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Schätzung
Option trading
84
Optionsgeschäft
84
Option pricing theory
61
Optionspreistheorie
61
Volatility
34
Volatilität
34
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16
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Chen, Dar-hsin
1
Dempsey, Michael
1
Felföldi-Szűcs, Nóra
1
Ferruz Agudo, Luis
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Forte, Santiago
1
Hattori, Takahiro
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1
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Applied economics
Finance research letters
The journal of futures markets
17
Research paper series / Swiss Finance Institute
13
Journal of banking & finance
9
Journal of financial economics
9
International review of economics & finance : IREF
7
Discussion paper / Tinbergen Institute
6
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6
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5
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5
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Staff reports / Federal Reserve Bank of New York
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The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Working paper / Centre for Financial Research
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
International review of financial analysis
4
Journal of econometrics
4
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4
Journal of international financial markets, institutions & money
4
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4
Bank of England Working Paper
3
CESifo Working Paper
3
CFS working paper series
3
Cogent economics & finance
3
DIW Berlin Discussion Paper
3
Journal of risk and financial management : JRFM
3
MNB Working Papers
3
MNB working papers
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The journal of finance : the journal of the American Finance Association
3
Working papers on finance
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Annals of finance
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Applied economics letters
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ECONIS (ZBW)
11
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1
Are traditional timing models well specified?
Ferruz Agudo, Luis
;
Muñoz, Fernando
;
Vargas, María
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3433-3440
Persistent link: https://www.econbiz.de/10009357356
Saved in:
2
The limitation of monotonicity property of option prices : an empirical evidence
Lin, Chuang Yuang
;
Chen, Dar-hsin
;
Tsai, Chin Yu
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3103-3113
Persistent link: https://www.econbiz.de/10009357414
Saved in:
3
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
4
Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
5
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
6
Volatility discovery : can the CDS market beat the equity options market?
Forte, Santiago
;
Lovreta, Lidija
- In:
Finance research letters
28
(
2019
),
pp. 107-111
Persistent link: https://www.econbiz.de/10012388022
Saved in:
7
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:
8
Variance risk premiums and aging firms
Neururer, Thaddeus
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014581299
Saved in:
9
Put-call parity in a crypto option market : evidence from Binance
Felföldi-Szűcs, Nóra
;
Králik, Balázs
;
Váradi, Kata
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490726
Saved in:
10
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
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