//--> //--> //-->
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:"International journal of finance & economics : IJFE"
~person:"Chen, Jian"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Estimation"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
Volatility
6
Börsenkurs
5
Option pricing theory
5
Optionspreistheorie
5
Share price
5
Derivat
4
Derivative
4
Aktienmarkt
3
Credit risk
3
Kreditrisiko
3
Option trading
3
Optionsgeschäft
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Causality analysis
2
Kapitaleinkommen
2
Kausalanalyse
2
Risikoprämie
2
Risk premium
2
stochastic correlation
2
stochastic volatility
2
1992-2005
1
Aktienoption
1
Anlageverhalten
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
Basket warrants
1
Behavioural finance
1
Bivariate empirical mode decomposition
1
China
1
China ETF market
1
Collateral
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Chen, Jian
Nie, He
Wang, Xingchun
Ma, Feng
5
Ryu, Doojin
5
Caporale, Guglielmo Maria
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Jiang, Yonghong
3
Kanas, Angelos
3
Yang, Heejin
3
Arouri, Mohamed
2
Azhar Mohamad
2
Bredin, Donal
2
Cao, Kang Hua
2
Carlson, Mark
2
Cheung, Yin-Wong
2
Ciner, Cetin
2
Dajcman, Silvo
2
Goutte, Stéphane
2
Holmes, Mark J.
2
Hyde, Stuart
2
Kim, Hyeyoen
2
Kwon, Dohyoung
2
Lewis, Kurt F.
2
Li, Jinliang
2
Liang, Chao
2
Liu, Xiaoquan
2
Liu, Yun
2
McMillan, David G.
2
Narayan, Paresh Kumar
2
Nelson, William R.
2
Nieh, Chien-chung
2
Nitzsche, Dirk
2
Olson, Eric
2
Pati, Pratap Chandra
2
Pierdzioch, Christian
2
Quayes, Shakil
2
Salisu, Afees A.
2
Siliverstovs, Boriss
2
more ...
less ...
Published in...
All
Applied economics letters
International journal of finance & economics : IJFE
Finance research letters
4
Review of derivatives research
3
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Applied economics
1
Applied mathematical finance
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Frontiers of economics in China : selected publications from Chinese universities
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
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:
3
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:
4
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:
5
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:
6
The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
Saved in:
7
The model-free measures and the volatility spread
Chen, Jian
;
Liu, Xiaoquan
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1829-1833
Persistent link: https://www.econbiz.de/10009232136
Saved in:
8
Time-frequency analysis of risk spillovers from oil to BRICS stock markets : a long-memory Copula-CoVaR-MODWT method
Jiang, Yonghong
;
Mu, Jinqi
;
Nie, He
;
Wu, Lanxin
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3386-3404
Persistent link: https://www.econbiz.de/10013329872
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->