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Search: subject:"volatility risk premium"
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Index futures
Risikoprämie
52
Volatilität
52
Risk premium
50
Volatility
50
Volatility risk premium
45
volatility risk premium
21
Estimation
19
Option trading
19
Optionsgeschäft
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Schätzung
19
Optionspreistheorie
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Option pricing theory
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Capital income
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Kapitaleinkommen
16
Forecasting model
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Prognoseverfahren
14
ARCH model
12
ARCH-Modell
12
Welt
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World
12
Volatility Risk Premium
10
Börsenkurs
9
Share price
9
Implied volatility
8
Theorie
8
Risiko
7
Risk
7
Theory
7
Time series analysis
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Zeitreihenanalyse
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Index-Futures
6
Stochastischer Prozess
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Aktienmarkt
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Portfolio selection
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Portfolio-Management
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Stochastic process
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Stochastic volatility
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Stock market
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stochastic volatility
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Chakrabarti, Prasenjit
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Cipollini, Andrea
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Gehricke, Sebastian
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Guan, Zhengfei
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Lo Cascio, Iolanda
1
Muzzioli, Silvia
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Myers, Robert J.
1
Ruan, Xinfeng
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Uhl, Björn
1
Wang, Zhiguang
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Wu, Feng
1
Wysocki, Maciej
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Journal of empirical finance
2
Applied economics letters
1
The journal of asset management : a major new, international quarterly journal for the financial community
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
2
Sharpe-optimal volatility futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
3
The volatility index and
volatility
risk
premium
in China
Yue, Tian
;
Ruan, Xinfeng
;
Gehricke, Sebastian
;
Zhang, Jin E.
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 40-55
Persistent link: https://www.econbiz.de/10014461535
Saved in:
4
Co-movement of
volatility
risk
premium
: evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
5
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
6
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
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