//--> //--> //--> //-->
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:"Risk premium"
~subject:"Zinsstruktur"
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
THREE-POINT VOLATILITY SMILE C...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Zinsstruktur
Volatility
433
Volatilität
406
Option pricing theory
297
Optionspreistheorie
296
Implied volatility
271
Skewness
224
Options
217
Option trading
205
Optionsgeschäft
204
Theorie
164
Theory
164
Capital income
158
Kapitaleinkommen
158
Börsenkurs
145
Share price
145
options
140
Estimation
128
Schätzung
126
implied volatility
124
Derivat
119
Derivative
119
Forecasting model
105
Prognoseverfahren
105
Portfolio selection
94
Portfolio-Management
94
skewness
93
Statistical distribution
90
Statistische Verteilung
90
Risk
76
Stochastic process
76
Stochastischer Prozess
75
Risikoprämie
73
Kurtosis
69
Risiko
69
CAPM
66
Hedging
62
Stock market
62
Behavioural finance
61
Aktienmarkt
58
more ...
less ...
Online availability
All
Undetermined
Free
1,012
Type of publication
All
Article
80
Book / Working Paper
21
Type of publication (narrower categories)
All
Article in journal
71
Aufsatz in Zeitschrift
71
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
research-article
1
more ...
less ...
Language
All
English
96
Undetermined
5
Author
All
Schneider, Paul
3
Trojani, Fabio
3
Trolle, Anders B.
3
Benth, Fred Espen
2
Filipović, Damir
2
Finta, Marinela Adriana
2
Kongsilp, Worawuth
2
Lorig, Matthew
2
Mateus, Cesario
2
Neururer, Thaddeus
2
Ornelas, José Renato Haas
2
So, Eric
2
Suaysom, Natchanon
2
Aboulamer, Anas
1
Aboura, Sofiane
1
Adams, Tom
1
Agarwal, Vineet
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Yechiam
1
Alexander, Carol
1
Alexandridis, Antonios K.
1
Alfeus, Mesias
1
Almeida, Caio
1
Anagnostopoulou, Seraina C.
1
Anselmi, Giulio
1
Apergis, Iraklis
1
Ardison, Kym
1
Bardgett, Chris
1
Barinov, Alexander
1
Barone-Adesi, Giovanni
1
Barth, Mary E.
1
Bauer, Michael D.
1
Berggrun, Luis
1
Bevilacqua, Mattia
1
Biegler-König, Richard
1
Blau, Benjamin
1
Bocola, Luigi
1
Bollerslev, Tim
1
Boloorforoosh, Ali
1
Bouchouev, Ilia
1
more ...
less ...
Institution
All
National Bureau of Economic Research
5
Published in...
All
Research paper series / Swiss Finance Institute
10
Journal of financial economics
7
Finance research letters
5
NBER working paper series
5
Swiss Finance Institute Research Paper
5
Journal of banking & finance
4
Energy Economics
3
Journal of risk
3
Quantitative finance
3
Discussion papers / CEPR
2
E-Finanse : finansowy kwartalnik internetowy
2
Economic modelling
2
Financial markets and asset pricing
2
International journal of financial engineering
2
Journal of empirical finance
2
Journal of financial econometrics
2
Journal of financial markets
2
Journal of international money and finance
2
Review of financial economics : RFE
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
Theoretical economics letters
2
Annals of finance
1
Applied economics
1
China Finance Review International
1
China finance review international
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Energy economics
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
International Journal of Financial Studies : open access journal
1
International finance discussion papers
1
International journal of bonds and derivatives
1
International journal of economics and finance
1
International journal of forecasting
1
International journal of trade and global markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Empirical Finance
1
Journal of accounting research
1
Journal of business research : JBR
1
Journal of economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
95
RePEc
5
Other ZBW resources
1
Showing
71
-
80
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
72
Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.
;
Chandorkar, Pankaj
;
Agarwal, Vineet
- In:
Research in international business and finance
48
(
2019
),
pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
Saved in:
73
The determinants of the model-free positive and negative volatilities
Bevilacqua, Mattia
;
Morelli, David
;
Tunaru, Radu
- In:
Journal of international money and finance
92
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012134504
Saved in:
74
Enhance and protect portfolio returns : a dynamic put spread optimization
De Giuli, Maria Elena
;
Montagna, Dennis
;
Naldi, Federica
; …
- In:
International journal of economics and finance
11
(
2019
)
12
,
pp. 66-74
Persistent link: https://www.econbiz.de/10012197483
Saved in:
75
International volatility risk and Chinese stock return predictability
Chen, Jian
;
Jiang, Fuwei
;
Liu, Yangshu
;
Tu, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 183-203
Persistent link: https://www.econbiz.de/10011752322
Saved in:
76
Volatility measures as predictors of extreme returns
Switzer, Lorne N.
;
Tahaoglu, Cagdas
;
Zhao, Yun Selina
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011959385
Saved in:
77
Information content and market liquidity in the fixed income market : evidence from the swaption market
Hattori, Takahiro
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014574914
Saved in:
78
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
Saved in:
79
Future portfolio returns and the VIX term structure
Aharon, David Yechiam
;
Dimpfl, Thomas
- In:
Journal of risk
24
(
2022
)
5
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014546348
Saved in:
80
Heterogeneous beliefs with preference interdependence and asset pricing
Hu, Duni
;
Wang, Hailong
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014535320
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->