//--> //--> //-->
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
~isPartOf:"Applied economics"
~subject:"Behavioural finance"
~subject:"Welt"
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
Behavioural finance
Welt
Volatility
13
Volatilität
13
Option pricing theory
7
Optionspreistheorie
7
Theorie
6
Theory
6
Börsenkurs
5
Share price
5
implied volatility
5
options
5
Anlageverhalten
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
skewness
4
Aktienmarkt
3
Forecasting model
3
Option trading
3
Optionsgeschäft
3
Prognoseverfahren
3
Skewness
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
volatility
3
ARCH model
2
ARCH-Modell
2
Aktienindex
2
CAPM
2
Derivat
2
Derivative
2
GARCH
2
Spillover effect
2
Spillover-Effekt
2
Statistical distribution
2
Statistische Verteilung
2
Stock index
2
VIX
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
BenSaïda, Ahmed
1
Blau, Benjamin
1
Hernandez, Jose Arreola
1
Kae-Yih, Tzeng
1
Lin, Chien-chih
1
Litimi, Houda
1
Liu, Qing
1
Smales, Lee A.
1
Sui, Cong
1
Wang, Shouyang
1
Yoon, Seong-min
1
more ...
less ...
Published in...
All
Applied economics
IMF Working Paper
29
Research paper series / Swiss Finance Institute
15
NBER working paper series
13
Working paper / Centre for Financial Research
12
CESifo Forum
10
CFS working paper series
10
Cogent economics & finance
10
International Journal of Financial Studies : open access journal
10
Brandes Institute Research Paper
9
CESifo working papers
9
Journal of banking & finance
8
Journal of financial economics
8
Swiss Finance Institute Research Paper
8
Discussion paper / Tinbergen Institute
7
SFB 649 discussion paper
7
Staff working paper / Bank of Canada
7
BIS Working Paper
6
Bank of England Working Paper
6
CESifo Working Paper Series
6
CFS Working Paper
6
Borsa Istanbul Review
5
CAMA Working Paper
5
Discussion paper series / IZA
5
Economies : open access journal
5
Energy economics
5
Financial innovation : FIN
5
Staff reports / Federal Reserve Bank of New York
5
Working paper series / European Central Bank
5
Working papers in economics and statistics
5
ADB economics working paper series
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Finance and economics discussion series
4
Finance research letters
4
Bundesbank Discussion Paper
3
CESifo Working Paper
3
De Nederlandsche Bank Working Paper
3
Discussion paper
3
ECB Working Paper
3
European Banking Center Discussion Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Market volatility, market
skewness
, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
3
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
4
Time-varying relationship of news sentiment, implied volatility and stock returns
Smales, Lee A.
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4942-4960
Persistent link: https://www.econbiz.de/10011641401
Saved in:
5
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
6
Skewness
preferences, asset prices and investor sentiment
Blau, Benjamin
- In:
Applied economics
49
(
2017
)
8
,
pp. 812-822
Persistent link: https://www.econbiz.de/10011810895
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->