//--> //--> //-->
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:"Jackwerth, Jens Carsten"
~source:"econis"
~subject:"Volatilität"
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:"Options"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Option trading
16
Optionsgeschäft
16
Financial market
10
Finanzmarkt
10
Derivat
7
Derivative
7
USA
7
United States
7
Option pricing theory
6
Optionspreistheorie
6
Risikoaversion
6
Risk aversion
6
Index futures
5
Index-Futures
5
Securities trading
5
Wertpapierhandel
5
1983-2006
3
1986-2006
3
Aktienindex
3
Bid-ask spread
3
Black-Scholes model
3
Black-Scholes-Modell
3
Geld-Brief-Spanne
3
Stock index
3
Transaction costs
3
Transaktionskosten
3
Capital income
2
Kapitaleinkommen
2
Options
2
Theorie
2
Theory
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Asymmetric volatility
1
Börsenkurs
1
CAPM
1
Discounting
1
Diskontierung
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Jackwerth, Jens Carsten
Wang, Xingchun
16
Bali, Turan G.
15
Ryu, Doojin
15
Todorov, Viktor
15
Zhang, Jin E.
15
McAleer, Michael
11
Carr, Peter
10
Cui, Zhenyu
10
Guirguis, Michel
10
Andersen, Torben
9
Fodor, Andy
9
Fusari, Nicola
9
Wu, Liuren
9
Cakici, Nusret
8
Giglio, Stefano
8
Kelly, Bryan T.
8
Kim, Sol
8
Nguyen, Duy
8
Ruan, Xinfeng
8
Skiadopoulos, George
8
Alexander, Carol
7
Ang, Andrew
7
Lian, Guanghua
7
Yang, Heejin
7
Bernales, Alejandro
6
Chang, Chia-Lin
6
Dew-Becker, Ian
6
Diavatopoulos, Dean
6
Elliott, Robert J.
6
Escobar, Marcos
6
Ewald, Christian-Oliver
6
Farkas, Walter
6
Guo, Biao
6
Jacobs, Kris
6
Jacquier, Antoine (Jack)
6
Lung, Peter P.
6
Muck, Matthias
6
Pearson, Neil D.
6
Power, Gabriel J.
6
Rockinger, Michael
6
more ...
less ...
Published in...
All
Review of finance : journal of the European Finance Association
1
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric Volatility Risk : Evidence from Option Markets
Jackwerth, Jens Carsten
-
2018
on long-dated index
options
. We estimate the risk-neutral asymmetric volatility implied correlation and find it to be …
Persistent link: https://www.econbiz.de/10012938323
Saved in:
2
Asymmetric volatility risk : evidence from option markets
Jackwerth, Jens Carsten
;
Vilkov, Grigory
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
4
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012035136
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->