christoffersen, Peter F."
~person:"Kim, Sol"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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_exact:"Probability distribution"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Statistical distribution
9
Statistische Verteilung
9
Option pricing theory
6
Optionspreistheorie
6
Volatilität
6
Option trading
4
Optionsgeschäft
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Kurtosis
3
Schätzung
3
Skewness
3
Börsenkurs
2
CAPM
2
Capital market returns
2
Forecasting model
2
Index futures
2
Index-Futures
2
Kapitalmarktrendite
2
Prognoseverfahren
2
Risk-neutral distribution
2
Share price
2
kurtosis
2
skewness
2
1958-2019
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Analytical filtering
1
Ankündigungseffekt
1
Announcement effect
1
Commodity derivative
1
Compound Poisson jumps
1
Cross-section of stock returns
1
Derivat
1
Derivative
1
Equity markets
1
Erdöl
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
6
Author
All
Christoffersen, Peter F.
Kim, Sol
Lucas, André
5
Bollerslev, Tim
4
Günay, Samet
4
Liang, Fang
4
Maheu, John M.
4
Opschoor, Anne
4
Račev, Svetlozar T.
4
Wu, Xinyu
4
Zhang, Jin E.
4
Andersen, Torben
3
Benth, Fred Espen
3
Caporin, Massimiliano
3
Carr, Peter
3
Catania, Leopoldo
3
Corradi, Valentina
3
Fabozzi, Frank J.
3
Gong, Xiao-Li
3
Gupta, Rangan
3
Huang, Zhuo
3
Jacobs, Kris
3
Kiani, Khurshid M.
3
Kim, Young Shin
3
Lee, Geul
3
Madan, Dilip B.
3
Mozumder, Sharif
3
Oosterlee, Cornelis Willebrordus
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Polak, Pawel
3
Santucci de Magistris, Paolo
3
Todorov, Viktor
3
Wei, Yu
3
Xiong, Xiong
3
Xu, Dinghai
3
Zu, Yang
3
Ñíguez, Trino-Manuel
3
Aboura, Sofiane
2
Agarwalla, Sobhesh Kumar
2
more ...
less ...
Published in...
All
Asia-Pacific journal of financial studies
2
Journal of financial economics
2
Review of Pacific Basin financial markets and policies
1
Review of asset pricing studies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option valuation with volatility components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
2
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
3
Skewness versus Kurtosis : implications for pricing and hedging options
Kim, Sol
;
Lee, Geul
;
Park, Yuen Jung
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
6
,
pp. 903-933
Persistent link: https://www.econbiz.de/10011865909
Saved in:
4
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
5
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
6
Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol
;
Lee, Geul
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
3
,
pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->