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Volatility
380
Volatilität
380
Portfolio selection
206
Portfolio-Management
206
Estimation
165
Schätzung
165
Capital income
137
Kapitaleinkommen
137
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120
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44
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44
Option pricing theory
43
Optionspreistheorie
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42
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42
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40
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39
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English
664
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Yoon, Seong-min
8
Fabozzi, Frank J.
7
Hammoudeh, Shawkat
7
Ma, Feng
7
Gubareva, Mariya
6
Hernandez, Jose Arreola
6
Jawadi, Fredj
6
Zhang, Yaojie
6
Kim, Jong-Min
5
Sosvilla-Rivero, Simón
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Blazsek, Szabolcs
4
Fernandez-Perez, Adrian
4
Frijns, Bart
4
García, Philip
4
Goodwin, Barry K.
4
Goutte, Stéphane
4
Grobys, Klaus
4
Gupta, Rangan
4
Nguyen, Duc Khuong
4
Roubaud, David
4
Allen, David E.
3
Aloui, Chaker
3
Balli, Faruk
3
Barbi, Massimiliano
3
Bikker, Jacob A.
3
Bonaparte, Yosef
3
Bouri, Elie
3
Cheffou, Abdoulkarim Idi
3
Dempsey, Michael
3
Elyasiani, Elyas
3
Hung, Jui-cheng
3
Jawadi, Nabila
3
Kang, Sang Hoon
3
Kim, Saejoon
3
Liang, Chao
3
Mateus, Cesario
3
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Applied economics
NBER working paper series
1,332
Finance research letters
1,313
Journal of banking & finance
1,271
Working paper / National Bureau of Economic Research, Inc.
1,238
NBER Working Paper
1,022
The journal of futures markets
942
Energy economics
875
International review of financial analysis
821
International journal of theoretical and applied finance
796
European journal of operational research : EJOR
722
Insurance / Mathematics & economics
642
International review of economics & finance : IREF
630
The journal of finance : the journal of the American Finance Association
607
Journal of financial economics
591
Discussion paper / Centre for Economic Policy Research
590
SpringerLink / Bücher
586
Economic modelling
583
The North American journal of economics and finance : a journal of financial economics studies
536
Risks : open access journal
523
Journal of economic dynamics & control
508
Journal of risk and financial management : JRFM
508
Journal of empirical finance
496
Quantitative finance
483
Mathematical finance : an international journal of mathematics, statistics and financial theory
480
Research in international business and finance
476
Working paper
475
Journal of financial and quantitative analysis : JFQA
472
Finance and stochastics
469
Applied economics letters
459
Economics letters
453
Applied financial economics
452
The review of financial studies
451
The European journal of finance
439
Research paper series / Swiss Finance Institute
417
Journal of econometrics
416
Management science : journal of the Institute for Operations Research and the Management Sciences
414
Journal of international financial markets, institutions & money
402
Journal of international money and finance
390
Pacific-Basin finance journal
376
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ECONIS (ZBW)
665
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665
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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
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:
3
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:
4
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:
5
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
Saved in:
6
The implied
volatility
smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
7
Which
volatility
model for
option
valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
8
Risk aversion, fanning preference and
volatility
smirk on S&P 500 index options
Chen, Jian
;
Ma, Chenghu
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3277-3292
Persistent link: https://www.econbiz.de/10011617231
Saved in:
9
Heterogeneous trading of
option
implied
volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
10
Analytic formula for
option
margin with liquidity costs under dynamic delta
hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
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