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Volatility
Emerging economies
111
Schwellenländer
111
Unternehmensgründung
47
Business start-up
46
Option pricing theory
43
Optionspreistheorie
43
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Dempsey, Michael
2
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Applied economics
International journal of theoretical and applied finance
156
Quantitative finance
105
Journal of banking & finance
84
The journal of futures markets
80
Applied mathematical finance
74
The journal of computational finance
65
Finance research letters
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
60
Review of derivatives research
50
The North American journal of economics and finance : a journal of financial economics studies
50
International journal of financial engineering
47
European journal of operational research : EJOR
42
Finance and stochastics
40
International review of economics & finance : IREF
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Computational economics
39
Journal of econometrics
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Journal of economic dynamics & control
36
The journal of derivatives : the official publication of the International Association of Financial Engineers
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35
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34
International review of financial analysis
31
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Energy economics
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Research in international business and finance
28
The European journal of finance
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Emerging markets review
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Review of quantitative finance and accounting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
What explains long memory in futures price volatility?
Power, G. J.
;
Turvey, Calum Greig
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3395-3404
Persistent link: https://www.econbiz.de/10009357366
Saved in:
2
Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik
;
Han, Chulwoo
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
6
Option
pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
7
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
8
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
9
The use of
option
prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
10
Option
implied beta and
option
return
Ze-To, Samuel Yau Man
- In:
Applied economics
50
(
2018
)
2
,
pp. 128-142
Persistent link: https://www.econbiz.de/10011845923
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