//--> //--> //-->
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 letters"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Ambros, Maximilian"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Börsenkurs"
~subject:"COVID-19"
~subject:"Volatilität"
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
Aktienoptionsbewertung im Spru...
Similar by subject
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
COVID-19
Volatilität
Volatility
7
Option pricing theory
6
Optionspreistheorie
6
Share price
5
Aktienmarkt
4
Derivat
4
Derivative
4
Option trading
4
Optionsgeschäft
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
Capital income
3
Credit risk
3
Kapitaleinkommen
3
Kreditrisiko
3
ARCH model
2
ARCH-Modell
2
Causality analysis
2
Estimation
2
Kausalanalyse
2
Schätzung
2
USA
2
United States
2
stochastic correlation
2
stochastic volatility
2
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Basket warrants
1
Behavioural finance
1
Bivariate empirical mode decomposition
1
Catastrophe equity put options
1
Catastrophic events
1
China
1
China ETF market
1
Collateral
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Ambros, Maximilian
Grobys, Klaus
Nie, He
Wang, Xingchun
Ryu, Doojin
8
Schaub, Mark
6
Kim, Hyeyoen
4
Dajcman, Silvo
3
Jung, Hojin
3
Li, Meng
3
Yang, Heejin
3
Alsaifi, Khaled
2
Bali, Rakesh
2
Bonilla, Claudio A.
2
Burdekin, Richard C. K.
2
Cao, Kang Hua
2
Caporale, Guglielmo Maria
2
Chen, Jian
2
Chen, Yi-Chang
2
Chevallier, Julien
2
Chung, Chune Young
2
Ciner, Cetin
2
Farinós Viñas, José Emilio
2
Ferris, Stephen P.
2
Gil-Alaña, Luis A.
2
Godin, Frédéric
2
Goutte, Stéphane
2
Hainaut, Donatien
2
Holmes, Mark J.
2
Jiang, Yonghong
2
Kim, Jong-Min
2
Kim, Junyeup
2
Li, Jinliang
2
Li, Ming-yuan Leon
2
Li, Rui
2
Li, Zhongfei
2
Liang, Zongxia
2
Lim, Kian-Ping
2
Liu, Yun
2
Ma, Feng
2
Manahov, Viktor
2
McGuinness, Paul B.
2
more ...
less ...
Published in...
All
Applied economics letters
Insurance / Mathematics & economics
Finance research letters
4
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of futures markets
3
Journal of applied finance & banking
2
Journal of risk and financial management : JRFM
2
Quantitative finance
2
Applied economics
1
Applied mathematical finance
1
Economic modelling
1
Economics letters
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
Review of quantitative finance and accounting
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
Saved in:
2
Catastrophe equity put options with target variance
Wang, Xingchun
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011630610
Saved in:
3
Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
Saved in:
4
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
5
An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 921-924
Persistent link: https://www.econbiz.de/10009763253
Saved in:
6
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
Saved in:
7
Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
Saved in:
8
Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method
Jiang, Yonghong
;
Mo, Bin
;
Nie, He
- In:
Applied economics letters
25
(
2018
)
7
,
pp. 472-476
Persistent link: https://www.econbiz.de/10011854926
Saved in:
9
Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?
Nie, He
;
Jiang, Yonghong
;
Yang, Baoqing
- In:
Applied economics letters
25
(
2018
)
11
,
pp. 747-751
Persistent link: https://www.econbiz.de/10012129834
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->