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~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Glossar enthalten"
~type_genre:"Konferenzbeitrag"
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Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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2
Liquidity, surprise volume and return premia in the oil market
Batten, Jonathan A.
;
Kinateder, Harald
;
Szilágyi, Péter G.
- In:
Energy economics
77
(
2019
),
pp. 93-104
Persistent link: https://www.econbiz.de/10012306351
Saved in:
3
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening
;
Miao, Jianjun
- In:
Journal of monetary economics
69
(
2015
),
pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
Saved in:
4
Oil price uncertainty and sovereign risk : evidence from Asian economies
Sharma, Susan Sunila
;
Thuraisamy, Kannan
- In:
Journal of Asian economics
28
(
2013
),
pp. 51-57
Persistent link: https://www.econbiz.de/10010400868
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