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Option trading
VIX
493
Volatility
480
Volatilität
473
Börsenkurs
224
Share price
222
Capital income
147
Kapitaleinkommen
147
Estimation
131
Schätzung
130
Option pricing theory
108
Optionspreistheorie
108
ARCH-Modell
103
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102
Aktienindex
93
Stock index
91
Stock market
91
Aktienmarkt
90
Forecasting model
90
Prognoseverfahren
90
Optionsgeschäft
82
VIX futures
77
Welt
75
World
74
Risikoprämie
68
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67
Risk
66
Derivat
63
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63
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62
Index-Futures
62
Portfolio-Management
60
Risiko
58
Portfolio selection
57
Stochastic process
55
Stochastischer Prozess
55
USA
49
Implied volatility
46
United States
45
Theorie
42
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English
81
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Shaikh, Imlak
3
Zhang, Jin E.
3
Barletta, Andrea
2
De Marco, Stefano
2
Dicle, Mehmet F.
2
Kutan, Ali Mustafa
2
Lin, Yueh-neng
2
Padhi, Puja
2
Park, Yang-Ho
2
Qadan, Mahmoud
2
Ronn, Ehud I.
2
Ryu, Doojin
2
Todorov, Viktor
2
Wang, Yaw-Huei
2
Ackert, Lucy F.
1
Altay-Salih, Aslihan
1
Aly, Sidi Mohamed Ould
1
Andersen, Torben
1
Arai, Takuji
1
Badshah, Ihsan Ullah
1
Bardgett, Chris
1
Bernis, Guillaume
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
David, Or
1
Detemple, Jérôme B.
1
Drimus, Gabriel
1
Farkas, Walter
1
Fernandes, Marcelo
1
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1
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The journal of futures markets
6
Applied mathematical finance
4
International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of banking & finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finance research letters
3
Journal of econometrics
3
Quantitative finance
3
Applied economics
2
Journal of financial markets
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Research bulletin / The Institute of Cost Accountants of India
2
Review of derivatives research
2
Annals of financial economics
1
Cogent economics & finance
1
Economics : the open-access, open-assessment e-journal
1
European journal of operational research : EJOR
1
Financial innovation : FIN
1
Global finance journal
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International journal of bonds and derivatives
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
Investment management and financial innovations
1
Journal of emerging market finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of financial studies : JFS : the official publication of the Taiwan Finance Association
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk finance : the convergence of financial products and insurance
1
Margin: the journal of applied economic research
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Modern economy
1
Quantitative finance and economics
1
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Trading activity of
VIX
futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
2
VIX
option-implied volatility slope and
VIX
futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
3
Uncertainty about interest rates and crude oil prices
Qadan, Mahmoud
;
Cohen, Gil
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-14
fnancial institutions. We show that the 10-year Treasury yield's forward-looking volatility, a
VIX
-style measure that is a …
Persistent link: https://www.econbiz.de/10014530189
Saved in:
4
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Bernis, Guillaume
;
Brignone, Riccardo
;
Scotti, Simone
; …
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 747-773
Persistent link: https://www.econbiz.de/10012616856
Saved in:
5
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
Saved in:
6
Empirical analysis of rough and classical stochastic volatility models to the SPX and
VIX
markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
7
Asymptotic extrapolation of model-free implied variance : exploring structural underestimation in the
VIX
Index
Stahl, Philip
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 315-339
Persistent link: https://www.econbiz.de/10013457627
Saved in:
8
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
9
Joint calibration of S&P 500 and
VIX
options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
10
Realized GARCH, CBOE
VIX
, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
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