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~person:"Korn, Olaf"
~person:"Todorov, Viktor"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optionsbewertung"
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Schätzung
Option pricing theory
18
Optionspreistheorie
18
Estimation
10
Volatility
9
Volatilität
9
Option trading
8
Optionsgeschäft
8
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Kapitaleinkommen
5
Risikoprämie
5
Risk premium
5
Estimation theory
4
Jumps
4
Options
4
Schätztheorie
4
Theorie
4
Theory
4
Index futures
3
Index-Futures
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risiko
3
Risk
3
Statistical distribution
3
Statistische Verteilung
3
Aktienindex
2
Aktienoption
2
Deutschland
2
Forecasting model
2
Germany
2
Hedging
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
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2
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2
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Aufsatz in Zeitschrift
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Non-commercial literature
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Korn, Olaf
Todorov, Viktor
Bakshi, Gurdip S.
5
Engle, Robert F.
5
Madan, Dilip B.
5
Härdle, Wolfgang
4
Rosenberg, Joshua V.
4
Zhang, Jin E.
4
Agrawal, Puja
3
Bollerslev, Tim
3
Cao, Charles Q.
3
Fusari, Nicola
3
Heston, Steven L.
3
Jacobs, Kris
3
Lim, Kian-Guan
3
Lin, Shih-kuei
3
Nandan, Tanuj
3
Nandi, Saikat
3
Rebonato, Riccardo
3
Ruan, Xinfeng
3
Wang, Bin
3
Alòs, Elisa
2
Andersen, Torben
2
Andreou, Panayiotis C.
2
Aït-Sahalia, Yacine
2
Badescu, Alexandru
2
Ballestra, Luca Vincenzo
2
Barone-Adesi, Giovanni
2
Bates, David S.
2
Baule, Rainer
2
Bühler, Wolfgang
2
Capozza, Dennis R.
2
Chang, Charles
2
Chen, Sonnan
2
Chen, Zhiwu
2
Chi, Yeguang
2
Christoffersen, Peter F.
2
Chuang, Ming-Che
2
Corsi, Fulvio
2
Crosby, John
2
D'Addona, Stefano
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Journal of econometrics
4
Journal of financial economics
2
Journal of applied econometrics
1
Journal of forecasting
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
10
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
5
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
6
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
7
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
8
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
9
Absicherung langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang
;
Korn, Olaf
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
4
,
pp. 315-347
Persistent link: https://www.econbiz.de/10001481399
Saved in:
10
Improving the pricing of options : a neural network approach
Anders, Ulrich
;
Korn, Olaf
;
Schmitt, Christian
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 369-388
Persistent link: https://www.econbiz.de/10001363176
Saved in:
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