//--> //--> //-->
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
~subject:"Index-Futures"
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:"volatility risk premium"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Index-Futures
Risikoprämie
50
Volatilität
50
Risk premium
48
Volatility
48
Volatility risk premium
43
volatility risk premium
21
Estimation
18
Option trading
18
Optionsgeschäft
18
Schätzung
18
Optionspreistheorie
17
Option pricing theory
16
Capital income
15
Kapitaleinkommen
15
Forecasting model
14
Prognoseverfahren
14
ARCH model
12
ARCH-Modell
12
Welt
11
World
11
Börsenkurs
9
Share price
9
Volatility Risk Premium
9
Implied volatility
8
Theorie
8
Risiko
7
Risk
7
Theory
7
Time series analysis
7
Zeitreihenanalyse
7
Stochastischer Prozess
6
Aktienmarkt
5
Stochastic process
5
Stochastic volatility
5
Stock market
5
stochastic volatility
5
Index futures
4
Oil price
4
Portfolio selection
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Chakrabarti, Prasenjit
1
Cipollini, Andrea
1
Gehricke, Sebastian
1
Guan, Zhengfei
1
Lo Cascio, Iolanda
1
Muzzioli, Silvia
1
Myers, Robert J.
1
Ruan, Xinfeng
1
Wang, Zhiguang
1
Wu, Feng
1
Yue, Tian
1
Zhang, Jin E.
1
more ...
less ...
Published in...
All
Journal of empirical finance
2
Applied economics letters
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->