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~person:"Park, Yang-Ho"
~subject:"Volatility smile"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility smile
Volatilität
Derivat
4
Derivative
4
Volatility
4
Option pricing theory
3
Optionspreistheorie
3
ARCH model
1
ARCH-Modell
1
Asymmetric information
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Central counterparties
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Economic uncertainty
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Financial market regulation
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Financial markets law
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Futures
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GARCH
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Option trading
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Option valuation
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Optionsgeschäft
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VIX Derivatives
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Volatility persistence
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and Dodd-Frank Act
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Aufsatz in Zeitschrift
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Park, Yang-Ho
Benth, Fred Espen
9
Escobar, Marcos
8
Zhang, Jin E.
7
Floros, Christos
6
Kwok, Yue-Kuen
6
Fouque, Jean-Pierre
5
Gannon, Gerard L.
5
Skiadopoulos, George
5
Azhar Mohamad
4
Cui, Zhenyu
4
Fassas, Athanasios P.
4
Fonseca, José da
4
Kim, Sol
4
Lee, Hsiang-Tai
4
Liu, Xiaoquan
4
Ryu, Doojin
4
Schmeck, Maren Diane
4
Wang, Xingchun
4
Zagst, Rudi
4
Alexander, Carol
3
Alòs, Elisa
3
Baldeaux, Jan
3
Brigo, Damiano
3
Byun, Suk Joon
3
Carr, Peter
3
Chatrath, Arjun
3
Chiarella, Carl
3
Cont, Rama
3
Daigler, Robert T.
3
Farkas, Walter
3
Funahashi, Hideharu
3
Fung, Hung-gay
3
Hilliard, Jitka
3
Kiesel, Rüdiger
3
Kim, Kwanho
3
Kokholm, Thomas
3
Li, Jian
3
Lien, Da-hsiang Donald
3
Lin, Shih-kuei
3
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Journal of econometrics
2
Journal of banking & finance
1
Journal of financial services research : JFSR
1
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ECONIS (ZBW)
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1
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
2
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
3
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
Saved in:
4
An empirical analysis of futures margin changes : determinants and policy implications
Abruzzo, Nicole
;
Park, Yang-Ho
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 65-100
Persistent link: https://www.econbiz.de/10011591942
Saved in:
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