//--> //--> //--> //-->
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
~accessRights:"restricted"
~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Volatilität"
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
From Skews to a Skewed-t
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Option trading
Volatilität
Volatility
388
Implied volatility
272
Optionspreistheorie
264
Skewness
225
Options
218
Optionsgeschäft
195
Theorie
153
Theory
153
Capital income
151
Kapitaleinkommen
151
options
140
implied volatility
127
Börsenkurs
126
Share price
126
Estimation
118
Schätzung
118
Derivat
113
Derivative
113
Forecasting model
104
Prognoseverfahren
104
skewness
93
Statistical distribution
87
Statistische Verteilung
87
Portfolio selection
86
Portfolio-Management
86
Risk premium
73
Kurtosis
69
Risikoprämie
69
Risk
68
Risiko
62
Stochastic process
62
Stochastischer Prozess
61
Hedging
56
Stock market
55
Aktienmarkt
54
ARCH model
53
ARCH-Modell
53
more ...
less ...
Online availability
All
Undetermined
Free
2,172
Type of publication
All
Article
449
Book / Working Paper
36
Type of publication (narrower categories)
All
Article in journal
435
Aufsatz in Zeitschrift
435
Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
36
Working Paper
36
Aufsatz im Buch
9
Book section
9
Conference paper
3
Konferenzbeitrag
3
more ...
less ...
Language
All
English
483
French
1
Undetermined
1
Author
All
Todorov, Viktor
7
Borochin, Paul
6
Lorig, Matthew
6
Mele, Antonio
6
Obayashi, Yoshiki
5
Singh, Vipul Kumar
5
Smales, Lee A.
5
Barone-Adesi, Giovanni
4
Kim, Sol
4
Leippold, Markus
4
Power, Gabriel J.
4
Radoičić, Radoš
4
Stefanica, Dan
4
Verousis, Thanos
4
Xu, Yaofei
4
Andersen, Torben
3
Ap Gwilym, Owain
3
Bekiros, Stelios
3
Bevilacqua, Mattia
3
Carr, Peter
3
Cui, Zhenyu
3
Farkas, Walter
3
Figueroa-López, José E.
3
Fink, Holger Maria
3
Fodor, Andy
3
Gagnon, Marie-Hélène
3
Guo, Biao
3
Hull, John
3
Jlassi, Mouna
3
Kim, Jeong-Hoon
3
Le Floc'h, Fabien
3
Malamud, Semyon
3
Martini, Claude
3
Miao, Hong
3
Molnár, Peter
3
Morelli, David
3
Naoui, Kamel
3
Pascucci, Andrea
3
Ramchander, Sanjay
3
Ryu, Doojin
3
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Published in...
All
Quantitative finance
24
Research paper series / Swiss Finance Institute
24
Journal of banking & finance
19
Finance research letters
17
International review of financial analysis
16
Swiss Finance Institute Research Paper
15
The journal of derivatives : JOD
15
International journal of financial engineering
11
International review of economics & finance : IREF
11
Applied economics
10
Journal of financial economics
10
The journal of futures markets
9
Economic modelling
7
Energy economics
7
International journal of theoretical and applied finance
7
Journal of risk
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied mathematical finance
6
Journal of econometrics
6
The European journal of finance
6
Annals of finance
5
Finance and stochastics
5
Global finance journal
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Journal of financial markets
5
Journal of international financial markets, institutions & money
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of derivatives research
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research in international business and finance
4
Review of Pacific Basin financial markets and policies
4
Review of financial economics : RFE
4
The journal of corporate finance : contracting, governance and organization
4
Applied economics letters
3
Discussion papers / CEPR
3
Economic systems
3
Financial markets and asset pricing
3
International journal of economics and finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
484
RePEc
1
Showing
1
-
10
of
485
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Three-point volatility smile classification : evidence from the Warsow Stock Exchange during volatile summer 2011
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
Investigaciones europeas de Dirección y Economía de …
21
(
2015
)
1
,
pp. 17-25
Persistent link: https://www.econbiz.de/10011592500
Saved in:
2
A comparison of implied and realized volatility in the Nordic power forward market
Birkelund, Ole Henrik
;
Haugom, Erik
;
Molnár, Peter
; …
- In:
Energy economics
48
(
2015
),
pp. 288-294
Persistent link: https://www.econbiz.de/10011533819
Saved in:
3
The 2019 government shutdown increased uncertainty in major agricultural commodity markets
Goyal, Raghav
;
Adjemian, Michael K.
- In:
Food policy : economics planning and politics of food …
102
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012817189
Saved in:
4
Modeling realized volatility of the EUR/USD exchange rate : does implied volatility really matter?
Plíhal, Tomáš
;
Lyócsa, Štefan
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 811-829
Persistent link: https://www.econbiz.de/10012630769
Saved in:
5
What determines volatility smile in China?
Li, Pengshi
;
Xian, Aichuan
;
Lin, Yan
- In:
Economic modelling
96
(
2021
),
pp. 326-335
Persistent link: https://www.econbiz.de/10012745422
Saved in:
6
Belief heterogeneity in the option markets and the cross-section of stock returns
Borochin, Paul
;
Zhao, Yanhui
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224402
Saved in:
7
An option theoretic approach to market efficiency
Bhattacharya, Rajeev R.
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226607
Saved in:
8
Was the missing 2013 WASDE missed?
Adjemian, Michael K.
;
Johansson, Robert C.
;
McKenzie, …
- In:
Applied economic perspectives and policy
40
(
2018
)
4
,
pp. 653-671
Persistent link: https://www.econbiz.de/10012258296
Saved in:
9
Pricing and hedging competitiveness of the tree option pricing models : evidence from India
Singh, Vipul Kumar
- In:
The journal of asset management
17
(
2016
)
6
,
pp. 453-475
Persistent link: https://www.econbiz.de/10011648199
Saved in:
10
Is Petrobras
options
market efficient? : a study using the delta-gamma neutral strategy
Araújo, Gustavo Silva
;
Ribeiro, Ricardo Alves Carmo
- In:
Latin American business review : journal of the …
17
(
2016
)
4
,
pp. 315-331
Persistent link: https://www.econbiz.de/10011649370
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->