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Search: subject:"Volatility risk premium"
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Risikoprämie
52
Volatilität
52
Risk premium
50
Volatility
50
Volatility risk premium
45
volatility risk premium
21
Estimation
19
Option trading
19
Optionsgeschäft
19
Schätzung
19
Optionspreistheorie
18
Option pricing theory
17
Capital income
16
Kapitaleinkommen
16
Forecasting model
14
Prognoseverfahren
14
ARCH model
12
ARCH-Modell
12
Welt
12
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
7
Zeitreihenanalyse
7
Index futures
6
Index-Futures
6
Stochastischer Prozess
6
Aktienmarkt
5
Portfolio selection
5
Portfolio-Management
5
Stochastic process
5
Stochastic volatility
5
Stock market
5
stochastic volatility
5
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Undetermined
46
Free
25
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Article
58
Book / Working Paper
25
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Article in journal
44
Aufsatz in Zeitschrift
44
Working Paper
9
Arbeitspapier
6
Graue Literatur
4
Non-commercial literature
4
research-article
1
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English
60
Undetermined
23
Author
All
Yin, Libo
5
Bams, Dennis
3
Blanchard, Gildas
3
Bollerslev, Tim
3
Burgues, Alexandre
3
Feng, Jiabao
3
Fornari, Fabio
3
Jamali, Ibrahim
3
Lehnert, Thorsten
3
Murray, Scott
3
Ornelas, José Renato Haas
3
Signori, Ombretta
3
Branger, Nicole
2
Brière, Marie
2
Cipollini, Andrea
2
Della Corte, Pasquale
2
Gospodinov, Nikolaj
2
Guan, Zhengfei
2
Hafner, Reinhold
2
Khrapov, Stanislav
2
Lin, Yueh-Neng
2
Mauad, Roberto Baltieri
2
Mele, Antonio
2
Muzzioli, Silvia
2
Osterrieder, Daniela
2
Poon, Ser-Huang
2
Prokopczuk, Marcel
2
Ramadorai, Tarun
2
Sarno, Lucio
2
Sasaki, Hiroshi
2
Schlag, Christian
2
Sizova, Natalia
2
Su, Zhi
2
Wallmeier, Martin
2
Wang, Yudong
2
Wese Simen, Chardin
2
Wu, Feng
2
Yi, Zhen
2
Zhang, Yuwei
2
Zhu, Chao
2
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London School of Economics (LSE)
2
Agricultural and Applied Economics Association - AAEA
1
Banca d'Italia
1
C.E.P.R. Discussion Papers
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
European Central Bank
1
Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
National Centre for Econometric Research (NCER)
1
School of Economics and Management, University of Aarhus
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
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International review of economics & finance : IREF
4
Journal of empirical finance
4
Journal of financial economics
3
Managerial Finance
3
Applied economics letters
2
Energy economics
2
Journal of banking & finance
2
LSE Research Online Documents on Economics
2
LSF research working paper series
2
The quarterly journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado
1
Annals of Economics and Finance
1
Applied Financial Economics
1
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
CEPR Discussion Papers
1
CREATES Research Papers
1
Department of Economics / Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
1
Dynamic Econometric Models
1
ECB Working Paper
1
Economic modelling
1
Economics Papers from University Paris Dauphine
1
Economics letters
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial Markets and Portfolio Management
1
International Review of Economics & Finance
1
International journal of forecasting
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of Banking & Finance
1
Journal of Empirical Finance
1
Journal of Financial Economics
1
Journal of behavioral and experimental economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
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ECONIS (ZBW)
50
RePEc
29
EconStor
3
Other ZBW resources
1
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1
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
2
Trading the FX
volatility
risk
premium
with machine learning and alternative data
Dierckx, Thomas
;
Davis, Jesse
;
Schoutens, Wim
- In:
The Journal of finance and data science : JFDS
8
(
2022
),
pp. 162-179
develop trading strategies. Starting from a trading strategy that harvests the EUR/USD
volatility
risk
premium
by selling one …
Persistent link: https://www.econbiz.de/10014433693
Saved in:
3
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:
4
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
Saved in:
5
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:
6
Uncertainty-driven oil
volatility
risk
premium
and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
7
Measuring the time series of high-frequency risk attitude from
volatility
risk
premium
: the case of emerging markets
Zhu, Chao
;
Zhang, Yuwei
;
Yi, Zhen
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
8
,
pp. 2407-2422
Persistent link: https://www.econbiz.de/10013190370
Saved in:
8
Delta-hedged gains of SSE 50 ETF options
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1864-1867
Persistent link: https://www.econbiz.de/10013412320
Saved in:
9
Is oil risk important for commodity-related currency returns?
Yin, Libo
;
Su, Zhi
;
Lu, Man
- In:
Research in international business and finance
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412450
Saved in:
10
Implied volatility information of Chinese SSE 50 ETF options
Wu, Lingke
;
Liu, Dehong
;
Yuan, Jianglei
;
Huang, Zhenhuan
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 609-624
Persistent link: https://www.econbiz.de/10013545670
Saved in:
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